IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 96,715 COMMITMENTS 27 1,898 3,645 93,043 91,172 96,715 96,715 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 3,212) -75 -145 775 2,512 2,582 3,212 3,212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 3.8 96.2 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 3 9 14 13 19 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,055 COMMITMENTS 312 561 1,473 40,976 40,993 42,761 43,027 294 28 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,398) 312 -82 -162 -4,512 -4,147 -4,362 -4,391 -36 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 3.4 95.2 95.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 2 43 43 45 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,380 COMMITMENTS 0 0 0 9,167 9,190 9,167 9,190 213 190 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,181) 0 -80 0 -1,199 -1,094 -1,199 -1,174 18 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 98.0 97.7 98.0 2.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 22 26 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,545 COMMITMENTS 381 315 826 12,750 12,971 13,957 14,112 1,588 1,433 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,165) -257 -83 -96 -2,217 -2,463 -2,570 -2,642 405 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.0 5.3 82.0 83.4 89.8 90.8 10.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 5 43 44 48 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367 COMMITMENTS 293 128 463 5,934 6,038 6,690 6,629 677 738 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,287) -8 -145 -67 -1,188 -1,037 -1,263 -1,249 -24 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.7 6.3 80.5 82.0 90.8 90.0 9.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 4 5 43 46 49 53 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,016 COMMITMENTS 0 0 75 5,346 5,553 5,421 5,628 595 388 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -725) 0 0 0 -691 -620 -691 -620 -34 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.2 88.9 92.3 90.1 93.6 9.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 1 20 21 21 22 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,918 COMMITMENTS 70 382 566 6,606 6,630 7,242 7,578 676 340 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -268) -68 -146 354 -649 -494 -363 -286 95 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.8 7.1 83.4 83.7 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 2 30 29 32 32 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,856 COMMITMENTS 35 95 30 2,428 2,069 2,493 2,194 363 662 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -223) -35 75 -60 -105 -220 -200 -205 -23 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.3 1.1 85.0 72.4 87.3 76.8 12.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 18 20 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,861 COMMITMENTS 82 74 78 1,317 1,355 1,477 1,507 384 354 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -543) -99 -32 18 -380 -516 -461 -530 -82 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.0 4.2 70.8 72.8 79.4 81.0 20.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 21 20 24 23 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,433 COMMITMENTS 0 0 0 7,303 7,403 7,303 7,403 130 30 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,212) 0 0 0 -1,207 -1,212 -1,207 -1,212 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 99.6 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 19 22 19 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,973 COMMITMENTS 0 214 240 8,407 8,474 8,647 8,928 326 45 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,169) 0 -17 0 -1,179 -1,152 -1,179 -1,169 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 2.7 93.7 94.4 96.4 99.5 3.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 18 21 19 23 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,980 COMMITMENTS 0 1,798 212 20,768 18,970 20,980 20,980 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,724) 0 623 -212 -4,452 -5,135 -4,664 -4,724 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 1.0 99.0 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 24 27 25 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 307,659 COMMITMENTS 50,829 23,346 54,439 162,271 205,076 267,539 282,861 40,120 24,798 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 11,085) -2,505 -1,699 8,540 8,782 3,540 14,817 10,381 -3,732 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 7.6 17.7 52.7 66.7 87.0 91.9 13.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 44 27 46 71 74 139 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,175,941 COMMITMENTS 258,009 316,049 429,758 409,486 389,772 1097253 1135579 78,688 40,362 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,907) -19,590 -10,554 23,396 -12,928 -24,794 -9,122 -11,952 1,215 4,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 26.9 36.5 34.8 33.1 93.3 96.6 6.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 122 84 130 80 69 275 226 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 115,425 COMMITMENTS 31,384 55,841 21,404 59,696 36,538 112,484 113,783 2,941 1,642 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 316) 904 -1,357 -820 265 2,440 349 263 -33 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 48.4 18.5 51.7 31.7 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 11 13 22 20 38 36 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,522,338 COMMITMENTS 561,639 51,687 680,102 1248221 1771952 2489962 2503741 32,376 18,597 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 9,840) 30,138 0 -7,402 -13,762 17,060 8,974 9,658 866 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 2.0 27.0 49.5 70.3 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 38 13 40 87 83 137 127 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 991,547 COMMITMENTS 102,869 232,813 211,338 669,371 539,787 983,578 983,938 7,969 7,609 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 27,767) 23,241 21,971 2,953 1,814 2,325 28,008 27,249 -241 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 23.5 21.3 67.5 54.4 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 18 27 34 38 33 77 73 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,800 COMMITMENTS 1,734 0 168 5,295 6,955 7,197 7,123 603 677 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 55) 195 0 -45 -185 250 -35 205 90 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.0 2.2 67.9 89.2 92.3 91.3 7.