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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,193
COMMITMENTS
     405        0      250   47,424   47,597   48,079   47,847      114      346

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -592)
    -128        0      -90     -396     -549     -614     -639       22       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.5     98.4     98.8     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        0        1       42       50       44       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,097
COMMITMENTS
       0        0        0   14,959   14,997   14,959   14,997      138      100

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        544)
       0        0        0      544      544      544      544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       31       25       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,214
COMMITMENTS
      52      348      253    9,880    9,605   10,185   10,206    1,029    1,008

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        205)
      28       55      -30      136      208      134      233       71      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.1      2.3     88.1     85.7     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        4       36       42       40       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,462
COMMITMENTS
     589       76      326    6,057    6,305    6,972    6,707      490      755

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        376)
     -32        0       38      376      301      382      339       -6       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.0      4.4     81.2     84.5     93.4     89.9      6.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        2        3       51       53       57       58
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,813
COMMITMENTS
       0        0        0    3,284    2,470    3,284    2,470      529    1,343

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         78)
       0        0        0      223      174      223      174     -145      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.1     64.8     86.1     64.8     13.9     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       21       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,274
COMMITMENTS
     190      583       96    2,327    2,370    2,613    3,049      661      225

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        141)
    -120       35        0      215      131       95      166       46      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     17.8      2.9     71.1     72.4     79.8     93.1     20.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       25       23       28       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,537
COMMITMENTS
      25       85       30    1,259    1,055    1,314    1,170      223      367

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        160)
      25      -10       15      100      130      140      135       20       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.5      2.0     81.9     68.6     85.5     76.1     14.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       18       13       21       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,710
COMMITMENTS
       0       60       45    1,127    1,262    1,172    1,367      538      343

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         69)
     -58      -75       39       40      125       21       89       48      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      2.6     65.9     73.8     68.5     79.9     31.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       15       18       16       20
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,466
COMMITMENTS
       0        0        0    3,451    3,451    3,451    3,451       15       15

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     99.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,550
COMMITMENTS
       0        0        0    9,520    9,263    9,520    9,263       30      287

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -45      -75      -45        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     97.0     99.7     97.0      0.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       27       18       27       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,894
COMMITMENTS
       0      523      226   26,668   26,145   26,894   26,894        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -911)
       0      100      -50     -861     -961     -911     -911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.8     99.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       30       29       31       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      271,199
COMMITMENTS
  52,991   33,821   26,530  149,767  185,246  229,288  245,597   41,911   25,602

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -15,549)
  -5,424   -3,688   -3,875   -3,680   -8,594  -12,979  -16,157   -2,570      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     12.5      9.8     55.2     68.3     84.5     90.6     15.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      44       19       36       76       85      136      127
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,298
COMMITMENTS
   1,050    1,016      500   13,724   13,682   15,274   15,198       24      100

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,050)
     100      165      -50    1,050      985    1,100    1,100      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.6      3.3     89.7     89.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        6        2       46       47       50       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,499
COMMITMENTS
     853      410      100    7,360    7,824    8,313    8,334      186      165

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      4.8      1.2     86.6     92.1     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        1       24       21       30       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      955,095
COMMITMENTS
 167,919  338,431  317,715  408,288  253,953  893,922  910,099   61,173   44,996

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -35,943)
  -9,727  -10,236  -11,447  -10,880  -10,591  -32,054  -32,274   -3,889   -3,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     35.4     33.3     42.7     26.6     93.6     95.3      6.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      88      118      117       88       74      244      252
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       18,482
COMMITMENTS
  10,517   10,897    3,139    3,684    3,834   17,340   17,870    1,142      612

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,098)
    -659      441   -1,187     -200      -75   -2,046     -821      -52   -1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     59.0     17.0     19.9     20.7     93.8     96.7      6.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        8        9        5        6       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,784
COMMITMENTS
       0    9,391    2,928   55,149   43,960   58,077   56,279    2,707    4,505

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        558)
       0     -992      558      548    1,116    1,106      682     -548     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.4      4.8     90.7     72.3     95.5     92.6      4.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        3       16       20       19       23
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       57,794
COMMITMENTS
   3,995    3,564      629   45,786   45,841   50,410   50,034    7,384    7,760

