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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,327
COMMITMENTS
     458        0      444   48,333   48,584   49,235   49,028       92      299

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,524)
     125      -25      -81    1,480    1,625    1,524    1,519        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.9     98.0     98.5     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        0        1       41       45       44       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,400
COMMITMENTS
       0       50        0   12,262   12,250   12,262   12,300      138      100

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        551)
       0       50        0      551      501      551      551        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     98.9     98.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       23       26       23       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,600
COMMITMENTS
       0      281      219    9,389    9,102    9,608    9,602      992      998

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        514)
       0      -37       30      603      666      633      659     -119     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      2.1     88.6     85.9     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        3        3       35       40       38       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,787
COMMITMENTS
     745      141      152    5,414    5,668    6,311    5,961      476      826

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        326)
     -46      -10       57      257      198      268      245       58       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.1      2.2     79.8     83.5     93.0     87.8      7.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        3        2       47       52       51       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,047
COMMITMENTS
     310      563       96    2,056    2,158    2,462    2,817      585      230

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        170)
       0       50        0       92      115       92      165       78        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     18.5      3.2     67.5     70.8     80.8     92.5     19.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       22       22       26       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,679
COMMITMENTS
      58      155        6    1,138    1,226    1,202    1,387      477      292

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:         38)
       0        0        0       33       53       33       53        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      9.2      0.4     67.8     73.0     71.6     82.6     28.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       17       15       19
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,811
COMMITMENTS
       0        0        0    2,796    2,811    2,796    2,811       15        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       13       13       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,860
COMMITMENTS
       0        0        0    9,830    9,543    9,830    9,543       30      317

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        121)
       0        0        0      121      121      121      121        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     96.8     99.7     96.8      0.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       16       26       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,899
COMMITMENTS
       0      248      451   25,448   25,200   25,899   25,899        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,910)
       0      -90       90    4,820    4,910    4,910    4,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.7     98.3     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       29       28       30       30
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      369,272
COMMITMENTS
  58,768   33,047   77,243  182,469  232,168  318,479  342,458   50,793   26,814

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -1,564)
     289   -1,977   10,085   -4,018    1,341    6,356    9,448   -7,921  -11,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      8.9     20.9     49.4     62.9     86.2     92.7     13.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      49       26       45       83       97      160      146
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       78,052
COMMITMENTS
      78    5,668   30,225   45,420   40,847   75,722   76,741    2,330    1,312

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,778)
     -67      751    6,807    2,419    2,657    9,159   10,215   -4,381   -5,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.3     38.7     58.2     52.3     97.0     98.3      3.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        6       10       17       17       27       27
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,250
COMMITMENTS
     250      580      650   11,676   11,920   12,576   13,150      674      100

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -3,882)
    -185      375     -115   -4,256   -4,235   -4,556   -3,975      674       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.4      4.9     88.1     90.0     94.9     99.2      5.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        3        3       43       42       47       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,849
COMMITMENTS
   1,003      310      100    6,560    7,174    7,663    7,584      186      265

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        510)
    -174     -100        0      600      435      426      335       84      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      3.9      1.3     83.6     91.4     97.6     96.6      2.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        2        1       23       20       29       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,038,447
COMMITMENTS
 171,209  352,394  358,976  435,101  279,676  965,285  991,045   73,162   47,401

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     33,544)
  23,130   43,688    5,374    5,976      835   34,481   49,897     -937  -16,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     33.9     34.6     41.9     26.9     93.0     95.4      7.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      94      130      139       91       82      268      277
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,893,020
COMMITMENTS
  78,447  106,745  695,490  1113985  1083723  1887922  1885958    5,097    7,061

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    150,453)
  13,290   18,706   80,457   58,711   52,098  152,458  151,261   -2,005     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.6     36.7     58.8     57.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      38       28       54       67       63      130      120
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       21,216
COMMITMENTS
  10,616    9,182    4,667    3,605    5,014   18,888   18,863    2,328    2,354