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 0 3 12 15 18 18 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 8,553 COMMITMENTS 1,080 707 120 7,242 7,377 8,442 8,204 111 349 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 15) 105 0 0 -42 -45 63 -45 -48 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 8.3 1.4 84.7 86.3 98.7 95.9 1.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 15 13 16 16 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 22,808 COMMITMENTS 8,470 9,153 4,947 9,186 8,108 22,603 22,208 205 600 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,385) 478 1,795 204 1,828 436 2,510 2,435 -125 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 40.1 21.7 40.3 35.5 99.1 97.4 0.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 13 21 12 13 34 36 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,155 COMMITMENTS 4,435 3,960 2,045 3,630 3,860 10,110 9,865 45 290 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 345) 115 -50 105 130 345 350 400 -5 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 39.0 20.1 35.7 38.0 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 12 16 11 11 30 28 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,094 COMMITMENTS 1,552 2,530 856 17,542 16,439 19,950 19,825 144 269 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,701) -159 -128 213 -2,599 -2,663 -2,545 -2,578 -156 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 12.6 4.3 87.3 81.8 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 5 6 30 39 41 47 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,061 COMMITMENTS 69 499 20 1,516 1,246 1,605 1,765 456 296 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -453) -9 -203 -60 -418 -183 -487 -446 34 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 24.2 1.0 73.6 60.5 77.9 85.6 22.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 21 21 23 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,450 COMMITMENTS 3,508 2,418 4,313 48,251 49,638 56,072 56,369 1,378 1,081 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,848) 330 40 -247 -4,232 -3,578 -4,149 -3,785 301 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 4.2 7.5 84.0 86.4 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 3 31 32 37 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,623 COMMITMENTS 1,278 242 1,648 10,599 12,059 13,525 13,949 1,098 674 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,079) -196 -154 -116 -691 -755 -1,003 -1,025 -76 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.7 11.3 72.5 82.5 92.5 95.4 7.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 21 16 24 19 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,921 COMMITMENTS 0 1,450 124 6,600 5,134 6,724 6,708 1,197 1,213 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -434) 0 -56 -4 -294 -328 -298 -388 -136 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.3 1.6 83.3 64.8 84.9 84.7 15.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 19 15 20 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,554 COMMITMENTS 2,314 440 488 7,936 10,304 10,738 11,232 816 322 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -332) -602 40 114 95 -451 -393 -297 61 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 3.8 4.2 68.7 89.2 92.9 97.2 7.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 17 20 20 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,764 COMMITMENTS 202 1,292 616 17,166 17,112 17,984 19,020 1,780 744 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,455) -50 -230 0 -1,270 -913 -1,320 -1,143 -135 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.5 3.1 86.9 86.6 91.0 96.2 9.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 27 26 30 29 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,294 COMMITMENTS 1,130 0 120 5,158 6,632 6,408 6,752 1,886 1,542 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -470) -130 0 0 -511 -501 -641 -501 171 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 1.4 62.2 80.0 77.3 81.4 22.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,573 COMMITMENTS 1,028 1,650 1,658 7,382 7,559 10,068 10,867 1,505 706 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -718) -50 -134 40 -584 -573 -594 -667 -124 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 14.3 14.3 63.8 65.3 87.0 93.9 13.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 17 17 20 20 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,034 COMMITMENTS 208 2,028 756 8,346 7,852 9,310 10,636 1,724 398 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -918) 40 -282 -40 -781 -480 -781 -802 -137 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 18.4 6.9 75.6 71.2 84.4 96.4 15.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,964 COMMITMENTS 0 0 0 52,964 52,924 52,964 52,924 0 40 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,199) 0 0 0 -4,199 -4,239 -4,199 -4,239 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 22 17 22 17 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 875,069 COMMITMENTS 0 0 0 875,069 875,069 875,069 875,069 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -38,784) 0 0 0 -38,784 -38,784 -38,784 -38,784 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: 27) 0 0 0 19 19 19 19 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,197 COMMITMENTS 0 0 0 71,942 72,049 71,942 72,049 255 148 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,153) 0 0 0 -7,153 -7,130 -7,153 -7,130 0 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 16 28 16 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 972,714 COMMITMENTS 0 0 0 972,714 972,714 972,714 972,714 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -100,392) 0 0 0 -100,392 -100,392 -100,392 -100,392 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: 35) 0 0 0 19 23 19 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,091 COMMITMENTS 5,635 0 3,520 47,681 53,571 56,836 57,091 255 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,025) 115 0 -1,380 -2,760 -2,645 -4,025 -4,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 6.2 83.5 93.