GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,831 COMMITMENTS 394 0 400 47,802 48,049 48,596 48,449 235 382 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,077) 0 0 400 1,604 1,604 2,004 2,004 73 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.8 97.9 98.4 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 0 1 43 51 46 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,154 COMMITMENTS 0 0 0 18,027 18,051 18,027 18,051 127 103 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -465) 0 0 0 -465 -479 -465 -479 0 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 24 29 24 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,241 COMMITMENTS 138 533 202 9,953 9,546 10,293 10,281 948 960 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 231) -22 50 47 196 -31 221 66 10 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 4.7 1.8 88.5 84.9 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 4 37 40 42 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,134 COMMITMENTS 433 115 407 5,738 5,910 6,578 6,432 556 702 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 168) -45 69 40 206 146 201 255 -33 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.6 5.7 80.4 82.8 92.2 90.2 7.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 2 4 45 44 50 50 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,962 COMMITMENTS 126 0 62 3,457 2,744 3,645 2,806 317 1,156 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 71) 0 0 0 209 159 209 159 -138 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 1.6 87.3 69.3 92.0 70.8 8.0 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 21 25 23 26 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147 COMMITMENTS 215 528 6 2,222 2,285 2,443 2,819 704 328 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 52) 75 0 0 56 52 131 52 -79 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 16.8 0.2 70.6 72.6 77.6 89.6 22.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 21 22 25 25 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,854 COMMITMENTS 40 2 76 1,169 1,502 1,285 1,580 569 274 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 364) 0 -36 46 322 369 368 379 -4 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.1 4.1 63.1 81.0 69.3 85.2 30.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 17 19 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,110 COMMITMENTS 0 0 0 9,939 9,979 9,939 9,979 171 131 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 830) 0 0 0 830 830 830 830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.3 98.7 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 17 20 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,178 COMMITMENTS 0 448 126 28,052 27,604 28,178 28,178 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,593) 0 0 0 3,593 3,593 3,593 3,593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.4 99.6 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 1 29 29 30 31 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,744 COMMITMENTS 47,969 30,389 42,961 162,670 194,924 253,600 268,275 42,144 27,469 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -6,285) 3,848 -2,882 1,036 -12,502 -2,325 -7,618 -4,171 1,333 -2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 10.3 14.5 55.0 65.9 85.7 90.7 14.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 41 23 33 68 89 126 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,309 COMMITMENTS 400 1,458 200 15,709 14,401 16,309 16,059 0 250 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,189) 0 -160 50 2,139 2,199 2,189 2,089 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 8.9 1.2 96.3 88.3 100.0 98.5 0.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 3 2 48 43 55 47 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,954 COMMITMENTS 720 0 0 7,120 7,879 7,840 7,879 114 75 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,442) -213 -580 0 -1,185 -792 -1,398 -1,372 -44 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 0.0 89.5 99.1 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 20 20 23 20 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,981 COMMITMENTS 0 52 0 1,977 1,925 1,977 1,977 4 4 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 99.8 97.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,044,828 COMMITMENTS 181,767 342,907 379,531 410,089 273,226 971,387 995,664 73,441 49,164 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 19,516) -325 -2,429 28,256 -8,460 -6,412 19,470 19,415 46 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 32.8 36.3 39.2 26.2 93.0 95.3 7.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 98 125 140 82 71 260 264 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,933,480 COMMITMENTS 70,897 130,007 748,725 1109583 1047471 1929205 1926204 4,275 7,276 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 87,997) 4,237 8,208 52,071 31,607 27,391 87,915 87,670 82 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 6.7 38.7 57.4 54.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 32 28 47 64 59 118 112 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 86,320 COMMITMENTS 43,670 39,076 28,573 11,941 18,554 84,184 86,204 2,136 117 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,958) 1,068 1,802 816 -32 460 1,852 3,078 1,106 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 45.3 33.1 13.8 21.5 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 15 16 11 13 31 35 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,331 COMMITMENTS 0 9,010 1,480 46,882 33,372 48,362 43,862 2,969 7,469 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,845) 0 -542 -310 -3,656 -2,397 -3,966 -3,249 121 -596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.6 2.9 91.3 65.0 94.2 85.4 5.