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.2      1.1     79.2     79.3     87.2     86.6     12.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       16       14       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,330
COMMITMENTS
   2,786      499    2,898   77,729   85,194   83,413   88,591    9,917    4,739

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        -45)
     -52        0       36       52        0       36       36      -81      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.5      3.1     83.3     91.3     89.4     94.9     10.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       18       22       21       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,503,774
COMMITMENTS
 445,324  163,340  738,115  1285820  1582228  2469259  2483683   34,515   20,091

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -94,565)
 -21,373  -13,981      955  -74,096  -79,664  -94,514  -92,690      -51   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.5     29.5     51.4     63.2     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      32       25       47       96       86      152      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,048,969
COMMITMENTS
 186,281  115,200  191,358  665,942  738,794  1043581  1045352    5,388    3,617

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -97,725)
 -15,966   24,990  -54,038  -28,629  -67,429  -98,633  -96,477      908   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.0     18.2     63.5     70.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       18       32       40       39       75       73
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,158
COMMITMENTS
     456    1,549      108   18,496   17,186   19,060   18,843       98      315

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        204)
      20      115      -52      247      194      215      257      -11      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      8.1      0.6     96.5     89.7     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        8        5       39       46       46       54
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,872
COMMITMENTS
      30      143      220    1,884    1,771    2,134    2,134      738      738

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        203)
       0      -13       17      108      170      125      174       78       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.0      7.7     65.6     61.7     74.3     74.3     25.7     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       20       20       24       24
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,858
COMMITMENTS
     104      132        0    1,377    1,443    1,481    1,575      377      283

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        421)
     -24      132        0      343      297      319      429      102       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.1      0.0     74.1     77.7     79.7     84.8     20.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       24       24       25       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       59,286
COMMITMENTS
  24,170      340    2,662   29,384   54,212   56,216   57,214    3,070    2,072

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,554)
     760      160       20      165      573      945      753      609      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      0.6      4.5     49.6     91.4     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       34       28       38       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,892
COMMITMENTS
      80    1,062    1,250   13,383   13,015   14,713   15,327    1,179      565

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         83)
       0      -44        0       84       48       84        4       -1       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      6.7      7.9     84.2     81.9     92.6     96.4      7.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       22       22       25       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,907
COMMITMENTS
     862      720      308    7,500    9,170    8,670   10,198    2,237      709

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        136)
     120        0     -120       16      146       16       26      120      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      6.6      2.8     68.8     84.1     79.5     93.5     20.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       16       18       19
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,133
COMMITMENTS
   3,454      348       88    7,672   10,616   11,214   11,052      919    1,081

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         92)
     140       -4        0      -48       96       92       92        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      2.9      0.7     63.2     87.5     92.4     91.1      7.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       13       15       16       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,384
COMMITMENTS
   2,648    3,190      240   23,023   22,376   25,911   25,806    2,473    2,578

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         -2)
     -30        0        2       24     -140       -4     -138        2      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     11.2      0.8     81.1     78.8     91.3     90.9      8.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       23       21       25       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,811
COMMITMENTS
   4,248       98      660    4,612    8,531    9,520    9,289    1,291    1,522

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         70)
       0      -70       90      -20      -70       70      -50        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      0.9      6.1     42.7     78.9     88.1     85.9     11.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       16       20       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,050
COMMITMENTS
       0    1,844      604   11,330    9,976   11,934   12,424    1,116      626

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         68)
       0       56       12       36        0       48       68       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.1      4.6     86.8     76.4     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       20       16       22       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,411
COMMITMENTS
       0        0        0   65,369   65,411   65,369   65,411       42        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,570)
       0        0        0    2,570    2,570    2,570    2,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,053,480
COMMITMENTS
       0        0        0  1053480  1053480  1053480  1053480        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        792)
       0        0        0      792      792      792      792        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:       28)
       0        0        0       19       17       19       17
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,541
COMMITMENTS
     105   21,126        0   36,436   15,415   36,541   36,541        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     57.8      0.0     99.7     42.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13        8       14        9
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      342,972
COMMITMENTS
       0        0        0  342,972  342,972  342,972  342,972        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,309
COMMITMENTS
       0        0        0   39,309   39,309   39,309   39,309        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      727,626
COMMITMENTS
       0        0        0  727,626  727,626  727,626  727,626        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      127,614
COMMITMENTS
     210        0        0  127,149  127,614  127,359  127,614      255        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.6    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       16       29       17       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,170,823
COMMITMENTS
   7,930        0        0  2162893  2170823  2170823  2170823        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       19       29       20       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,393
COMMITMENTS
   1,275    2,404    2,047   48,071   46,942   51,393   51,393        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -1,334)
       0      510        0   -1,334   -1,844   -1,334   -1,334        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      4.7      4.0     93.5     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       28       23       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,217,297
COMMITMENTS
  46,920   55,450    9,285  1161092  1152562  1217297  1217297        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     24,744)
       0        0        0   24,744   24,744   24,744   24,744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.6      0.8     95.4     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       27       23       30       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,489
COMMITMENTS
       0      612        0   53,447   52,622   53,447   53,234       42      255