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0     43.3     22.0     17.0     23.6     89.0     88.9     11.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        8       11        6        7       18       20
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       63,953
COMMITMENTS
  29,762   28,707   21,295   11,366   12,967   62,422   62,969    1,531      984

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,650)
   4,486    5,225      951     -445   -1,236    4,993    4,940      658      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5     44.9     33.3     17.8     20.3     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       11       16       11       16       28       35
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,650
COMMITMENTS
       0    9,955    2,370   53,731   40,985   56,101   53,310    3,549    6,340

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        427)
    -618    1,299      232     -362   -2,691     -748   -1,160    1,175    1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      4.0     90.1     68.7     94.1     89.4      5.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       13       17       16       20
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:        -60)
    -156        0       48        0     -108     -108      -60       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,008
COMMITMENTS
   2,692       71    3,148   79,251   86,714   85,091   89,933    9,917    5,075

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        329)
    -369       71      238      460     -836      329     -527        0      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.1      3.3     83.4     91.3     89.6     94.7     10.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,536,642
COMMITMENTS
 458,670  160,269  708,065  1346893  1657308  2513628  2525642   23,014   11,000

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    126,212)
  40,047   10,149   70,822   84,832   77,745  195,701  158,716  -69,489  -32,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      6.3     27.9     53.1     65.3     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      34       25       48      102       92      161      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,111,237
COMMITMENTS
 172,155  101,405  221,167  714,201  785,383  1107523  1107955    3,714    3,282

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     22,686)
   8,776      583     -887   14,961   24,001   22,850   23,697     -164   -1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      9.1     19.9     64.3     70.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       17       35       40       40       78       76
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,650
COMMITMENTS
     101    1,407       64   17,873   16,772   18,038   18,243      611      407

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        524)
      -1      127      -81      645      488      563      534      -39      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.5      0.3     95.8     89.9     96.7     97.8      3.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        7        4       39       46       44       53
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,361
COMMITMENTS
       0      163      216    1,261    1,177    1,477    1,556      884      805

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        246)
       0       -6       31      221      306      252      331       -6      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      9.1     53.4     49.9     62.6     65.9     37.4     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       19       19       22       23
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,311
COMMITMENTS
      78        0        5      804      955      887      960      424      351

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:         58)
       0        0        0      173      116      173      116     -115      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.4     61.3     72.8     67.7     73.2     32.3     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       19       20       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      203,241
COMMITMENTS
  18,236    2,960   26,390  155,362  171,954  199,988  201,303    3,254    1,938

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      8,837)
  -1,505       43    4,694    4,987    4,029    8,177    8,766      661       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      1.5     13.0     76.4     84.6     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        6       35       32       41       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,039
COMMITMENTS
   1,990    1,297    3,127   24,769   26,133   29,886   30,556    1,153      483

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,950)
   1,264      373      228    1,464    2,345    2,956    2,946       -6        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.2     10.1     79.8     84.2     96.3     98.4      3.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       23       23       26       27
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,777
COMMITMENTS
     732      720      428    7,500    9,054    8,660   10,202    2,117      575

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        410)
     222     -138      138       24      698      384      698       26     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      6.7      4.0     69.6     84.0     80.4     94.7     19.6      5.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,362
COMMITMENTS
   3,379      232      236    7,928   10,552   11,542   11,020      820    1,342

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        130)
     257        0      -44      -38      152      174      108      -44       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      1.9      1.9     64.1     85.4     93.4     89.1      6.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       13       15       16       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,920
COMMITMENTS
   2,798    3,190      238   22,545   22,302   25,581   25,730    2,339    2,190

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        218)
       8        0       10       83      224      101      234      117      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     11.4      0.9     80.7     79.9     91.6     92.2      8.4      7.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,930
COMMITMENTS
   3,768       18      480    4,431    8,202    8,679    8,700    1,251    1,230

