GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,592 COMMITMENTS 394 0 12 39,076 39,293 39,482 39,305 110 287 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,601) -11 0 -238 -8,348 -8,304 -8,597 -8,542 -4 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 98.7 99.2 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 0 1 39 50 41 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,829 COMMITMENTS 0 0 0 13,680 13,745 13,680 13,745 149 84 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,268) 0 0 0 -1,279 -1,252 -1,279 -1,252 11 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 23 29 23 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,160 COMMITMENTS 112 318 165 8,854 8,730 9,131 9,213 1,029 947 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,054) 60 -30 -88 -1,026 -875 -1,054 -993 0 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.1 1.6 87.1 85.9 89.9 90.7 10.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 32 37 36 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,937 COMMITMENTS 355 71 322 4,716 4,762 5,393 5,155 544 782 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,525) -234 -5 -4 -1,341 -1,543 -1,579 -1,552 54 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.2 5.4 79.4 80.2 90.8 86.8 9.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 2 3 41 41 45 46 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,895 COMMITMENTS 95 493 96 1,833 1,985 2,024 2,574 871 321 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -379) -95 -90 0 -494 -385 -589 -475 210 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 17.0 3.3 63.3 68.6 69.9 88.9 30.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 17 21 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,640 COMMITMENTS 0 0 0 8,469 8,509 8,469 8,509 171 131 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -910) 0 0 0 -1,051 -754 -1,051 -754 141 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.0 98.5 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 17 20 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,384 COMMITMENTS 0 448 126 22,258 21,810 22,384 22,384 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,510) 0 -75 -100 -4,410 -4,335 -4,510 -4,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,785 COMMITMENTS 48,960 32,497 46,959 172,189 206,373 268,108 285,829 42,677 24,956 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,921) -2,507 2,067 -601 8,108 4,111 5,000 5,577 -1,078 -1,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 10.5 15.1 55.4 66.4 86.3 92.0 13.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 43 18 35 80 86 140 127 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,315 COMMITMENTS 0 8,058 17,029 31,732 24,366 48,762 49,453 1,553 862 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -18,461) -98 383 -8,263 -9,543 -10,276 -17,905 -18,156 -556 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.0 33.8 63.1 48.4 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 7 7 17 17 25 24 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,235 COMMITMENTS 500 821 150 10,585 10,164 11,235 11,135 0 100 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,063) -550 -195 -350 -3,139 -3,518 -4,039 -4,063 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.3 1.3 94.2 90.5 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 4 1 40 38 44 43 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,107 COMMITMENTS 1,020 205 0 6,929 7,757 7,949 7,962 158 145 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -392) 167 -205 -100 -431 -67 -364 -372 -28 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 2.5 0.0 85.5 95.7 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 3 0 25 22 31 25 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 972,861 COMMITMENTS 170,102 338,268 323,823 410,510 262,035 904,434 924,125 68,426 48,735 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,721) 53 -2,673 -8,934 -3,923 1,181 -12,804 -10,426 4,083 1,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 34.8 33.3 42.2 26.9 93.0 95.0 7.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 94 130 140 82 71 263 264 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,833,591 COMMITMENTS 79,590 110,441 672,968 1076854 1044286 1829411 1827695 4,179 5,896 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 61,246) -5,047 2,679 36,309 30,520 23,082 61,782 62,070 -536 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 6.0 36.7 58.7 57.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 39 28 54 63 60 127 117 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 26,022 COMMITMENTS 12,527 11,426 6,726 4,679 5,839 23,932 23,992 2,090 2,030 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,668) 70 461 2,764 979 570 3,814 3,795 -146 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 43.9 25.8 18.0 22.4 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 11 6 8 19 21 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 73,844 COMMITMENTS 37,603 33,283 22,234 12,265 17,495 72,103 73,012 1,741 832 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,679) 4,777 2,926 1,200 848 2,556 6,825 6,682 -146 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 45.1 30.1 16.6 23.7 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 11 14 11 14 28 32 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,087 COMMITMENTS 0 9,982 1,852 49,643 33,725 51,495 45,559 3,592 9,528 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,697) 0 591 -1,076 -5,506 -10,235 -6,582 -10,720 885 5,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 3.4 90.1 61.2 93.5 82.7 6.