GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,990 COMMITMENTS 394 0 0 45,383 45,648 45,777 45,648 213 342 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 4,349) 0 0 0 4,207 4,294 4,207 4,294 142 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.7 99.3 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 0 0 42 51 44 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,752 COMMITMENTS 0 0 0 18,603 18,668 18,603 18,668 149 84 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,521) 0 0 0 3,521 3,521 3,521 3,521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 30 24 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,915 COMMITMENTS 141 458 155 9,758 9,471 10,054 10,084 861 831 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 549) 44 85 -20 611 516 635 581 -86 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.2 1.4 89.4 86.8 92.1 92.4 7.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 3 37 41 41 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,745 COMMITMENTS 453 86 312 5,348 5,577 6,113 5,975 632 770 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 419) 83 5 -15 274 409 342 399 77 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.3 4.6 79.3 82.7 90.6 88.6 9.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 2 3 42 41 46 46 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,886 COMMITMENTS 126 0 62 3,243 2,595 3,431 2,657 455 1,229 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 100) 15 0 0 120 148 135 148 -35 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.6 83.5 66.8 88.3 68.4 11.7 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 21 20 22 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,055 COMMITMENTS 140 493 6 2,141 2,233 2,287 2,732 768 323 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 87) 45 0 0 117 147 162 147 -75 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 16.1 0.2 70.1 73.1 74.9 89.4 25.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 20 22 23 24 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,105 COMMITMENTS 0 0 0 8,934 8,974 8,934 8,974 171 131 CHANGES FROM 12/13/11 (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 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 17 19 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,303 COMMITMENTS 0 448 126 24,177 23,729 24,303 24,303 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,944) 0 0 0 1,944 1,944 1,944 1,944 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.5 99.5 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 28 27 29 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,461 COMMITMENTS 45,948 38,481 25,370 163,254 178,512 234,572 242,363 37,889 30,098 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -7,263) -1,989 1,909 259 -3,868 -12,942 -5,598 -10,774 -1,665 3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 14.1 9.3 59.9 65.5 86.1 89.0 13.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 37 23 38 78 81 135 126 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,104 COMMITMENTS 400 1,312 300 12,404 11,342 13,104 12,954 0 150 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,064) 100 356 -50 1,014 758 1,064 1,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 10.0 2.3 94.7 86.6 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 5 2 47 40 54 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,982 COMMITMENTS 1,020 505 0 7,804 8,332 8,824 8,837 158 145 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 375) 0 300 0 375 75 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 5.6 0.0 86.9 92.8 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 0 27 23 33 27 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 994,703 COMMITMENTS 177,072 334,453 335,410 416,204 280,197 928,686 950,060 66,017 44,643 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 6,488) 3,641 650 6,564 -3,348 1,698 6,857 8,912 -369 -2,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 33.6 33.7 41.8 28.2 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 94 112 121 85 75 248 245 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 24,710 COMMITMENTS 11,089 11,903 6,605 5,974 5,504 23,668 24,012 1,042 698 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,096) 0 814 96 1,000 0 1,096 910 0 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 48.2 26.7 24.2 22.3 95.8 97.2 4.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 10 5 6 18 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,837 COMMITMENTS 1,987 86 3,120 73,499 74,627 78,606 77,833 9,231 10,004 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 484) -65 86 57 275 372 267 515 217 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.1 3.6 83.7 85.0 89.5 88.6 10.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 16 17 19 20 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,626,020 COMMITMENTS 462,833 217,866 734,823 1395484 1651668 2593140 2604357 32,880 21,663 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 58,107) 7,248 16,668 13,247 39,599 29,233 60,094 59,148 -1,987 -1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 8.3 28.0 53.1 62.9 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 28 29 49 99 88 155 139 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,183,047 COMMITMENTS 267,378 93,351 243,944 666,675 842,282 1177997 1179577 5,050 3,470 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 32,659) 16,790 -278 13,264 1,908 19,281 31,962 32,267 697 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 7.9 20.6 56.4 71.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 18 35 41 41 78 79 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,561 COMMITMENTS 211 1,016 178 14,013 13,228 14,402 14,422 159 139 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 191) 0 -39 18 227 302 245 281 -54 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.0 1.2 96.2 90.8 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 7 5 36 38 42 46 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,582 COMMITMENTS 175 93 56 1,721 1,870 1,952 2,019 630 563 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -50) 50 0 -90 -66 -36 -106 -126 56 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 3.6 2.2 66.7 72.4 75.6 78.2 24.4 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 21 22 24 25 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,687 COMMITMENTS 93 315 25 1,249 1,040 1,367 1,380 320 307 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 136) 20 76 25 117 24 162 125 -26 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 18.7 1.5 74.0 61.6 81.0 81.8 19.