IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 EUA) OPEN INTEREST: 98,568 COMMITMENTS 27 954 6,241 92,300 91,373 98,568 98,568 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,282) 0 -125 1,315 1,967 2,092 3,282 3,282 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 6.3 93.6 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 3 9 13 13 18 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,306 COMMITMENTS 706 631 1,547 45,759 46,100 48,012 48,278 294 28 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,458) -38 -135 116 1,380 1,477 1,458 1,458 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.3 3.2 94.7 95.4 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 2 41 43 43 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,778 COMMITMENTS 0 0 0 13,597 13,599 13,597 13,599 181 179 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,471) 0 0 0 1,471 1,471 1,471 1,471 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 30 26 30 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 17,632 COMMITMENTS 574 586 685 15,285 15,286 16,544 16,557 1,088 1,075 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 804) 34 34 -65 939 869 908 838 -104 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.3 3.9 86.7 86.7 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 3 7 46 47 53 55 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,882 COMMITMENTS 314 108 729 7,111 7,295 8,154 8,132 728 750 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 578) 71 0 175 316 415 562 590 16 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.2 8.2 80.1 82.1 91.8 91.6 8.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 3 7 46 53 53 62 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,463 COMMITMENTS 0 0 120 5,787 5,834 5,907 5,954 556 509 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 71) 0 0 0 61 4 61 4 10 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.9 89.5 90.3 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 1 21 23 22 24 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,722 COMMITMENTS 160 407 898 7,133 7,188 8,191 8,493 531 229 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 116) 0 60 25 51 31 76 116 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.7 10.3 81.8 82.4 93.9 97.4 6.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 30 28 33 31 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,494 COMMITMENTS 90 65 50 2,993 2,743 3,133 2,858 361 636 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 76) 15 -10 5 50 47 70 42 6 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.9 1.4 85.7 78.5 89.7 81.8 10.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 22 25 24 27 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,660 COMMITMENTS 74 75 108 1,961 1,984 2,143 2,167 517 493 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 372) 20 6 -13 362 375 369 368 3 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.8 4.1 73.7 74.6 80.6 81.5 19.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 3 26 24 29 28 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,373 COMMITMENTS 0 0 0 2,353 2,283 2,353 2,283 20 90 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 96.2 99.2 96.2 0.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 13 12 13 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,889 COMMITMENTS 0 0 0 10,759 10,859 10,759 10,859 130 30 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,273) 0 0 0 1,273 1,273 1,273 1,273 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 20 22 20 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 9,117 COMMITMENTS 0 214 240 8,531 8,618 8,771 9,072 346 45 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 40 60 40 60 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 2.6 93.6 94.5 96.2 99.5 3.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 21 18 23 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,178 COMMITMENTS 0 2,497 505 23,654 21,176 24,159 24,178 19 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,294) 0 14 283 1,011 997 1,294 1,294 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 2.1 97.8 87.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,276 COMMITMENTS 51,742 31,018 45,475 163,830 197,924 261,047 274,417 39,229 25,859 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -320) 1,599 -317 -4,145 3,750 3,643 1,204 -819 -1,524 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 10.3 15.1 54.6 65.9 86.9 91.4 13.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 41 25 41 70 72 135 120 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,164,799 COMMITMENTS 257,037 348,453 436,718 395,075 341,635 1088830 1126806 75,969 37,993 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 8,266) 13,438 23,177 674 -1,814 -11,250 12,298 12,601 -4,032 -4,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 29.9 37.5 33.9 29.3 93.5 96.7 6.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 114 88 127 75 66 265 217 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 135,640 COMMITMENTS 44,391 52,199 29,816 58,776 51,991 132,983 134,006 2,657 1,634 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 12,278) 11,949 5,278 1,374 -784 5,671 12,539 12,323 -261 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 38.5 22.0 43.3 38.3 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 9 15 24 24 45 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,588,868 COMMITMENTS 603,550 60,437 704,306 1251648 1803687 2559504 2568430 29,364 20,438 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 39,142) -869 4,992 18,683 22,449 14,397 40,263 38,072 -1,121 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 2.3 27.2 48.3 69.7 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 39 13 42 94 85 146 130 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,062 COMMITMENTS 103,326 248,180 233,158 691,457 547,737 1027941 1029075 6,121 4,987 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 14,130) 447 11,090 2,344 11,499 1,110 14,290 14,544 -160 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 24.0 22.5 66.9 53.0 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 19 30 33 42 39 81 82 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,990 COMMITMENTS 1,659 0 273 5,590 7,145 7,522 7,418 468 572 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 85) 45 0 30 100 80 175 110 -90 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 3.4 70.0 89.4 94.1 92.8 5.