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 11 14 14 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,288 COMMITMENTS 2,224 327 2,998 74,196 75,928 79,418 79,253 9,870 10,035 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,716) -562 -451 100 -5,207 -10,661 -5,669 -11,012 -47 5,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.4 3.4 83.1 85.0 88.9 88.8 11.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 16 16 19 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,494,503 COMMITMENTS 466,806 184,523 707,793 1285120 1581008 2459719 2473324 34,784 21,179 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -9,271) 21,482 21,183 -30,322 -700 -1,220 -9,540 -10,359 269 1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 7.4 28.4 51.5 63.4 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 29 28 46 95 86 151 134 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,770 COMMITMENTS 195,492 115,234 199,637 662,132 743,933 1057261 1058804 4,509 2,966 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,801) 9,211 34 8,279 -3,810 5,139 13,680 13,452 -879 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.9 18.8 62.4 70.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 15 33 42 40 78 74 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,420 COMMITMENTS 193 1,178 120 13,949 13,011 14,262 14,309 157 111 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -4,989) -263 -371 12 -4,795 -4,424 -5,046 -4,783 57 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 8.2 0.8 96.7 90.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 8 5 36 42 42 50 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,498 COMMITMENTS 44 123 174 1,641 1,635 1,859 1,932 639 566 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -374) 14 -20 -46 -243 -136 -275 -202 -99 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.9 7.0 65.7 65.5 74.4 77.3 25.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 19 20 22 24 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,491 COMMITMENTS 46 182 0 1,040 1,046 1,086 1,228 405 263 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -367) -58 50 0 -337 -397 -395 -347 28 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 12.2 0.0 69.8 70.2 72.8 82.4 27.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 15 19 16 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 202,737 COMMITMENTS 17,256 1,556 29,790 153,228 170,066 200,273 201,412 2,464 1,325 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,681) -2,855 -1,165 3,546 5,067 3,401 5,758 5,783 -1,077 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.8 14.7 75.6 83.9 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 6 35 34 41 40 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,853 COMMITMENTS 2,298 1,082 3,073 24,337 26,291 29,709 30,447 1,144 406 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 431) 503 20 59 -95 512 466 590 -35 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 3.5 10.0 78.9 85.2 96.3 98.7 3.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 23 23 26 27 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,622 COMMITMENTS 707 720 428 7,100 8,689 8,235 9,837 2,387 785 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -285) -155 0 120 -400 -481 -435 -361 150 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 6.8 4.0 66.8 81.8 77.5 92.6 22.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 16 16 18 19 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,446 COMMITMENTS 3,592 438 232 7,733 10,938 11,557 11,608 889 838 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -187) -23 90 -15 -98 1 -137 76 -50 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 3.5 1.9 62.1 87.9 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 13 16 16 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,037 COMMITMENTS 2,954 3,180 142 22,422 22,329 25,518 25,651 2,519 2,386 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -347) 306 -10 -98 -601 -47 -393 -155 46 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 11.3 0.5 80.0 79.6 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 24 22 26 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,999 COMMITMENTS 4,770 0 638 4,377 8,620 9,785 9,258 1,214 1,741 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 188) 522 -98 -22 -235 89 265 -31 -77 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 0.0 5.8 39.8 78.4 89.0 84.2 11.