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 27 22 30 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,155,948 COMMITMENTS 36,357 101,690 10,635 1108956 1043623 1155948 1155948 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -37,562) -3,384 -3,760 -2,256 -31,922 -31,546 -37,562 -37,562 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 8.8 0.9 95.9 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 29 26 33 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,989 COMMITMENTS 0 3,562 0 40,948 36,917 40,948 40,479 41 510 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,485) 0 -115 0 -4,462 -4,370 -4,462 -4,485 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.0 99.9 90.1 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 18 13 18 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,022 COMMITMENTS 410 5,305 0 37,102 32,717 37,512 38,022 510 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,151) -230 -115 0 -2,921 -3,036 -3,151 -3,151 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 14.0 0.0 97.6 86.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 15 19 16 20 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,861 COMMITMENTS 4,791 0 2,025 14,045 18,836 20,861 20,861 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,634) -2,093 0 0 -1,541 -3,634 -3,634 -3,634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.0 9.7 67.3 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 11 16 13 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,051 COMMITMENTS 123 1,770 0 13,099 12,199 13,222 13,969 829 82 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -665) -69 -115 0 -573 -504 -642 -619 -23 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 12.6 0.0 93.2 86.8 94.1 99.4 5.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 13 17 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 653,608 COMMITMENTS 0 26,353 23,400 630,208 603,855 653,608 653,608 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -68,441) 0 -11,280 0 -68,441 -57,161 -68,441 -68,441 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 3.6 96.4 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 13 20 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 918,124 COMMITMENTS 8,090 123,210 0 910,034 794,914 918,124 918,124 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -21,498) -3,760 -3,760 0 -17,738 -17,738 -21,498 -21,498 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 13.4 0.0 99.1 86.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 19 20 20 21 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 456,527 COMMITMENTS 81,552 31,578 55,860 319,115 369,089 456,527 456,527 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,693) 3,098 25,192 -27,475 18,684 -3,410 -5,693 -5,693 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 6.9 12.2 69.9 80.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 15 15 18 18 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 157,994 COMMITMENTS 0 4,680 0 157,994 153,314 157,994 157,994 0 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -10,528) 0 0 0 -10,528 -10,528 -10,528 -10,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 13 10 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,867 COMMITMENTS 2,175 0 0 26,115 28,547 28,290 28,547 577 320 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,790) 0 0 0 -2,752 -2,624 -2,752 -2,624 -38 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.0 90.5 98.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 0 34 36 36 36 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,325 COMMITMENTS 117 850 66 7,851 7,061 8,034 7,977 291 348 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,854) -39 75 -1 -1,698 -1,858 -1,738 -1,784 -116 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 10.2 0.8 94.3 84.8 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 26 24 28 27 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,595 COMMITMENTS 850 0 60 9,113 9,994 10,023 10,054 572 541 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,327) -95 0 0 -1,440 -1,689 -1,535 -1,689 208 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.6 86.0 94.3 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 16 18 18 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,721 COMMITMENTS 138 25 0 4,152 4,528 4,290 4,553 431 168 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -485) 0 0 0 -414 -461 -414 -461 -71 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.5 0.0 87.9 95.9 90.9 96.4 9.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 15 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,614,897 COMMITMENTS 353,453 187,609 497,687 690,262 854,155 1541402 1539451 73,495 75,446 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 17,396) -6,200 -2,469 42,080 -15,579 -26,535 20,301 13,076 -2,905 4,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 11.6 30.8 42.7 52.9 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 126 93 151 96 101 297 289 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,513 COMMITMENTS 59,515 14,368 388 70,182 106,698 130,085 121,454 42,428 51,059 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -12,540) -1,947 -1,017 -285 -8,024 -4,492 -10,256 -5,794 -2,284 -6,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 8.3 0.2 40.7 61.8 75.4 70.4 24.6 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 3 17 17 24 23 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,474 COMMITMENTS 5,736 9,992 8,630 73,229 67,897 87,595 86,519 2,879 3,955 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 5,206) -415 -745 2,757 2,786 3,241 5,128 5,253 78 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.0 9.5 80.9 75.0 96.8 95.6 3.