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 0 5 15 17 21 22 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,459 COMMITMENTS 7,758 10,459 6,668 12,578 9,398 27,004 26,525 455 934 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,374) 75 270 562 622 332 1,259 1,164 115 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 38.1 24.3 45.8 34.2 98.3 96.6 1.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 14 20 13 12 35 33 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,905 COMMITMENTS 4,800 4,675 2,920 4,045 3,945 11,765 11,540 140 365 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 275) 125 480 0 140 -215 265 265 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 39.3 24.5 34.0 33.1 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 11 16 8 10 27 27 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,615 COMMITMENTS 1,557 2,570 913 21,005 19,748 23,475 23,231 140 384 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 802) -120 -161 44 884 910 808 793 -6 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 10.9 3.9 88.9 83.6 99.4 98.4 0.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 6 8 30 39 42 49 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,408 COMMITMENTS 220 0 0 2,440 2,731 2,660 2,731 748 677 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 337) 1 0 -35 283 284 249 249 88 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 71.6 80.1 78.1 80.1 21.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 16 18 16 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,573 COMMITMENTS 141 608 60 2,116 1,643 2,317 2,311 256 262 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 320) 20 92 20 277 193 317 305 3 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 23.6 2.3 82.2 63.9 90.1 89.8 9.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 2 27 27 30 30 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,212 COMMITMENTS 3,768 2,418 4,313 49,788 51,435 57,869 58,166 1,343 1,046 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 331) 260 0 0 91 331 351 331 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.1 7.3 84.1 86.9 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 32 32 39 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,755 COMMITMENTS 1,366 286 1,548 10,679 12,259 13,593 14,093 1,162 662 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 30) 80 20 -80 66 90 66 30 -36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 1.9 10.5 72.4 83.1 92.1 95.5 7.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 3 22 17 25 20 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,102 COMMITMENTS 0 1,330 124 6,834 5,238 6,958 6,692 1,144 1,410 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 125) 0 0 0 366 0 366 0 -241 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.4 1.5 84.3 64.7 85.9 82.6 14.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 19 14 20 16 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,973 COMMITMENTS 2,256 440 464 8,702 10,688 11,422 11,592 551 381 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 45) -192 0 0 566 90 374 90 -329 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 3.7 3.9 72.7 89.3 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 3 18 21 21 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,176 COMMITMENTS 562 1,292 616 17,290 17,524 18,468 19,432 1,708 744 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 232) 360 0 0 -8 232 352 232 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.4 3.1 85.7 86.9 91.5 96.3 8.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 3 27 26 31 29 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,308 COMMITMENTS 1,130 0 120 5,300 6,462 6,550 6,582 1,758 1,726 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 134) 0 0 0 142 -170 142 -170 -8 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 1.4 63.8 77.8 78.8 79.2 21.2 20.8 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,825 COMMITMENTS 954 1,650 1,630 7,752 7,701 10,336 10,981 1,489 844 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 58) -192 0 0 250 -62 58 -62 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 14.0 13.8 65.6 65.1 87.4 92.9 12.6 7.1 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,118 COMMITMENTS 88 1,980 876 8,438 7,852 9,402 10,708 1,716 410 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 84) -40 32 40 72 0 72 72 12 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 17.8 7.9 75.9 70.6 84.6 96.3 15.4 3.7 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,983 COMMITMENTS 0 0 0 54,983 54,983 54,983 54,983 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 364) 0 0 0 364 364 364 364 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: 30) 0 0 0 23 18 23 18 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,141 COMMITMENTS 0 0 0 879,141 879,141 879,141 879,141 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 19 19 19 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 427,872 COMMITMENTS 45,145 347,253 0 382,727 80,619 427,872 427,872 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 9,360) 0 9,360 0 9,360 0 9,360 9,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 81.2 0.0 89.4 18.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 9 11 10 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 74,043 COMMITMENTS 805 0 0 72,983 73,895 73,788 73,895 255 148 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 913) 765 0 0 148 913 913 913 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.6 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 16 28 18 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 992,665 COMMITMENTS 848 0 0 991,817 992,665 992,665 992,665 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,769) 0 0 0 2,769 2,769 2,769 2,769 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 20 23 21 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,856 COMMITMENTS 5,635 0 3,520 48,446 54,336 57,601 57,856 255 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 765) 0 0 0 765 765 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 6.1 83.7 93.