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 18 16 20 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,684 COMMITMENTS 0 1,878 586 11,114 9,639 11,700 12,103 984 581 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -366) 0 34 -18 -216 -337 -234 -321 -132 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.8 4.6 87.6 76.0 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 21 16 23 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,247 COMMITMENTS 0 0 0 63,226 63,247 63,226 63,247 21 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,164) 0 0 0 -2,143 -2,164 -2,143 -2,164 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,029,530 COMMITMENTS 0 0 0 1029530 1029530 1029530 1029530 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,950) 0 0 0 -23,950 -23,950 -23,950 -23,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 315,637 COMMITMENTS 0 0 0 315,637 315,637 315,637 315,637 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -27,335) 0 0 0 -27,335 -27,335 -27,335 -27,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,697 COMMITMENTS 0 0 0 35,697 35,697 35,697 35,697 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,612) 0 0 0 -3,612 -3,612 -3,612 -3,612 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 12 14 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 659,481 COMMITMENTS 0 0 0 659,481 659,481 659,481 659,481 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -68,145) 0 0 0 -68,145 -68,145 -68,145 -68,145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 119,139 COMMITMENTS 105 0 0 118,779 119,139 118,884 119,139 255 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,475) -105 0 0 -8,370 -8,475 -8,475 -8,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.7 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 16 29 17 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,006,078 COMMITMENTS 4,080 0 0 2001998 2006078 2006078 2006078 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -164,745) -3,850 0 0 -160,895 -164,745 -164,745 -164,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,104 COMMITMENTS 1,579 824 3,018 44,507 45,262 49,104 49,104 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,289) 304 -1,580 971 -3,564 -1,680 -2,289 -2,289 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.7 6.1 90.6 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 2 27 22 30 26 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,182,422 COMMITMENTS 37,512 44,995 13,965 1130945 1123462 1182422 1182422 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -34,875) -9,408 -10,455 4,680 -30,147 -29,100 -34,875 -34,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.8 1.2 95.6 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 1 27 22 30 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,399 COMMITMENTS 0 790 0 51,378 50,354 51,378 51,144 21 255 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,090) 0 178 0 -2,069 -2,268 -2,069 -2,090 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,962 COMMITMENTS 0 4,806 294 24,668 19,862 24,962 24,962 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,957) 0 -126 0 6,957 7,083 6,957 6,957 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771 COMMITMENTS 2,550 2,340 210 45,906 46,221 48,666 48,771 105 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -216) 0 1,485 -210 15 -1,491 -195 -216 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 4.8 0.4 94.1 94.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 16 20 18 21 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,446 COMMITMENTS 18,515 0 2,770 19,906 38,676 41,191 41,446 255 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,218) -68 0 -147 6,433 6,365 6,218 6,218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 0.0 6.7 48.0 93.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 10 15 12 17 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,147 COMMITMENTS 765 1,267 21 16,574 16,604 17,360 17,892 787 255 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,248) 0 1,071 -126 -1,891 -2,143 -2,017 -1,198 -231 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 7.0 0.1 91.3 91.5 95.7 98.6 4.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 14 17 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 915,333 COMMITMENTS 23,400 35,926 1,224 890,709 878,183 915,333 915,333 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -55,390) 0 -5,015 0 -55,390 -50,375 -55,390 -55,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 977,452 COMMITMENTS 95,735 0 0 881,717 977,452 977,452 977,452 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,522) 0 0 0 -8,522 -8,522 -8,522 -8,522 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 119,845 COMMITMENTS 0 2,040 0 119,845 117,805 119,845 119,845 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,935) 0 -1,925 0 -11,935 -10,010 -11,935 -11,935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,443 COMMITMENTS 401 1,717 1,092 9,926 8,601 11,418 11,410 25 34 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 456) 36 142 107 326 225 468 474 -12 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 15.0 9.5 86.7 75.2 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 4 16 17 21 21 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,200 COMMITMENTS 230 36 77 18,790 18,908 19,097 19,021 103 179 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,027) -65 -20 -35 -2,927 -3,001 -3,027 -3,056 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.2 0.4 97.9 98.5 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 1 3 40 37 45 40 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,288 COMMITMENTS 145 90 0 8,858 8,744 9,003 8,834 285 454 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,310) -5 0 0 -1,334 -1,265 -1,339 -1,265 29 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.0 0.0 95.4 94.1 96.9 95.1 3.