GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,641 COMMITMENTS 394 0 0 41,176 41,354 41,570 41,354 71 287 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,049) 0 0 -12 2,100 2,061 2,088 2,049 -39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.9 99.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 0 0 41 50 43 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,231 COMMITMENTS 0 0 0 15,082 15,147 15,082 15,147 149 84 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,402) 0 0 0 1,402 1,402 1,402 1,402 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.4 99.0 99.4 1.0 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,366 COMMITMENTS 97 373 175 9,147 8,955 9,419 9,503 947 863 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 206) -15 55 10 293 225 288 290 -82 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.6 1.7 88.2 86.4 90.9 91.7 9.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 4 35 39 39 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,326 COMMITMENTS 370 81 327 5,074 5,168 5,771 5,576 555 750 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 389) 15 10 5 358 406 378 421 11 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.3 5.2 80.2 81.7 91.2 88.1 8.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 2 4 44 44 48 50 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,786 COMMITMENTS 111 0 62 3,123 2,447 3,296 2,509 490 1,277 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -27) 111 0 62 -161 -23 12 39 -39 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 1.6 82.5 64.6 87.1 66.3 12.9 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 19 19 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,968 COMMITMENTS 95 493 6 2,024 2,086 2,125 2,585 843 383 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 73) 0 0 -90 191 101 101 11 -28 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 16.6 0.2 68.2 70.3 71.6 87.1 28.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 20 21 22 23 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,130 COMMITMENTS 0 0 0 8,959 8,999 8,959 8,999 171 131 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 490) 0 0 0 490 490 490 490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 18 19 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,359 COMMITMENTS 0 448 126 22,233 21,785 22,359 22,359 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 279,724 COMMITMENTS 47,937 36,572 25,111 167,122 191,454 240,170 253,137 39,554 26,587 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,791) -2,832 881 -303 10,236 2,521 7,101 3,099 -1,310 2,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 13.1 9.0 59.7 68.4 85.9 90.5 14.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 39 21 35 83 86 139 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,040 COMMITMENTS 300 956 350 11,390 10,584 12,040 11,890 0 150 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 805) -200 135 200 805 420 805 755 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.9 2.9 94.6 87.9 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 5 1 45 40 49 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,607 COMMITMENTS 1,020 205 0 7,429 8,257 8,449 8,462 158 145 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.4 0.0 86.3 95.9 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 0 26 23 32 26 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,954 COMMITMENTS 1,336 94 429 4,189 5,410 5,954 5,933 0 21 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 1.6 7.2 70.4 90.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 12 9 16 11 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 988,215 COMMITMENTS 173,431 333,803 328,846 419,552 278,499 921,829 941,148 66,386 47,067 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 44,566) 5,601 -515 21,150 16,003 23,575 42,754 44,210 1,812 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 33.8 33.3 42.5 28.2 93.3 95.2 6.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 90 120 129 85 71 257 248 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 23,614 COMMITMENTS 11,089 11,089 6,509 4,974 5,504 22,572 23,102 1,042 512 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,588) 583 -297 640 315 1,195 1,538 1,538 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 47.0 27.6 21.1 23.3 95.6 97.8 4.4 2.2 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,176 COMMITMENTS 0 9,614 1,852 49,990 35,521 51,842 46,987 3,334 8,189 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 89) 0 -368 0 347 1,796 347 1,428 -258 -1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.4 3.4 90.6 64.4 94.0 85.2 6.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 12 15 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,353 COMMITMENTS 2,052 0 3,063 73,224 74,255 78,339 77,318 9,014 10,035 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -81) -172 -16 65 882 -130 775 -81 -856 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 3.5 83.8 85.0 89.7 88.5 10.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 3 16 17 19 20 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,567,913 COMMITMENTS 455,585 201,198 721,576 1355885 1622435 2533046 2545209 34,867 22,704 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 73,410) -11,221 16,675 13,783 70,765 41,427 73,327 71,885 83 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 7.8 28.1 52.8 63.2 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 29 27 47 98 86 153 135 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,150,388 COMMITMENTS 250,588 93,629 230,680 664,767 823,001 1146035 1147310 4,353 3,078 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 88,618) 55,096 -21,605 31,043 2,635 79,068 88,774 88,506 -156 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 8.1 20.1 57.8 71.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 15 34 41 41 78 78 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,370 COMMITMENTS 211 1,055 160 13,786 12,926 14,157 14,141 213 229 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 321) 18 -123 40 207 286 265 203 56 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 7.3 1.1 95.9 90.0 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 6 5 34 37 40 44 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,632 COMMITMENTS 125 93 146 1,787 1,906 2,058 2,145 574 487 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 134) 81 -30 -28 146 271 199 213 -65 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 3.5 5.5 67.9 72.4 78.2 81.5 21.