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 28 22 31 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,626 COMMITMENTS 36,357 101,690 10,635 1122634 1057301 1169626 1169626 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,448) 0 0 0 2,448 2,448 2,448 2,448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 8.7 0.9 96.0 90.4 100.0 100.0 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,324 COMMITMENTS 0 3,562 0 42,283 38,507 42,283 42,069 41 255 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 0.0 99.9 91.0 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 14 19 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| 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 36,822 32,717 37,232 38,022 790 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -280 0 -280 0 280 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 14.0 0.0 96.8 86.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,411 COMMITMENTS 6,066 0 2,025 15,320 21,386 23,411 23,411 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 0.0 8.6 65.4 91.4 100.0 100.0 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,366 COMMITMENTS 123 2,191 0 15,414 14,134 15,537 16,325 829 41 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 366) 0 300 0 366 66 366 366 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 13.4 0.0 94.2 86.4 94.9 99.7 5.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 18 15 19 17 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,601 COMMITMENTS 0 123 0 12,201 12,288 12,201 12,411 400 190 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 96.8 97.5 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 11 15 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,584 COMMITMENTS 0 26,353 23,400 653,184 626,831 676,584 676,584 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 3.5 96.5 92.6 100.0 100.0 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 914,188 COMMITMENTS 8,090 123,210 0 906,098 790,978 914,188 914,188 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 13.5 0.0 99.1 86.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 21 19 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 488,213 COMMITMENTS 82,929 0 62,769 342,515 425,444 488,213 488,213 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.0 12.9 70.2 87.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 3 15 16 18 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 195,434 COMMITMENTS 0 4,680 0 195,434 190,754 195,434 195,434 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 14 12 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,549 COMMITMENTS 2,175 0 0 29,837 32,199 32,012 32,199 537 350 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 625) 0 -232 0 638 880 638 648 -13 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 91.7 98.9 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 37 37 39 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,342 COMMITMENTS 1,635 0 0 4,363 6,043 5,998 6,043 344 299 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 0.0 0.0 68.8 95.3 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 15 13 15 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,462 COMMITMENTS 117 950 66 7,981 7,091 8,164 8,107 298 355 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32) -275 0 0 297 57 22 57 10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 11.2 0.8 94.3 83.8 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 1 26 27 28 30 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,354 COMMITMENTS 850 0 60 8,964 9,858 9,874 9,918 480 436 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 5) -566 0 0 566 5 0 5 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.6 86.6 95.2 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 17 18 19 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,789 COMMITMENTS 138 0 0 4,214 4,608 4,352 4,608 437 181 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 36) -249 0 0 279 30 30 30 6 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 88.0 96.2 90.9 96.2 9.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 16 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,522,133 COMMITMENTS 338,845 158,811 469,175 636,461 822,220 1444481 1450206 77,652 71,927 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 23,313) -1,905 -4,060 14,664 9,898 11,679 22,657 22,283 656 1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 10.4 30.8 41.8 54.0 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 105 84 133 86 94 260 262 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,449 COMMITMENTS 62,112 17,170 1,544 74,945 110,907 138,601 129,621 39,848 48,828 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 593) 1,760 1,792 638 245 -348 2,643 2,082 -2,050 -1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 9.6 0.9 42.0 62.2 77.7 72.6 22.3 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 5 18 18 27 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,682 COMMITMENTS 6,717 1,347 8,593 53,089 53,632 68,399 63,572 2,283 7,110 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -339) 40 0 12 -463 -418 -411 -406 72 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.9 12.2 75.1 75.9 96.8 89.9 3.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 6 17 16 27 22 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,321 COMMITMENTS 2,555 4,098 11,094 35,591 34,237 49,240 49,429 2,081 1,892 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 986) 226 50 0 770 936 996 986 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 8.0 21.6 69.3 66.7 95.9 96.3 4.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 4 14 12 18 20 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,184 COMMITMENTS 0 4,285 1,059 33,798 28,941 34,857 34,285 23,327 23,899 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,172) 0 786 -622 1,833 1,776 1,211 1,940 -39 -768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 1.8 58.1 49.7 59.9 58.9 40.1 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 4 16 18 20 22 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,489 COMMITMENTS 3,153 5,576 10,009 12,418 8,912 25,580 24,497 1,909 2,992 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 925) 16 -506 863 0 430 879 787 46 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 20.3 36.4 45.2 32.4 93.1 89.1 6.