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 20 19 21 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,713 COMMITMENTS 0 45 25 6,508 6,400 6,533 6,470 180 243 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -733) -5 -15 -5 -630 -736 -640 -756 -93 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.4 96.9 95.3 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 21 23 22 25 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,643 COMMITMENTS 0 0 0 8,355 8,511 8,355 8,511 1,288 1,132 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -985) 0 0 0 -891 -925 -891 -925 -94 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.6 88.3 86.6 88.3 13.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 24 21 24 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,297,224 COMMITMENTS 330,152 102,680 793,375 1077226 1331886 2200754 2227942 96,470 69,282 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 54,103) 4,693 -3,108 36,727 7,346 21,964 48,766 55,583 5,336 -1,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.5 34.5 46.9 58.0 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 142 93 182 89 106 318 305 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,558 COMMITMENTS 82,246 13,397 24,949 79,674 147,089 186,868 185,434 1,690 3,124 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,053) -4,177 -361 2,730 3,489 -612 2,041 1,756 11 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 7.1 13.2 42.3 78.0 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 5 9 19 19 28 29 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,946 COMMITMENTS 46,438 15,476 3,987 110,782 133,298 161,207 152,761 35,739 44,185 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -11,301) -1,157 -3,330 -1,272 -7,430 -9,165 -9,859 -13,767 -1,442 2,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 7.9 2.0 56.2 67.7 81.9 77.6 18.1 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 8 21 23 31 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,601 COMMITMENTS 18,738 1,329 15,194 49,585 67,827 83,517 84,350 4,085 3,251 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 3,860) 1,018 -191 1,815 674 1,752 3,507 3,376 353 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 1.5 17.3 56.6 77.4 95.3 96.3 4.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 6 18 22 23 45 42 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 512,599 COMMITMENTS 36,179 2,038 84,098 381,149 414,454 501,426 500,589 11,174 12,010 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -30,721) -3,817 -455 -8,644 -17,505 -21,285 -29,965 -30,383 -756 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.4 16.4 74.4 80.9 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 1 14 35 36 49 50 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,528 COMMITMENTS 200 1,175 575 15,732 14,777 16,507 16,527 21 1 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,189) -75 17 200 -1,506 -1,598 -1,381 -1,381 -808 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.1 3.5 95.2 89.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 5 3 32 29 36 34 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,181 COMMITMENTS 4,006 12,105 2,030 47,635 36,721 53,671 50,856 3,510 6,325 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 50) 183 0 -38 0 -212 145 -250 -95 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 21.2 3.6 83.3 64.2 93.9 88.9 6.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 5 7 21 16 30 23 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,974 COMMITMENTS 2,632 2,702 1,418 22,940 22,390 26,990 26,510 1,984 2,464 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11) 40 -1,708 818 -607 1,441 251 551 -240 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 9.3 4.9 79.2 77.3 93.2 91.5 6.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 4 13 15 19 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,270 COMMITMENTS 2,227 50 0 6,965 9,195 9,192 9,245 78 25 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,065) -400 -50 0 -1,695 -1,990 -2,095 -2,040 30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.5 0.0 75.1 99.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 16 17 18 18 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,264 COMMITMENTS 4,439 4,218 6,082 9,383 9,485 19,904 19,785 4,360 4,479 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -669) -146 144 -858 -195 -152 -1,199 -865 530 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 17.4 25.1 38.7 39.1 82.0 81.5 18.0 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 9 8 10 10 21 21 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,011 COMMITMENTS 1,720 2,191 1,280 13,842 13,793 16,843 17,264 1,168 746 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,267) -109 -333 -108 -908 -498 -1,125 -939 -142 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 12.2 7.1 76.9 76.6 93.5 95.9 6.