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        522)
     240       18      480      162      162      882      660     -360     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      0.2      4.8     44.6     82.6     87.4     87.6     12.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       16       19       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,660
COMMITMENTS
       0    1,510      622   10,964    9,910   11,586   12,042    1,074      618

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        516)
       0      616     -176      668       76      492      516       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.9      4.9     86.6     78.3     91.5     95.1      8.5      4.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,026
COMMITMENTS
       0        0        0   54,832   55,026   54,832   55,026      194        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,532)
       0        0        0    1,380    1,532    1,380    1,532      152        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      918,630
COMMITMENTS
       0        0        0  915,871  918,630  915,871  918,630    2,759        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     27,095)
       0        0        0   24,336   27,095   24,336   27,095    2,759        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       16       19       16
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,206
COMMITMENTS
     105   19,341        0   32,101   12,865   32,206   32,206        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     60.1      0.0     99.7     39.9    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:      1,630)
       0        0        0    1,630    1,630    1,630    1,630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,295
COMMITMENTS
   1,275    3,044    1,407   45,613   43,844   48,295   48,295        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,559)
    -729    1,821      729    2,559        9    2,559    2,559        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.3      2.9     94.4     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        2       29       24       32       28
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,169,033
COMMITMENTS
  46,920   55,450    9,285  1112828  1104298  1169033  1169033        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     40,315)
       0        0        0   40,315   40,315   40,315   40,315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.7      0.8     95.2     94.5    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,234
COMMITMENTS
       0      612        0   53,192   52,367   53,192   52,979       42      255

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:        609)
       0     -294      294      315      609      609      609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,630
COMMITMENTS
     126        0        0   22,504   22,630   22,630   22,630        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,437
COMMITMENTS
   2,550      855      420   43,341   45,162   46,311   46,437      126        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      147      105      147        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.8      0.9     93.3     97.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       16       19       18       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,443
COMMITMENTS
  16,798        0    2,917   13,473   30,526   33,188   33,443      255        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:         15)
    -750        0        0      765       15       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2      0.0      8.7     40.3     91.3     99.2    100.0      0.8      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,150
COMMITMENTS
     765    1,238      147   18,686   18,510   19,598   19,895      552      255

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        670)
       0      546        0      160      124      160      670      510       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      6.1      0.7     92.7     91.9     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       14       17       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      966,019
COMMITMENTS
  23,400   40,941    1,224  941,395  923,854  966,019  966,019        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      4.2      0.1     97.5     95.6    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      980,219
COMMITMENTS
  93,855        0        0  886,364  980,219  980,219  980,219        0        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -408)
       0        0        0     -408     -408     -408     -408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.0     90.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       16       19       16
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| 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 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,034
COMMITMENTS
     413    1,705      953    9,642    8,342   11,008   11,000       26       34

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        605)
     294      268      -91      403      429      606      606       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     15.5      8.6     87.4     75.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        4       15       17       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,925
COMMITMENTS
     260       56       87   21,412   21,618   21,759   21,761      166      164

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        206)
      50        0        0      156      204      206      204        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      0.4     97.7     98.6     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        3       39       40       43       43
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,302
COMMITMENTS
     150        0        0    9,869    9,868   10,019    9,868      283      434

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        437)
     -87        0      -25      473      398      361      373       76       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     95.8     95.8     97.3     95.8      2.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       20       18       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,050
COMMITMENTS
       0       70        0    6,842    6,740    6,842    6,810      208      240

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        336)
       0        0        0      221      186      221      186      115      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     97.0     95.6     97.0     96.6      3.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       21       23       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,478
COMMITMENTS
       0       20        5    9,074    9,299    9,079    9,324    1,399    1,154

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -129)
       0       20        5     -200     -256     -195     -231       66      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0     86.6     88.7     86.6     89.0     13.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       21       24       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,252,017
COMMITMENTS
 349,169  110,944  722,513  1091413  1333275  2163095  2166732   88,922   85,284