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 12 15 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,635 COMMITMENTS 1,065 490 2,868 71,545 71,710 75,478 75,068 9,157 9,567 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,098) -984 317 -346 -3,694 -4,631 -5,024 -4,661 -74 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.6 3.4 84.5 84.7 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 16 19 19 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,464,494 COMMITMENTS 475,629 201,634 687,787 1263213 1550302 2426629 2439723 37,865 24,771 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -166,180) -4,730 -8,493 -45,373 -120,635 -112,912 -170,738 -166,778 4,558 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 8.2 27.9 51.3 62.9 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 34 23 46 90 80 145 130 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,097,876 COMMITMENTS 243,268 82,350 217,682 631,823 794,727 1092773 1094759 5,103 3,117 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -99,922) -42,665 -29,797 -20,067 -36,902 -49,873 -99,634 -99,737 -288 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 7.5 19.8 57.5 72.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 19 29 39 38 72 71 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,994 COMMITMENTS 207 498 181 8,413 8,136 8,801 8,815 193 179 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -5,441) -101 -431 -13 -5,415 -5,052 -5,529 -5,496 88 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.5 2.0 93.5 90.5 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 3 29 30 35 35 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,669 COMMITMENTS 133 98 59 1,829 2,050 2,021 2,207 648 462 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 13) -30 5 8 -34 6 -56 19 69 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 3.7 2.2 68.5 76.8 75.7 82.7 24.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 23 24 27 27 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,957 COMMITMENTS 47 415 28 1,569 1,242 1,644 1,685 313 272 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 114) 2 0 28 164 123 194 151 -80 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 21.2 1.4 80.2 63.5 84.0 86.1 16.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 1 27 26 29 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 226,663 COMMITMENTS 17,960 2,174 34,469 171,616 188,403 224,045 225,046 2,618 1,617 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -11,675) -265 -94 -1,805 -9,666 -9,670 -11,736 -11,569 61 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.0 15.2 75.7 83.1 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 5 31 30 37 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,064 COMMITMENTS 3,471 740 3,759 25,618 28,958 32,848 33,456 1,216 608 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -254) 442 -130 15 -494 -272 -37 -387 -217 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 2.2 11.0 75.2 85.0 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 21 23 24 27 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,447 COMMITMENTS 3,234 1,103 560 8,752 11,542 12,546 13,204 901 243 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -399) -120 -43 14 -267 -408 -373 -438 -26 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 8.2 4.2 65.1 85.8 93.3 98.2 6.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 16 18 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,739 COMMITMENTS 1,750 2,450 290 23,419 23,238 25,459 25,978 2,280 1,761 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,007) 96 -10 -112 -937 -863 -953 -985 -54 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 8.8 1.0 84.4 83.8 91.8 93.7 8.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 3 24 22 27 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,325 COMMITMENTS 4,890 0 550 4,566 9,183 10,006 9,733 1,319 1,592 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 226) 20 0 -20 -71 168 -71 148 297 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.0 4.9 40.3 81.1 88.4 85.9 11.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 15 17 17 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,196 COMMITMENTS 0 2,352 400 10,586 8,748 10,986 11,500 1,210 696 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -766) 0 174 -174 -726 -499 -900 -499 134 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.3 3.3 86.8 71.7 90.1 94.3 9.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 18 16 19 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,015 COMMITMENTS 0 0 0 67,015 67,015 67,015 67,015 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,014) 0 0 0 -1,993 -2,014 -1,993 -2,014 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 15 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,048,143 COMMITMENTS 0 0 0 1048143 1048143 1048143 1048143 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -36,457) 0 0 0 -36,457 -36,457 -36,457 -36,457 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 15 17 15 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,190 COMMITMENTS 0 0 0 32,190 32,190 32,190 32,190 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,717) 0 0 0 -3,717 -3,717 -3,717 -3,717 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 13 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,265 COMMITMENTS 0 0 0 587,265 587,265 587,265 587,265 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -72,216) 0 0 0 -72,216 -72,216 -72,216 -72,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 11 13 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 114,957 COMMITMENTS 0 0 0 114,702 114,957 114,702 114,957 255 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -8,505) -105 0 0 -8,400 -8,505 -8,505 -8,505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 16 27 16 27 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,827,134 COMMITMENTS 0 0 0 1827134 1827134 1827134 1827134 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -165,528) -4,080 0 0 -161,448 -165,528 -165,528 -165,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 15 25 15 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,118 COMMITMENTS 5,100 4,283 8,187 46,831 47,393 60,118 59,863 0 255 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,583) 336 -231 -336 -2,583 -2,271 -2,583 -2,838 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.1 13.6 77.9 78.8 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 3 23 19 27 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,158,190 COMMITMENTS 37,512 53,035 46,725 1073953 1058430 1158190 1158190 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -64,464) 0 -6,120 0 -64,464 -58,344 -64,464 -64,464 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 4.6 4.0 92.7 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 2 28 20 32 23 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,176 COMMITMENTS 0 685 0 49,048 48,236 49,048 48,921 128 255 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,478) 0 -105 0 -2,585 -2,373 -2,585 -2,478 107 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 99.7 98.1 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 13 16 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508 COMMITMENTS 2,550 2,550 0 51,364 51,364 53,914 53,914 594 594 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,596) 0 210 -210 -1,875 -2,190 -2,085 -2,190 489 594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 16 14 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,885 COMMITMENTS 18,725 0 2,560 19,345 38,325 40,630 40,885 255 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,323) 210 0 -210 -1,323 -1,113 -1,323 -1,323 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 0.0 6.3 47.3 93.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 9 11 11 12 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,965 COMMITMENTS 765 88 0 14,434 15,622 15,199 15,710 766 255 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,014) 0 -1,179 -21 -1,972 -814 -1,993 -2,014 -21 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.6 0.0 90.4 97.9 95.2 98.4 4.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 14 15 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 862,506 COMMITMENTS 23,400 41,035 0 839,106 821,471 862,506 862,506 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -58,752) 0 -816 -1,224 -57,528 -56,712 -58,752 -58,752 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.8 0.0 97.3 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 16 19 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 947,668 COMMITMENTS 95,735 0 0 851,933 947,668 947,668 947,668 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -29,784) 0 0 0 -29,784 -29,784 -29,784 -29,784 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 0.0 0.0 89.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 11 15 13 15 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,402 COMMITMENTS 441 0 186 4,767 5,216 5,394 5,402 8 -0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 225) 83 0 -45 186 270 223 225 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 3.4 88.2 96.6 99.8 100.0 0.2 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 4 14 16 18 20 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,442 COMMITMENTS 295 36 42 19,972 20,174 20,309 20,252 133 190 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 621) 0 0 0 621 621 621 621 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.2 0.2 97.7 98.7 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 1 2 40 38 44 40 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,695 COMMITMENTS 0 85 0 5,561 5,216 5,561 5,301 134 394 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,336) 0 20 -25 -1,295 -1,540 -1,320 -1,545 -16 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 97.6 91.6 97.6 93.1 2.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 18 18 18 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,901 COMMITMENTS 45 0 0 7,667 7,686 7,712 7,686 1,189 1,215 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -993) 5 0 0 -884 -1,136 -879 -1,136 -114 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 86.1 86.3 86.6 86.3 13.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 14 17 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,319,687 COMMITMENTS 327,296 112,921 804,345 1091985 1332855 2223626 2250121 96,061 69,566 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 77,718) 4,795 697 56,979 7,632 19,897 69,406 77,573 8,312 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 4.9 34.7 47.1 57.5 95.9 97.0 4.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 136 101 183 87 98 319 296 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,124 COMMITMENTS 69,541 12,350 27,939 71,443 127,246 168,923 167,535 1,201 2,589 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,571) -944 -33 -49 -524 -1,739 -1,517 -1,821 -54 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 7.3 16.4 42.0 74.8 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 8 10 18 17 28 28 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,446 COMMITMENTS 46,407 8,408 465 90,375 117,790 137,247 126,663 48,199 58,783 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -15,414) -2,850 -6,646 -2,722 -21,814 -16,391 -27,386 -25,759 11,972 10,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.5 0.3 48.7 63.5 74.0 68.3 26.0 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 3 13 17 18 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,511 COMMITMENTS 17,316 1,161 15,726 50,407 67,462 83,449 84,349 4,062 3,162 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,551) -379 -28 317 2,695 2,210 2,633 2,499 -82 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 1.3 18.0 57.6 77.1 95.4 96.4 4.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 5 16 22 23 43 40 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 481,113 COMMITMENTS 29,762 1,800 78,712 358,900 385,290 467,375 465,802 13,738 15,311 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -32,843) -1,855 -576 -11,318 -22,804 -24,885 -35,977 -36,779 3,134 3,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.4 16.4 74.6 80.1 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 1 11 32 32 43 43 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,523 COMMITMENTS 0 1,267 475 17,048 15,781 17,523 17,523 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,985) -200 -183 -300 -3,464 -3,501 -3,964 -3,984 -21 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 2.7 97.3 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 3 26 24 29 28 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,452 COMMITMENTS 4,840 12,393 2,456 48,481 37,519 55,777 52,368 3,675 7,084 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 236) 140 374 -390 512 502 262 486 -26 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 20.8 4.1 81.5 63.1 93.8 88.1 6.