CHANGES FROM 11/22/11 (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      1.1      0.0     99.9     98.4     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       20       18       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,005
COMMITMENTS
       0    4,932      294   17,711   12,779   18,005   18,005        0        0

CHANGES FROM 11/22/11 (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     27.4      1.6     98.4     71.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13        8       14       10
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,797
COMMITMENTS
     126        0        0   24,671   24,797   24,797   24,797        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        106)
       0        0        0      106      106      106      106        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       14       11       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,987
COMMITMENTS
   2,550      855      420   45,891   47,712   48,861   48,987      126        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.7      0.9     93.7     97.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       16       20       18       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,228
COMMITMENTS
  18,583        0    2,917   13,473   32,311   34,973   35,228      255        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8      0.0      8.3     38.2     91.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       10       15       12       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,834
COMMITMENTS
     765      196      147   17,904   18,186   18,816   18,529    1,018    1,305

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0      840        0      840        0      210    1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.0      0.7     90.3     91.7     94.9     93.4      5.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       14       14       16       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      970,723
COMMITMENTS
  23,400   40,941    1,224  946,099  928,558  970,723  970,723        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.2      0.1     97.5     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       22       22       24       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      985,974
COMMITMENTS
  95,735        0        0  890,239  985,974  985,974  985,974        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      5,755)
   5,755        0        0        0    5,755    5,755    5,755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.0      0.0     90.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       17       19       17
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      131,780
COMMITMENTS
       0    3,965        0  131,780  127,815  131,780  131,780        0        0

CHANGES FROM 11/22/11 (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      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       12       11       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,227
COMMITMENTS
     295       56      112   21,717   21,909   22,124   22,077      103      150

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -210)
      15        0        0     -180     -190     -165     -190      -45      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.3      0.5     97.7     98.6     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        4       40       40       45       44
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,598
COMMITMENTS
     150       90        0   10,192   10,009   10,342   10,099      256      499

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        152)
       0       90        0      152       86      152      176        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.8      0.0     96.2     94.4     97.6     95.3      2.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       20       19       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,446
COMMITMENTS
       5       60       30    7,138    7,136    7,173    7,226      273      220

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        203)
       5       60       30      158      188      193      278       10      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.8      0.4     95.9     95.8     96.3     97.0      3.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       23       24       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,628
COMMITMENTS
       0        0        0    9,246    9,436    9,246    9,436    1,382    1,192

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         16)
       0        0        0      299       28      299       28     -283      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.0     88.8     87.0     88.8     13.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       22       24       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,302,512
COMMITMENTS
 308,005  151,526  336,064  576,726  754,556  1220795  1242146   81,717   60,366

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,894)
  -5,947   -5,080    6,995    2,912    3,279    3,960    5,194    2,934    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     11.6     25.8     44.3     57.9     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     112       84      137       87      100      273      258
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,247
COMMITMENTS
  47,595   18,806    5,259  118,212  142,463  171,066  166,528   37,181   41,719

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        797)
     401    3,351      221      737      781    1,359    4,353     -562   -3,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      9.0      2.5     56.8     68.4     82.1     80.0     17.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        8        9       20       23       31       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,717
COMMITMENTS
     275    1,158      375   17,238   16,375   17,888   17,908      829      809

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,901)
    -250      392      250    2,350    1,727    2,350    2,369      551      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      6.2      2.0     92.1     87.5     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        3       36       30       39       36
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,131
COMMITMENTS
   3,823   12,105    2,068   47,635   36,933   53,526   51,106    3,605    6,025