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 23 23 27 27 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,551 COMMITMENTS 73 239 0 1,132 1,016 1,205 1,255 346 296 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 60) 27 57 0 92 -30 119 27 -59 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 15.4 0.0 73.0 65.5 77.7 80.9 22.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 0 18 20 20 22 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,620 COMMITMENTS 22,546 620 2,516 32,561 55,411 57,623 58,547 1,997 1,073 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 902) -184 360 -398 1,460 778 878 740 24 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 1.0 4.2 54.6 92.9 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 4 32 27 36 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,467 COMMITMENTS 140 750 1,732 13,180 13,564 15,052 16,046 1,415 421 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,083) -60 -332 506 366 894 812 1,068 271 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.6 10.5 80.0 82.4 91.4 97.4 8.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 22 23 25 27 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,828 COMMITMENTS 587 720 548 7,306 8,775 8,441 10,043 2,387 785 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 206) -120 0 120 206 86 206 206 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 6.6 5.1 67.5 81.0 78.0 92.8 22.0 7.2 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,085 COMMITMENTS 3,232 662 104 8,019 10,578 11,355 11,344 730 741 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 139) -168 224 16 430 -24 278 216 -139 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 5.5 0.9 66.4 87.5 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 17 18 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,525 COMMITMENTS 3,282 2,820 262 22,730 23,547 26,274 26,629 2,251 1,896 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 488) 328 -360 120 308 1,218 756 978 -268 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 9.9 0.9 79.7 82.5 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 24 23 27 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,069 COMMITMENTS 4,830 0 578 4,603 8,887 10,011 9,465 1,058 1,604 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 70) 60 0 -60 226 267 226 207 -156 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 0.0 5.2 41.6 80.3 90.4 85.5 9.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 19 18 21 19 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,492 COMMITMENTS 2,900 1,636 182 8,481 9,377 11,563 11,195 929 1,297 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 13.1 1.5 67.9 75.1 92.6 89.6 7.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 15 19 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,810 COMMITMENTS 0 1,986 574 11,160 9,323 11,734 11,883 1,076 927 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 126) 0 108 -12 46 -316 34 -220 92 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.5 4.5 87.1 72.8 91.6 92.8 8.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 21 17 23 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,432 COMMITMENTS 0 0 0 67,411 67,432 67,411 67,432 21 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,185) 0 0 0 4,185 4,185 4,185 4,185 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 19 17 19 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,070,857 COMMITMENTS 0 0 0 1070857 1070857 1070857 1070857 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 41,327) 0 0 0 41,327 41,327 41,327 41,327 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 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,907 COMMITMENTS 0 0 0 35,907 35,907 35,907 35,907 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 13 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 124,113 COMMITMENTS 105 0 0 123,753 124,113 123,858 124,113 255 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,974) 0 0 0 4,974 4,974 4,974 4,974 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 17 29 18 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,235 COMMITMENTS 3,489 3,239 8,523 48,223 48,473 60,235 60,235 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 11,131) 1,910 2,415 5,505 3,716 3,211 11,131 11,131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.4 14.1 80.1 80.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 3 28 21 32 26 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,176,038 COMMITMENTS 41,282 39,405 19,555 1115201 1117078 1176038 1176038 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -6,384) 3,770 -5,590 5,590 -15,744 -6,384 -6,384 -6,384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.4 1.7 94.8 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 1 28 22 31 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (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 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 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (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 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,401 COMMITMENTS 2,550 2,340 210 52,536 52,851 55,296 55,401 105 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,630) 0 0 0 6,630 6,630 6,630 6,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.2 0.4 94.8 95.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 16 21 18 22 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,208 COMMITMENTS 18,515 0 2,770 20,668 39,438 41,953 42,208 255 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 762) 0 0 0 762 762 762 762 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 0.0 6.6 49.0 93.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 12 15 14 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (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 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,389 COMMITMENTS 240 36 52 18,904 19,056 19,196 19,144 193 245 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 189) 10 0 -25 114 148 99 123 90 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 0.3 97.5 98.3 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 1 2 39 37 43 39 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,362 COMMITMENTS 145 90 0 8,903 8,789 9,048 8,879 314 483 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 74) 0 0 0 45 45 45 45 29 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.0 0.0 95.1 93.9 96.6 94.8 3.4 5.2 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,832 COMMITMENTS 0 45 25 6,627 6,519 6,652 6,589 180 243 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 119) 0 0 0 119 119 119 119 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.4 97.0 95.4 97.4 96.4 2.6 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,994 COMMITMENTS 0 0 0 8,706 8,862 8,706 8,862 1,288 1,132 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 351) 0 0 0 351 351 351 351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.1 88.7 87.1 88.7 12.9 11.3 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,346,495 COMMITMENTS 312,304 163,001 366,862 575,481 751,569 1254647 1281432 91,848 65,063 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 13,951) 4,114 10,615 1,819 2,420 -5,333 8,353 7,101 5,598 6,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 12.1 27.2 42.7 55.8 93.2 95.2 6.