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 7 8 22 19 32 30 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,197 COMMITMENTS 2,903 4,023 8,110 39,611 38,937 50,624 51,070 2,573 2,127 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 10,017) -117 135 4,272 5,832 5,635 9,987 10,042 30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 7.6 15.2 74.5 73.2 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 6 15 14 22 23 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,805 COMMITMENTS 0 3,132 1,927 32,041 28,134 33,968 33,193 22,837 23,612 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -6,001) 0 123 -667 -5,557 -2,241 -6,224 -2,785 223 -3,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 3.4 56.4 49.5 59.8 58.4 40.2 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 4 15 17 19 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,163 COMMITMENTS 5,656 6,243 9,076 12,909 12,084 27,641 27,403 2,522 2,760 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 830) 37 -451 660 21 331 718 540 112 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 20.7 30.1 42.8 40.1 91.6 90.8 8.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 7 10 14 15 26 29 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,665 COMMITMENTS 13,900 4,543 511 5,675 15,283 20,086 20,337 1,579 1,328 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 904) 709 110 -88 419 633 1,040 655 -136 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 21.0 2.4 26.2 70.5 92.7 93.9 7.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 66 27 7 29 34 99 66 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 60,132 COMMITMENTS 44,567 6,892 471 8,157 50,975 53,195 58,338 6,937 1,794 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,317) -3,666 -335 8 1,795 -967 -1,863 -1,294 546 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 11.5 0.8 13.6 84.8 88.5 97.0 11.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 103 29 15 24 40 135 76 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,501 COMMITMENTS 97,478 34,743 33,269 113,658 185,773 244,405 253,785 21,096 11,716 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -8,919) -4,386 -3,296 7,311 -12,665 -11,763 -9,740 -7,748 821 -1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 13.1 12.5 42.8 70.0 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 73 29 55 77 86 174 154 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,725 COMMITMENTS 4,497 279 944 9,595 12,023 15,036 13,246 1,689 3,479 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -5,161) -2,370 21 -383 -1,823 -4,578 -4,576 -4,940 -585 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 1.7 5.6 57.4 71.9 89.9 79.2 10.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 16 17 21 20 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,974 COMMITMENTS 6,541 800 792 10,359 14,758 17,692 16,350 1,282 2,624 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,172) -2,869 -400 -258 84 -2,218 -3,043 -2,876 -129 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 4.2 4.2 54.6 77.8 93.2 86.2 6.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 14 18 17 20 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,665 COMMITMENTS 660 465 135 7,840 8,065 8,635 8,665 30 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -25) 120 0 0 -145 35 -25 35 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.4 1.6 90.5 93.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 10 14 15 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,226 COMMITMENTS 25 4,917 321 10,880 5,834 11,226 11,072 0 154 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,642) -77 -2,113 -18 -2,547 -500 -2,642 -2,631 0 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 43.8 2.9 96.9 52.0 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 7 4 31 26 36 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,529 COMMITMENTS 1,896 100 0 36,307 38,371 38,203 38,471 326 58 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -13,191) -432 -300 0 -12,759 -12,884 -13,191 -13,184 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.3 0.0 94.2 99.6 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 1 0 43 27 49 28 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,845 COMMITMENTS 238 150 0 8,284 8,695 8,522 8,845 323 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,365) -84 0 0 -2,256 -2,365 -2,340 -2,365 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.7 0.0 93.7 98.3 96.3 100.0 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 19 16 21 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,055 COMMITMENTS 850 4,450 200 11,825 8,405 12,875 13,055 180 0 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -610) 400 475 50 -1,060 -1,135 -610 -610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 34.1 1.5 90.6 64.4 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 27 20 31 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,165 COMMITMENTS 2,705 2,904 11,893 46,355 46,231 60,953 61,028 212 137 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,070) -2,197 -633 304 -1,208 -2,804 -3,101 -3,133 31 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.7 19.4 75.8 75.6 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 3 6 45 46 55 52 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,077 COMMITMENTS 905 100 0 4,889 5,827 5,794 5,927 283 150 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -384) 138 -50 0 -486 -307 -348 -357 -36 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 1.6 0.0 80.5 95.9 95.3 97.5 4.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 13 13 16 14 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,179 COMMITMENTS 1,092 4,537 2,236 15,674 12,011 19,002 18,784 177 395 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 243) -531 41 417 287 -350 173 108 70 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 23.7 11.7 81.7 62.6 99.1 97.9 0.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 4 21 25 26 30 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,544 COMMITMENTS 4,381 1,804 191 18,172 20,066 22,744 22,061 2,800 3,483 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,504) -323 -246 -242 -4,914 -3,540 -5,479 -4,028 975 -476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 7.1 0.7 71.1 78.6 89.0 86.4 11.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 15 24 18 27
Updated November 9, 2012