GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,598 COMMITMENTS 710 1,134 1,737 40,883 40,712 43,330 43,583 268 15 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 5,405) -70 284 189 5,300 4,917 5,419 5,390 -14 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.6 4.0 93.8 93.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 3 2 39 42 41 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,920 COMMITMENTS 0 0 0 15,706 15,755 15,706 15,755 214 165 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 285) 0 0 0 264 285 264 285 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.0 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 30 24 30 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,777 COMMITMENTS 143 521 636 13,965 13,600 14,744 14,757 1,033 1,020 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 364) -4 58 -4 363 253 355 307 9 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 4.0 88.5 86.2 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 2 5 45 48 50 54 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,901 COMMITMENTS 279 63 496 6,459 6,800 7,234 7,359 667 542 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 245) -89 10 -110 397 414 198 314 47 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.8 6.3 81.7 86.1 91.6 93.1 8.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 3 6 50 53 56 60 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,923 COMMITMENTS 15 0 120 5,343 5,307 5,478 5,427 445 496 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 53) 15 0 0 38 -7 53 -7 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 2.0 90.2 89.6 92.5 91.6 7.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 23 22 24 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,963 COMMITMENTS 115 366 879 6,509 6,523 7,503 7,768 460 195 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -219) 0 -35 0 -219 -184 -219 -219 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.6 11.0 81.7 81.9 94.2 97.6 5.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 28 28 31 31 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,161 COMMITMENTS 125 0 30 2,739 2,572 2,894 2,602 267 559 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 186) 5 0 0 236 231 241 231 -55 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.9 86.6 81.4 91.6 82.3 8.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 21 21 23 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,667 COMMITMENTS 58 89 65 2,050 2,097 2,173 2,251 494 416 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 151) -12 40 0 132 89 120 129 31 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 2.4 76.9 78.6 81.5 84.4 18.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 26 24 28 28 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,493 COMMITMENTS 0 0 0 2,065 2,045 2,065 2,045 428 448 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -288 -238 -288 -238 408 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.8 82.0 82.8 82.0 17.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 12 13 12 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,145 COMMITMENTS 0 0 0 9,020 9,097 9,020 9,097 125 48 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 23 23 23 23 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,449 COMMITMENTS 0 207 260 7,894 7,898 8,154 8,365 295 84 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 598) 0 10 20 592 559 612 589 -14 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 3.1 93.4 93.5 96.5 99.0 3.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 18 19 20 22 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,092 COMMITMENTS 0 2,409 525 26,547 24,158 27,072 27,092 20 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,771) 0 -150 32 3,739 3,889 3,771 3,771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 1.9 98.0 89.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 28 28 29 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,453 COMMITMENTS 45,510 33,318 42,106 166,007 185,832 253,623 261,256 36,830 29,197 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -2,255) -3,855 205 2,647 328 -9,251 -880 -6,399 -1,375 4,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.5 14.5 57.2 64.0 87.3 89.9 12.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 33 33 38 72 73 130 124 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 10,729 COMMITMENTS 0 3,820 0 7,846 4,421 7,846 8,241 2,883 2,488 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.6 0.0 73.1 41.2 73.1 76.8 26.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 0 13 14 13 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,137,704 COMMITMENTS 239,042 365,199 410,596 413,719 318,533 1063357 1094328 74,347 43,376 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -14,608) -675 8,873 -28,173 11,762 2,591 -17,086 -16,709 2,478 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 32.1 36.1 36.4 28.0 93.5 96.2 6.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 100 101 130 78 66 265 225 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 134,266 COMMITMENTS 45,463 54,888 23,098 62,883 54,362 131,444 132,348 2,822 1,918 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 6,408) 679 -2,049 1,358 4,215 6,854 6,252 6,163 156 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 40.9 17.2 46.8 40.5 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 11 16 22 22 42 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,452,323 COMMITMENTS 576,750 40,302 680,589 1156282 1707273 2413621 2428164 38,702 24,159 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,636) -6,657 -19,788 12,669 -2,879 10,613 3,133 3,494 503 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 1.6 27.8 47.2 69.6 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 35 13 40 84 78 135 120 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 957,098 COMMITMENTS 99,074 242,840 190,966 663,901 519,066 953,941 952,872 3,157 4,226 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 8,753) -851 -640 8,545 6,872 3,257 14,566 11,162 -5,813 -2,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 25.4 20.0 69.4 54.