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 6 7 20 15 29 23 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,201 COMMITMENTS 3,230 2,227 2,266 22,707 23,492 28,203 27,985 1,998 2,216 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 70) 527 225 -625 453 370 355 -30 -285 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 7.4 7.5 75.2 77.8 93.4 92.7 6.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 5 13 15 21 21 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,551 COMMITMENTS 5,049 3,509 6,062 8,509 9,991 19,620 19,562 3,932 3,989 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 165) 30 -279 -123 13 581 -80 178 245 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 14.9 25.7 36.1 42.4 83.3 83.1 16.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 6 8 10 10 22 19 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,691 COMMITMENTS 1,847 1,884 1,265 12,549 12,584 15,661 15,733 1,030 958 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 616) 318 -90 151 50 503 518 564 98 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 11.3 7.6 75.2 75.4 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 8 6 15 15 26 27 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,780 COMMITMENTS 5,014 624 8,473 67,133 68,892 80,621 77,989 9,159 11,791 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -4,991) -27 369 -1,636 -3,323 -3,607 -4,986 -4,874 -5 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.7 9.4 74.8 76.7 89.8 86.9 10.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 4 19 20 24 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,859 COMMITMENTS 9,722 4,420 481 7,329 12,798 17,532 17,699 1,327 1,160 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 17) -375 354 -12 272 -229 -115 113 132 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 23.4 2.6 38.9 67.9 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 45 28 11 27 34 77 70 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,428 COMMITMENTS 29,707 9,965 287 7,517 29,716 37,512 39,968 5,916 3,460 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -518) 537 -378 -232 -182 272 122 -338 -640 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.4 22.9 0.7 17.3 68.4 86.4 92.0 13.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 71 40 9 25 37 100 82 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,092 COMMITMENTS 84,927 21,430 30,956 149,561 222,311 265,443 274,696 23,649 14,396 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 5,089) 5,537 -1,912 235 -2,442 7,256 3,330 5,579 1,759 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 7.4 10.7 51.7 76.9 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 77 18 39 79 90 171 133 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,413 COMMITMENTS 450 1,120 100 7,843 7,173 8,393 8,393 20 20 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 83) 0 0 0 83 83 83 83 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 13.3 1.2 93.2 85.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 1 27 31 30 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,112 COMMITMENTS 225 134 0 50,890 51,649 51,115 51,783 997 329 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -328) -275 0 0 -3 -278 -278 -278 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.3 0.0 97.7 99.1 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 1 0 47 41 49 42 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,770 COMMITMENTS 0 150 0 14,408 14,470 14,408 14,620 362 150 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 711) 0 0 0 711 711 711 711 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 97.5 98.0 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 18 20 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,465 COMMITMENTS 200 3,225 0 7,265 4,240 7,465 7,465 0 0 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 400) 0 350 0 400 50 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 43.2 0.0 97.3 56.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 0 30 20 33 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,026 COMMITMENTS 147 0 78 3,571 3,846 3,796 3,924 230 102 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 331) 138 0 0 375 331 513 331 -182 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 1.9 88.7 95.5 94.3 97.5 5.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 18 13 20 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,315 COMMITMENTS 884 4,528 274 21,154 17,432 22,312 22,234 3 81 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,963) 164 152 -726 -3,394 -3,353 -3,956 -3,927 -7 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 20.3 1.2 94.8 78.1 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 4 3 35 38 39 44 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,206 COMMITMENTS 1,702 742 471 8,889 9,991 11,062 11,204 144 2 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,243) -277 72 -141 -1,918 -2,161 -2,336 -2,230 93 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 6.6 4.2 79.3 89.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 24 24 28 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,846 COMMITMENTS 9,978 2,280 596 18,852 26,184 29,426 29,060 420 786 CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,447) -893 -116 -244 -2,520 -3,494 -3,657 -3,854 210 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 7.6 2.0 63.2 87.7 98.6 97.4 1.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 5 22 29 27 37
Updated January 6, 2012