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        837)
     925       27      446       45     -169    1,416      304     -579      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     21.2      3.6     83.4     64.6     93.7     89.5      6.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        5        8       21       16       30       24
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,963
COMMITMENTS
   2,592    4,410      600   23,547   20,949   26,739   25,959    2,224    3,004

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,682)
     -61    1,518      400    1,343      448    1,682    2,366        0     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     15.2      2.1     81.3     72.3     92.3     89.6      7.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        2       13       15       17       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,335
COMMITMENTS
   2,627      100        0    8,660   11,185   11,287   11,285       48       50

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      0.9      0.0     76.4     98.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       17       17       19       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,847
COMMITMENTS
  11,003    5,328      160    7,668   12,902   18,831   18,390    1,016    1,457

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         54)
     -99      380     -170      535      -82      266      128     -212      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4     26.8      0.8     38.6     65.0     94.9     92.7      5.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      44       38        6       32       26       79       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,820
COMMITMENTS
  26,680    6,412      287    5,719   29,124   32,686   35,823    6,134    2,997

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         13)
    -382      153       38     -393     -584     -737     -393      750      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     16.5      0.7     14.7     75.0     84.2     92.3     15.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      63       36        6       20       32       86       71
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      266,266
COMMITMENTS
  74,352   24,839   29,493  146,748  198,864  250,593  253,196   15,673   13,070

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -19,503)
  -4,519   -2,027      106  -13,016  -15,867  -17,429  -17,788   -2,074   -1,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      9.3     11.1     55.1     74.7     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      58       22       45       87       91      165      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,122
COMMITMENTS
   8,638        0    1,068    7,476   15,971   17,182   17,039    5,940    6,083

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        334)
     111        0      105      166       17      382      122      -48      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      0.0      4.6     32.3     69.1     74.3     73.7     25.7     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        3       13       16       18       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,905
COMMITMENTS
       0        0        0   25,410   23,965   25,410   23,965      495    1,940

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     92.5     98.1     92.5      1.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       17       12       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,546
COMMITMENTS
       0        0        0    8,334    8,533    8,334    8,533    1,212    1,013

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     89.4     87.3     89.4     12.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       16       18       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,504
COMMITMENTS
     400      507       50    8,034    7,927    8,484    8,484       20       20

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,910)
     400      337       50    1,460    1,523    1,910    1,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.0      0.6     94.5     93.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       31       30       33       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,746
COMMITMENTS
     575      133        2   58,300   59,163   58,877   59,298      869      448

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -174)
      50       14      -49     -144      -94     -143     -129      -31      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.0     97.6     99.0     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        1       44       34       48       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,041
COMMITMENTS
       0        0        0   14,921   15,041   14,921   15,041      120        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        241)
       0      -50      -19      260      310      241      241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       17       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,845
COMMITMENTS
     550    2,825        0    6,295    4,020    6,845    6,845        0        0

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        750)
     100      325        0      650      425      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     41.3      0.0     92.0     58.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        0       27       19       29       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,271
COMMITMENTS
       0       76       87    4,721    4,976    4,808    5,139      463      132

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      1.7     89.6     94.4     91.2     97.5      8.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       17       22       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,291
COMMITMENTS
     620    4,069    1,199   24,452   20,945   26,271   26,213       20       78

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,043)
       0      436      100      943      507    1,043    1,043        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     15.5      4.6     93.0     79.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        6        4       40       43       44       51
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,115
COMMITMENTS
   1,908    1,870        0    4,143    4,021    6,051    5,891       64      224

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        232)
       0      150        0      232       82      232      232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     30.6      0.0     67.8     65.8     99.0     96.3      1.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        8       14        9       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,452
COMMITMENTS
   1,718      492      943   10,692   11,948   13,353   13,383       99       69

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        508)
     -20       12      -27      549      535      502      520        6      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      3.7      7.0     79.5     88.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        2       32       33       37       36
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,711
COMMITMENTS
  11,229    2,150    1,076   23,164   32,012   35,469   35,238      242      473

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        630)
     300      600        0      330       30      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      6.0      3.0     64.9     89.6     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        4        5       28       39       35       47
```

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Updated December 2, 2011