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 28 32 37 38 77 77 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,610 COMMITMENTS 1,649 30 553 5,060 6,685 7,262 7,268 348 342 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -135) -115 30 325 -240 -85 -30 270 -105 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 0.4 7.3 66.5 87.8 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 5 15 17 21 22 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 TONS) OPEN INTEREST: 9,354 COMMITMENTS 1,485 642 522 7,176 7,851 9,183 9,015 171 339 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 6.9 5.6 76.7 83.9 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 3 13 14 16 18 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 29,231 COMMITMENTS 9,023 9,906 7,507 12,481 11,598 29,011 29,011 220 220 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,120) 163 258 912 1,025 1,220 2,100 2,390 20 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 33.9 25.7 42.7 39.7 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 15 18 13 13 34 35 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,875 COMMITMENTS 4,925 3,130 3,190 3,300 4,915 11,415 11,235 460 640 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 925) 80 240 210 580 480 870 930 55 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 26.4 26.9 27.8 41.4 96.1 94.6 3.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 10 15 9 10 26 26 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,397 COMMITMENTS 1,653 595 882 18,668 19,653 21,203 21,130 194 267 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,718) 21 -548 51 1,564 2,296 1,636 1,799 82 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.8 4.1 87.2 91.8 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 5 8 29 38 40 48 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,720 COMMITMENTS 58 0 35 1,940 2,013 2,033 2,048 687 672 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 42) -7 0 0 -13 58 -20 58 62 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 1.3 71.3 74.0 74.7 75.3 25.3 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 19 20 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,302 COMMITMENTS 135 541 50 1,818 1,530 2,003 2,121 299 181 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 258) 58 92 10 207 192 275 294 -17 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 23.5 2.2 79.0 66.5 87.0 92.1 13.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 26 27 30 30 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,261 COMMITMENTS 3,578 2,688 3,007 47,456 48,536 54,041 54,231 1,220 1,030 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 609) 0 32 0 589 577 589 609 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.9 5.4 85.9 87.8 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 3 30 30 36 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,140 COMMITMENTS 84 0 0 5,400 5,805 5,484 5,805 656 335 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 87.9 94.5 89.3 94.5 10.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 15 16 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,742 COMMITMENTS 1,270 294 1,576 9,782 11,348 12,628 13,218 1,114 524 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -4) 0 0 0 -4 -4 -4 -4 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 11.5 71.2 82.6 91.9 96.2 8.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 20 18 23 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,662 COMMITMENTS 0 1,544 0 6,368 4,734 6,368 6,278 1,294 1,384 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 10) 0 0 0 130 0 130 0 -120 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.2 0.0 83.1 61.8 83.1 81.9 16.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 13 17 15 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,786 COMMITMENTS 1,948 440 800 8,515 10,090 11,263 11,330 523 456 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 405) -278 0 318 360 87 400 405 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 3.7 6.8 72.2 85.6 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 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 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,792 COMMITMENTS 530 1,080 598 16,035 16,384 17,163 18,062 1,629 730 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -12) 0 0 0 -12 -12 -12 -12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.7 3.2 85.3 87.2 91.3 96.1 8.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 28 26 32 29 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,856 COMMITMENTS 1,010 0 120 4,899 5,835 6,029 5,955 1,827 1,901 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -120 0 -120 0 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 1.5 62.4 74.3 76.7 75.8 23.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 15 18 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,973 COMMITMENTS 610 1,506 1,640 6,994 6,743 9,244 9,889 1,729 1,084 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 13) -184 0 -20 240 203 36 183 -23 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 13.7 14.9 63.7 61.5 84.2 90.1 15.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 15 16 18 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,616 COMMITMENTS 0 1,876 780 8,373 7,468 9,153 10,124 1,463 492 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 108) 0 0 -24 12 40 -12 16 120 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.7 7.3 78.9 70.3 86.2 95.4 13.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 18 13 21 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,912 COMMITMENTS 0 0 0 54,912 54,912 54,912 54,912 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,450) 0 0 0 1,450 1,450 1,450 1,450 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: 32) 0 0 0 26 18 26 18 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 831,127 COMMITMENTS 0 0 0 831,127 831,127 831,127 831,127 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -2,976) 0 0 0 -2,976 -2,976 -2,976 -2,976 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 18 19 18 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 450,206 COMMITMENTS 41,680 377,417 0 408,526 72,789 450,206 450,206 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 22,334) -3,465 30,164 0 25,799 -7,830 22,334 22,334 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 83.8 0.0 90.7 16.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 11 11 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722 COMMITMENTS 805 0 0 66,662 67,595 67,467 67,595 255 127 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 17 29 19 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446 COMMITMENTS 848 0 0 888,598 889,446 889,446 889,446 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 24 21 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,200 COMMITMENTS 5,530 0 2,260 47,155 52,940 54,945 55,200 255 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 4.1 85.4 95.