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 6 12 12 20 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,786 COMMITMENTS 15,495 2,391 646 4,616 18,952 20,757 21,989 2,029 797 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 889) 957 -869 116 -802 2,127 271 1,374 618 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 10.5 2.8 20.3 83.2 91.1 96.5 8.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 79 21 14 27 38 112 70 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,261 COMMITMENTS 43,751 6,890 608 9,109 52,613 53,468 60,111 7,793 1,150 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,728) 2,398 -45 -132 -784 2,339 1,482 2,162 246 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.4 11.2 1.0 14.9 85.9 87.3 98.1 12.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 107 25 16 25 35 140 70 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,063 COMMITMENTS 107,864 34,063 36,438 109,753 193,526 254,055 264,027 23,008 13,036 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -9,917) 6,497 1,077 -2,406 -12,897 -8,112 -8,806 -9,441 -1,111 -476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 12.3 13.2 39.6 69.8 91.7 95.3 8.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 72 29 55 79 85 183 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,180 COMMITMENTS 4,693 1,491 329 11,354 12,824 16,376 14,644 1,804 3,536 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 181) 203 0 -71 24 335 156 264 25 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 8.2 1.8 62.5 70.5 90.1 80.6 9.9 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 4 18 19 23 24 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 9,834 COMMITMENTS 100 0 100 8,689 9,559 8,889 9,659 945 175 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.0 88.4 97.2 90.4 98.2 9.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 19 18 20 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,344 COMMITMENTS 9,786 800 792 9,484 16,861 20,062 18,453 1,282 2,891 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388) 1,841 0 75 -528 1,163 1,388 1,238 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 3.7 3.7 44.4 79.0 94.0 86.5 6.0 13.5 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,705 COMMITMENTS 700 465 135 7,840 8,105 8,675 8,705 30 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 40) 40 0 0 0 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.3 1.6 90.1 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 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,063 COMMITMENTS 0 4,929 321 11,742 6,659 12,063 11,909 0 154 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 356) 0 162 0 356 194 356 356 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.9 2.7 97.3 55.2 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 6 4 32 28 36 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,501 COMMITMENTS 2,008 950 0 38,087 39,489 40,095 40,439 406 62 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 119) 112 100 0 -113 19 -1 119 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.3 0.0 94.0 97.5 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 2 0 44 30 50 32 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,219 COMMITMENTS 800 650 0 6,297 6,569 7,097 7,219 122 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -150) -100 -75 0 -50 -75 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 9.0 0.0 87.2 91.0 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 8 15 9 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,847 COMMITMENTS 451 150 0 10,163 10,697 10,614 10,847 233 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 326) 213 0 0 113 326 326 326 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.4 0.0 93.7 98.6 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 22 17 24 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,064 COMMITMENTS 1,000 6,054 200 13,864 8,810 15,064 15,064 0 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,030) 150 675 0 1,060 355 1,210 1,030 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 40.2 1.3 92.0 58.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 3 28 23 32 28 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,011 COMMITMENTS 1,981 25 0 5,947 7,986 7,928 8,011 83 0 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 50) 175 0 0 -125 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 0.3 0.0 74.2 99.7 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 12 12 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,636 COMMITMENTS 3,640 4,457 12,282 52,534 51,837 68,456 68,576 180 60 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,388) 150 480 47 1,191 861 1,388 1,388 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.5 17.9 76.5 75.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 6 7 44 47 55 57 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,893 COMMITMENTS 1,033 0 100 5,477 6,307 6,610 6,407 283 486 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 96) 0 0 0 96 96 96 96 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 1.5 79.5 91.5 95.9 92.9 4.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 15 15 19 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,515 COMMITMENTS 857 5,968 2,013 17,477 12,086 20,347 20,067 168 448 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 192) -116 923 -649 957 -162 192 112 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 29.1 9.8 85.2 58.9 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 4 23 24 28 30 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,958 COMMITMENTS 3,863 2,586 726 21,174 20,208 25,763 23,520 2,195 4,438 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 611) -659 126 367 1,680 -280 1,388 213 -777 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 9.2 2.6 75.7 72.3 92.1 84.1 7.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 18 25 22 29
Updated December 5, 2012