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 113 92 147 87 95 280 266 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,908 COMMITMENTS 48,097 16,258 3,681 111,764 133,353 163,542 153,292 36,366 46,616 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,962) 1,659 782 -306 982 55 2,335 531 627 2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 8.1 1.8 55.9 66.7 81.8 76.7 18.2 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 7 20 23 30 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,631 COMMITMENTS 200 1,275 775 18,635 17,580 19,610 19,630 21 1 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,103) 0 100 200 2,903 2,803 3,103 3,103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.5 3.9 94.9 89.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 5 3 33 29 37 34 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,272 COMMITMENTS 4,904 13,105 2,806 50,300 38,362 58,010 54,273 3,262 6,999 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,091) 898 1,000 776 2,665 1,641 4,339 3,417 -248 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 21.4 4.6 82.1 62.6 94.7 88.6 5.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 6 7 21 16 30 24 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,198 COMMITMENTS 3,686 2,002 2,045 23,533 24,937 29,264 28,984 1,934 2,214 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,224) 1,054 -700 627 593 2,547 2,274 2,474 -50 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.4 6.6 75.4 79.9 93.8 92.9 6.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 4 13 15 20 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 6,995 9,195 9,222 9,245 48 25 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 30 0 30 0 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.5 0.0 75.5 99.2 99.5 99.7 0.5 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,430 COMMITMENTS 10,289 4,273 172 6,629 12,627 17,090 17,072 1,340 1,358 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,344) -912 -559 38 -757 -811 -1,631 -1,332 287 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 23.2 0.9 36.0 68.5 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 41 36 6 28 30 72 70 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,600 COMMITMENTS 29,144 9,409 391 7,293 29,871 36,828 39,671 6,772 3,929 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,707) 177 1,188 42 1,339 -9 1,558 1,221 149 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.8 21.6 0.9 16.7 68.5 84.5 91.0 15.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 72 41 11 26 37 103 86 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,100 COMMITMENTS 78,411 22,331 30,229 146,959 208,515 255,599 261,075 18,501 13,025 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,701) 703 -1,163 3,372 564 1,285 4,639 3,494 -938 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 8.1 11.0 53.6 76.1 93.3 95.2 6.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 72 19 49 83 90 173 146 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,880 COMMITMENTS 7,652 0 993 6,583 12,694 15,228 13,687 4,652 6,193 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 600) 411 0 0 176 473 587 473 13 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 0.0 5.0 33.1 63.9 76.6 68.8 23.4 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 0 3 11 14 17 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339 COMMITMENTS 400 633 150 6,769 6,536 7,319 7,319 20 20 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 175) 0 0 -50 225 225 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 8.6 2.0 92.2 89.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 27 29 30 32 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,916 COMMITMENTS 575 134 0 51,676 52,448 52,251 52,582 665 334 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,601) 0 0 0 1,597 1,625 1,597 1,625 4 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.0 97.7 99.1 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 1 0 45 37 47 38 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,295 COMMITMENTS 0 150 0 13,175 13,120 13,175 13,270 120 25 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 219) 0 150 0 219 44 219 194 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 99.1 98.7 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 17 20 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,490 COMMITMENTS 200 2,475 0 6,290 4,015 6,490 6,490 0 0 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 475) 150 50 0 325 425 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 38.1 0.0 96.9 61.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 0 29 20 31 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,695 COMMITMENTS 9 0 78 3,196 3,515 3,283 3,593 412 102 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 2.1 86.5 95.1 88.8 97.2 11.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 11 18 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,640 COMMITMENTS 752 4,376 933 22,945 19,228 24,630 24,537 10 103 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,146) 0 642 0 1,146 504 1,146 1,146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 17.8 3.8 93.1 78.0 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 5 4 40 40 44 47 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| 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 12/06/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,387 COMMITMENTS 1,979 835 612 9,657 10,765 12,248 12,212 139 175 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 784) 165 86 0 531 538 696 624 88 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 6.7 4.9 78.0 86.9 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 2 29 29 34 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,135 COMMITMENTS 10,721 2,396 816 21,388 29,520 32,925 32,732 210 403 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 295) -75 120 0 370 175 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 7.2 2.5 64.5 89.1 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 4 5 28 36 35 44
Updated December 16, 2011