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 28 21 31 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678 COMMITMENTS 32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 8.9 0.8 96.3 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 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192 COMMITMENTS 0 3,457 0 39,172 35,480 39,172 38,937 20 255 CHANGES FROM 12/04/12 (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 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 15 19 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,890 COMMITMENTS 200 5,200 0 35,690 30,690 35,890 35,890 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 168) 0 0 0 168 168 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.5 0.0 99.4 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 16 21 17 22 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,677 COMMITMENTS 6,705 0 2,025 13,947 20,652 22,677 22,677 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,584) 2,550 0 0 34 2,584 2,584 2,584 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 0.0 8.9 61.5 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 12 16 14 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 8,524 COMMITMENTS 126 0 0 8,123 7,144 8,249 7,144 275 1,380 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 644) 0 0 0 644 664 644 664 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.3 83.8 96.8 83.8 3.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 15 15 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,986 COMMITMENTS 60 3,166 0 19,863 17,800 19,923 20,966 1,063 20 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 591) 0 765 0 591 -174 591 591 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 15.1 0.0 94.6 84.8 94.9 99.9 5.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 20 15 21 18 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,310 COMMITMENTS 0 60 0 11,973 12,101 11,973 12,161 337 149 CHANGES FROM 12/04/12 (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 0.5 0.0 97.3 98.3 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 12 16 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899 COMMITMENTS 0 20,963 23,400 583,499 562,536 606,899 606,899 0 0 CHANGES FROM 12/04/12 (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 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 20 13 21 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738 COMMITMENTS 4,240 119,360 0 844,498 729,378 848,738 848,738 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 21 17 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,231 COMMITMENTS 77,317 1,018 62,614 342,300 418,599 482,231 482,231 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 38,346) 0 -23,400 24,648 13,698 37,098 38,346 38,346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 0.2 13.0 71.0 86.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 14 17 17 19 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 224,536 COMMITMENTS 0 4,680 0 224,536 219,856 224,536 224,536 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 23,472) 0 0 0 23,472 23,472 23,472 23,472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 100.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,731 COMMITMENTS 1,635 0 63 29,540 31,376 31,238 31,439 493 292 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,434) -540 0 0 -850 -1,376 -1,390 -1,376 -44 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.2 93.1 98.9 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 1 36 35 38 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,332 COMMITMENTS 1,710 0 0 4,187 6,178 5,897 6,178 435 154 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 275) 0 0 0 312 366 312 366 -37 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 0.0 0.0 66.1 97.6 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 12 18 14 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,378 COMMITMENTS 112 820 58 5,909 4,741 6,079 5,619 299 759 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 240) 10 -180 17 176 -39 203 -202 37 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 12.9 0.9 92.6 74.3 95.3 88.1 4.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 23 25 25 28 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,566 COMMITMENTS 695 0 0 8,394 9,212 9,089 9,212 477 354 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 15) 0 0 0 45 45 45 45 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 87.7 96.3 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 20 19 20 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,326 COMMITMENTS 104 0 0 3,846 4,168 3,950 4,168 376 158 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 88.9 96.3 91.3 96.3 8.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,543,454 COMMITMENTS 342,234 175,895 482,836 631,085 807,334 1456155 1466065 87,299 77,389 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -5,613) -3,831 23,663 -10,742 -1,521 -21,965 -16,094 -9,044 10,481 3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 11.4 31.3 40.9 52.3 94.3 95.0 5.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 110 92 140 86 94 272 271 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,844 COMMITMENTS 58,006 14,914 660 67,919 106,033 126,585 121,607 41,259 46,237 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 44) -48 -108 7 -15 -443 -56 -544 100 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 8.9 0.4 40.5 63.2 75.4 72.5 24.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 5 4 17 19 24 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,750 COMMITMENTS 7,848 1,347 8,166 53,368 55,092 69,382 64,605 2,368 7,145 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 544) 614 0 -426 321 985 509 559 35 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 1.9 11.4 74.4 76.8 96.7 90.0 3.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 2 6 17 16 27 22 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,175 COMMITMENTS 2,847 3,398 13,234 38,088 37,651 54,169 54,283 2,006 1,892 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,824) 79 -925 -860 -1,043 -89 -1,824 -1,874 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 6.0 23.6 67.8 67.0 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 4 14 12 18 19 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,840 COMMITMENTS 0 4,302 453 29,155 27,120 29,608 31,875 24,232 21,965 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -4,344) 0 17 -606 -4,643 -1,821 -5,249 -2,410 905 -1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.8 54.2 50.4 55.0 59.2 45.0 40.