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 21 22 24 25 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,168 COMMITMENTS 24,856 3,260 1,886 36,409 58,901 63,151 64,047 2,017 1,121 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,548) 2,310 2,640 -630 3,848 3,490 5,528 5,500 20 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 5.0 2.9 55.9 90.4 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 3 31 27 34 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,889 COMMITMENTS 340 690 1,662 13,454 14,098 15,456 16,450 1,433 439 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 422) 200 -60 -70 274 534 404 404 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.1 9.8 79.7 83.5 91.5 97.4 8.5 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,666 COMMITMENTS 487 858 410 7,336 8,523 8,233 9,791 2,433 875 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -162) -100 138 -138 30 -252 -208 -252 46 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.0 3.8 68.8 79.9 77.2 91.8 22.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 16 18 19 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,083 COMMITMENTS 3,450 1,286 164 8,687 10,790 12,301 12,240 782 843 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 998) 218 624 60 668 212 946 896 52 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 9.8 1.3 66.4 82.5 94.0 93.6 6.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 15 17 18 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,508 COMMITMENTS 2,394 2,460 402 23,412 23,579 26,208 26,441 2,300 2,067 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -17) -888 -360 140 682 32 -66 -188 49 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 8.6 1.4 82.1 82.7 91.9 92.7 8.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 24 23 28 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,129 COMMITMENTS 4,870 0 570 4,667 9,045 10,107 9,615 1,022 1,514 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 60) 40 0 -8 64 158 96 150 -36 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 0.0 5.1 41.9 81.3 90.8 86.4 9.2 13.6 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,218 COMMITMENTS 3,334 2,362 164 8,625 9,137 12,123 11,663 1,095 1,555 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 726) 434 726 -18 144 -240 560 468 166 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 17.9 1.2 65.3 69.1 91.7 88.2 8.3 11.8 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,838 COMMITMENTS 0 2,154 574 11,188 9,143 11,762 11,871 1,076 967 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 28) 0 168 0 28 -180 28 -12 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.8 4.5 87.1 71.2 91.6 92.5 8.4 7.5 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,921 COMMITMENTS 0 0 0 68,900 68,921 68,900 68,921 21 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,489) 0 0 0 1,489 1,489 1,489 1,489 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 18 20 18 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,084,209 COMMITMENTS 0 0 0 1084209 1084209 1084209 1084209 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 13,352) 0 0 0 13,352 13,352 13,352 13,352 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 AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,196 COMMITMENTS 147 22,558 0 37,049 14,638 37,196 37,196 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 60.6 0.0 99.6 39.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 8 14 9 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 13 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,426 COMMITMENTS 3,489 3,239 8,523 49,414 49,664 61,426 61,426 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,191) 0 0 0 1,191 1,191 1,191 1,191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 5.3 13.9 80.4 80.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 3 28 23 32 28 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,199,254 COMMITMENTS 37,512 59,155 23,325 1138417 1116774 1199254 1199254 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 23,216) -3,770 19,750 3,770 23,216 -304 23,216 23,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.9 1.9 94.9 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 28 23 31 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,654 COMMITMENTS 0 790 0 51,633 50,609 51,633 51,399 21 255 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,104 COMMITMENTS 2,550 2,340 210 53,239 53,554 55,999 56,104 105 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 703) 0 0 0 703 703 703 703 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.2 0.4 94.9 95.5 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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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: 23) 2 0 2 12 16 14 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 921,258 COMMITMENTS 23,400 41,851 1,224 896,634 878,183 921,258 921,258 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,925) 0 5,925 0 5,925 0 5,925 5,925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.5 0.1 97.3 95.3 100.0 100.0 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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,713 COMMITMENTS 280 36 42 19,198 19,413 19,520 19,491 193 222 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 324) 40 0 -10 294 357 324 347 0 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.2 97.4 98.5 99.0 98.9 1.0 1.1 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,343 COMMITMENTS 145 90 0 8,913 8,799 9,058 8,889 285 454 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -19) 0 0 0 10 10 10 10 -29 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.0 0.0 95.4 94.2 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,907 COMMITMENTS 0 65 25 6,732 6,632 6,757 6,722 150 185 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 75) 0 20 0 105 113 105 133 -30 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.4 97.5 96.0 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 22 24 23 26 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,969 COMMITMENTS 40 0 0 8,626 8,897 8,666 8,897 1,303 1,072 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -25) 40 0 0 -80 35 -40 35 15 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 86.5 89.2 86.9 89.2 13.