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 9 6 14 15 23 28 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,369 COMMITMENTS 7,424 785 9,306 65,962 68,271 82,692 78,362 11,676 16,007 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -7,260) -874 151 -928 -4,380 -5,922 -6,181 -6,698 -1,079 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.8 9.9 69.9 72.3 87.6 83.0 12.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 6 18 19 25 25 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,213 COMMITMENTS 11,240 4,857 289 8,284 14,381 19,814 19,526 1,399 1,686 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 362) 249 -454 22 -272 583 -1 151 363 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 22.9 1.4 39.1 67.8 93.4 92.1 6.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 44 38 9 33 36 80 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,705 COMMITMENTS 29,233 8,162 582 8,195 32,477 38,011 41,221 6,695 3,484 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,932) 2,235 1,766 99 109 622 2,443 2,487 488 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.4 18.3 1.3 18.3 72.6 85.0 92.2 15.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 72 36 12 25 36 101 80 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,490 COMMITMENTS 78,063 22,268 32,696 149,910 212,313 260,669 267,277 19,821 13,213 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,991) 3,395 -1,676 -1,565 343 9,397 2,173 6,156 3,818 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 7.9 11.7 53.4 75.7 92.9 95.3 7.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 68 16 41 80 93 164 138 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,280 COMMITMENTS 7,241 0 993 6,407 12,221 14,641 13,214 4,639 6,066 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,842) -1,397 0 -75 -1,069 -3,750 -2,541 -3,825 -1,301 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 0.0 5.2 33.2 63.4 75.9 68.5 24.1 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 0 3 11 14 16 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,497 COMMITMENTS 0 0 0 7,469 7,056 7,469 7,056 1,028 1,441 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,049) 0 0 0 -865 -1,477 -865 -1,477 -184 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.9 83.0 87.9 83.0 12.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 15 16 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,164 COMMITMENTS 400 633 200 6,544 6,311 7,144 7,144 20 20 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,340) 0 126 150 -1,490 -1,616 -1,340 -1,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 8.8 2.8 91.3 88.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 25 27 28 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,315 COMMITMENTS 575 134 0 50,079 50,823 50,654 50,957 661 358 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -8,431) 0 1 -2 -8,221 -8,340 -8,223 -8,341 -208 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.3 0.0 97.6 99.0 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 0 43 35 45 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,076 COMMITMENTS 0 0 0 12,956 13,076 12,956 13,076 120 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,965) 0 0 0 -1,965 -1,965 -1,965 -1,965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,015 COMMITMENTS 50 2,425 0 5,965 3,590 6,015 6,015 0 0 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -830) -500 -400 0 -330 -430 -830 -830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 40.3 0.0 99.2 59.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 0 29 18 30 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,845 COMMITMENTS 9 0 78 3,346 3,665 3,433 3,743 412 102 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,426) 9 -76 -9 -1,375 -1,311 -1,375 -1,396 -51 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 2.0 87.0 95.3 89.3 97.3 10.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 12 18 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,494 COMMITMENTS 752 3,734 933 21,799 18,724 23,484 23,391 10 103 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,797) 132 -335 -266 -2,653 -2,221 -2,787 -2,822 -10 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 15.9 4.0 92.8 79.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 5 4 38 39 42 46 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,370 COMMITMENTS 264 2,026 0 4,074 2,190 4,338 4,216 32 154 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,745) -1,644 156 0 -69 -1,831 -1,713 -1,675 -32 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,603 COMMITMENTS 1,814 749 612 9,126 10,227 11,552 11,588 51 15 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,849) 96 257 -331 -1,566 -1,721 -1,801 -1,795 -48 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 6.5 5.3 78.7 88.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 2 28 29 33 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,840 COMMITMENTS 10,796 2,276 816 21,018 29,345 32,630 32,437 210 403 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,871) -433 126 -260 -2,146 -2,667 -2,839 -2,801 -32 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 6.9 2.5 64.0 89.4 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 4 5 28 37 35 45
Updated December 9, 2011