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 3 16 17 19 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,742 COMMITMENTS 5,372 4,616 9,849 12,119 11,193 27,340 25,658 2,402 4,084 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 901) 2,233 -1,023 -828 -919 1,781 486 -70 415 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 15.5 33.1 40.7 37.6 91.9 86.3 8.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 7 12 12 20 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,856 COMMITMENTS 18,839 2,157 305 3,071 21,479 22,215 23,941 2,641 915 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,662) 1,303 267 -19 7 1,313 1,291 1,561 371 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 8.7 1.2 12.4 86.4 89.4 96.3 10.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 80 19 3 22 39 102 61 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 63,805 COMMITMENTS 46,699 6,089 882 8,118 55,059 55,699 62,030 8,106 1,775 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,496) 1,910 -230 -73 135 2,669 1,972 2,366 524 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.2 9.5 1.4 12.7 86.3 87.3 97.2 12.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 111 26 12 28 34 145 67 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,276 COMMITMENTS 96,202 34,825 37,692 118,611 188,161 252,505 260,678 21,771 13,598 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 541) -14,234 -1,986 1,419 15,216 314 2,401 -253 -1,860 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 12.7 13.7 43.2 68.6 92.1 95.0 7.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 72 29 58 74 83 174 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,325 COMMITMENTS 3,639 995 184 7,022 7,721 10,845 8,900 1,480 3,425 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 460) 285 -213 -20 282 1,067 547 834 -87 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 8.1 1.5 57.0 62.6 88.0 72.2 12.0 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 16 16 18 19 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,257 COMMITMENTS 9,037 400 216 8,505 16,326 17,758 16,942 1,499 2,315 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,144) 234 0 -276 877 1,881 835 1,605 309 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 2.1 1.1 44.2 84.8 92.2 88.0 7.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 11 17 14 19 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,068 COMMITMENTS 5,295 6,725 756 4,595 3,407 10,646 10,888 422 180 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -110) 75 0 0 -209 -110 -134 -110 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 60.8 6.8 41.5 30.8 96.2 98.4 3.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 2 5 6 13 12 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,475 COMMITMENTS 615 465 135 7,695 7,875 8,445 8,475 30 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 60) 60 0 0 0 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 5.5 1.6 90.8 92.9 99.6 100.0 0.4 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 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,691 COMMITMENTS 50 2,992 300 9,341 6,202 9,691 9,494 0 197 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 477) 0 0 0 477 450 477 450 0 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 30.9 3.1 96.4 64.0 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 4 28 25 32 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,745 COMMITMENTS 2,281 800 0 34,985 36,886 37,266 37,686 479 59 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,844) 375 350 0 2,469 2,494 2,844 2,844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.1 0.0 92.7 97.7 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 2 0 43 32 51 34 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,389 COMMITMENTS 675 650 0 5,618 5,739 6,293 6,389 96 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.2 0.0 87.9 89.8 98.5 100.0 1.5 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 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,194 COMMITMENTS 509 350 0 13,462 13,844 13,971 14,194 223 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 4,895) 138 200 0 4,757 4,695 4,895 4,895 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.5 0.0 94.8 97.5 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 0 22 18 24 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,849 COMMITMENTS 1,400 7,504 100 13,349 7,245 14,849 14,849 0 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,150) 0 1,200 25 1,125 -75 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 50.5 0.7 89.9 48.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 3 30 20 36 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,959 COMMITMENTS 1,658 25 0 5,271 6,934 6,929 6,959 30 0 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -41) -25 0 0 -16 -41 -41 -41 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 0.4 0.0 75.7 99.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 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 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,109 COMMITMENTS 2,243 6,204 10,510 49,302 45,273 62,055 61,987 54 122 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -780) -468 -310 -300 -12 -243 -780 -853 0 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 10.0 16.9 79.4 72.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 10 7 44 46 53 59 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736 COMMITMENTS 521 0 50 4,949 5,227 5,520 5,277 216 459 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 13 17 14 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,779 COMMITMENTS 1,544 0 180 2,045 3,329 3,769 3,509 10 270 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 25) -50 0 0 75 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 0.0 4.8 54.1 88.1 99.7 92.9 0.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 2 16 8 20 10 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,886 COMMITMENTS 459 4,296 1,602 15,723 11,532 17,784 17,430 102 456 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 892) 214 845 -699 1,392 719 907 865 -15 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 24.0 9.0 87.9 64.5 99.4 97.5 0.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 3 26 22 30 29 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,386 COMMITMENTS 3,171 2,062 785 18,568 17,006 22,524 19,853 1,862 4,533 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,218) 25 0 0 1,263 1,807 1,288 1,807 -70 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 8.5 3.2 76.1 69.7 92.4 81.4 7.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 1 20 21 24 24
Updated December 14, 2012