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 25 22 26 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,298,500 COMMITMENTS 289,295 151,253 350,753 582,535 738,663 1222583 1240669 75,917 57,831 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -47,995) -23,009 -11,748 -16,109 7,054 -12,906 -32,064 -40,763 -15,931 -7,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 11.6 27.0 44.9 56.9 94.2 95.5 5.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 97 85 127 85 99 255 248 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,567 COMMITMENTS 48,154 15,384 3,558 112,156 133,614 163,868 152,556 36,699 48,011 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 659) 57 -874 -123 392 261 326 -736 333 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 7.7 1.8 55.9 66.6 81.7 76.1 18.3 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 6 8 21 23 31 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,839 COMMITMENTS 200 1,450 775 20,843 19,613 21,818 21,838 21 1 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 2,208) 0 175 0 2,208 2,033 2,208 2,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 6.6 3.5 95.4 89.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 5 3 34 32 38 37 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,777 COMMITMENTS 4,591 13,298 2,806 48,650 36,739 56,047 52,843 3,730 6,934 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,495) -313 193 0 -1,650 -1,623 -1,963 -1,430 468 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 22.2 4.7 81.4 61.5 93.8 88.4 6.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 6 7 20 15 29 23 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,684 COMMITMENTS 3,805 2,002 2,791 22,204 23,775 28,800 28,568 1,884 2,116 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -514) 119 0 746 -1,329 -1,162 -464 -416 -50 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 6.5 9.1 72.4 77.5 93.9 93.1 6.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 5 13 15 21 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,287 COMMITMENTS 10,050 4,234 154 7,006 12,792 17,210 17,180 1,077 1,107 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -143) -239 -39 -18 377 165 120 108 -263 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.0 23.2 0.8 38.3 70.0 94.1 93.9 5.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 40 32 7 25 30 69 66 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,456 COMMITMENTS 29,199 10,078 276 7,922 29,829 37,397 40,183 6,059 3,273 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -144) 55 669 -115 629 -42 569 512 -713 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 23.2 0.6 18.2 68.6 86.1 92.5 13.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 70 41 10 26 38 99 86 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,648 COMMITMENTS 74,272 25,936 28,527 163,288 214,843 266,087 269,306 18,561 15,342 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 10,548) -4,139 3,605 -1,702 16,329 6,328 10,488 8,231 60 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 9.1 10.0 57.4 75.5 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 59 24 46 83 86 162 142 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,160 COMMITMENTS 7,438 0 1,143 6,583 12,842 15,164 13,985 4,996 6,175 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 280) -214 0 150 0 148 -64 298 344 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 0.0 5.7 32.7 63.7 75.2 69.4 24.8 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 0 3 11 14 17 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,801 COMMITMENTS 0 0 0 8,829 8,506 8,829 8,506 972 1,295 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,304) 0 0 0 1,360 1,450 1,360 1,450 -56 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 86.8 90.1 86.8 9.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 16 17 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,730 COMMITMENTS 400 868 100 7,210 6,742 7,710 7,710 20 20 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 391) 0 235 -50 441 206 391 391 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 11.2 1.3 93.3 87.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 1 26 29 29 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,815 COMMITMENTS 500 134 0 51,268 52,302 51,768 52,436 1,047 379 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -101) -75 0 0 -408 -146 -483 -146 382 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 0.0 97.1 99.0 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 1 0 45 38 47 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,029 COMMITMENTS 0 150 0 13,667 13,729 13,667 13,879 362 150 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 734) 0 0 0 492 609 492 609 242 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.4 97.9 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 18 20 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,090 COMMITMENTS 200 2,875 0 6,890 4,215 7,090 7,090 0 0 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 600) 0 400 0 600 200 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 40.6 0.0 97.2 59.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 0 29 20 32 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| 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 12/13/11 (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 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,019 COMMITMENTS 752 4,376 933 24,324 20,593 26,009 25,902 10 117 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,379) 0 0 0 1,379 1,365 1,379 1,365 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 16.8 3.6 93.5 79.1 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 5 4 41 41 45 48 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,420 COMMITMENTS 264 2,026 0 4,124 2,240 4,388 4,266 32 154 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 45.8 0.0 93.3 50.7 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 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,835 COMMITMENTS 1,979 625 612 10,193 11,583 12,784 12,820 51 15 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 448) 0 -210 0 536 818 536 608 -88 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 4.9 4.8 79.4 90.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 2 29 29 34 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,368 COMMITMENTS 10,871 2,396 816 21,471 29,753 33,158 32,965 210 403 CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 233) 150 0 0 83 233 233 233 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 7.2 2.4 64.3 89.2 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 4 5 27 36 34 44
Updated December 23, 2011