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:   -352,443)
   6,822    2,478 -131,764 -210,135 -204,652 -335,078 -333,937  -17,365  -18,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      4.9     32.1     48.5     59.2     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     137       85      162       88      101      301      282
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      215,511
COMMITMENTS
 102,933   16,066   21,750   89,793  175,471  214,476  213,287    1,035    2,225

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -4,292)
   2,805     -858   -2,158   -4,976   -1,032   -4,328   -4,047       36     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8      7.5     10.1     41.7     81.4     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       12       16       27       26       45       46
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,023
COMMITMENTS
  45,794   17,686    5,292  116,597  140,447  167,683  163,425   36,340   40,598

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,442)
     678       81      255    1,553    1,214    2,486    1,550      956    1,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      8.7      2.6     57.1     68.8     82.2     80.1     17.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        7        9       19       22       30       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,961
COMMITMENTS
  17,587    1,549    8,643   48,819   65,678   75,049   75,870    2,912    2,091

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -34,684)
  -2,377      376   -8,167  -22,253  -26,008  -32,797  -33,798   -1,887     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      2.0     11.1     62.6     84.2     96.3     97.3      3.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        5       12       22       23       39       37
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      536,301
COMMITMENTS
  38,555    2,676   94,723  389,660  423,392  522,938  520,791   13,363   15,510

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     21,652)
   3,573      -45    3,566   14,065   17,921   21,204   21,441      448      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.5     17.7     72.7     78.9     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        2       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,874
COMMITMENTS
     525      766      125   13,202   12,982   13,852   13,873       22        1

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,743)
       0     -450        0    1,743    2,192    1,743    1,742        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.5      0.9     95.2     93.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       29       28       32       33
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,862
COMMITMENTS
   4,059   14,580    2,916   61,476   47,758   68,451   65,254    2,411    5,608

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -4,408)
      71     -357   -1,760   -2,777   -3,093   -4,466   -5,210       58      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     20.6      4.1     86.8     67.4     96.6     92.1      3.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7       11       26       23       38       34
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,778
COMMITMENTS
   2,705    2,892      200   21,949   20,303   24,854   23,395    1,924    3,383

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -8,843)
    -317   -3,713     -113   -7,217   -5,383   -7,647   -9,209   -1,196      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.8      0.7     82.0     75.8     92.8     87.4      7.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        1       13       15       16       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,215
COMMITMENTS
   2,627      100        0    8,540   11,035   11,167   11,135       48       80

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      0.9      0.0     76.1     98.4     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       16       17       18       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,572
COMMITMENTS
   3,277    4,346    7,697   12,016   10,848   22,990   22,891    4,582    4,681

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        -69)
    -178    1,605       24      884   -1,206      729      422     -798     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     15.8     27.9     43.6     39.3     83.4     83.0     16.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       10        9       11       10       22       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,538
COMMITMENTS
   2,534    2,084    1,295   13,321   14,360   17,151   17,739    1,388      799

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -4,750)
  -1,055     -130     -837   -3,170   -3,395   -5,062   -4,362      312     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     11.2      7.0     71.9     77.5     92.5     95.7      7.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8        6       14       15       23       27
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,847
COMMITMENTS
   7,130      729    8,494   68,341   71,002   83,965   80,225   11,882   15,622

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,438)
     699     -551       89    4,820    5,449    5,608    4,986     -170      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.8      8.9     71.3     74.1     87.6     83.7     12.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        5       17       19       23       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,308
COMMITMENTS
  11,509    3,755      898    6,805   14,683   19,211   19,336    1,096      972

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -730)
     270       79      -79     -613     -452     -422     -452     -308     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     18.5      4.4     33.5     72.3     94.6     95.2      5.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      46       41       15       31       36       84       85
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,236
COMMITMENTS
  27,483    4,978      963    9,065   34,594   37,511   40,534    5,725    2,702

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -867)
    -105     -184      -37     -502     -381     -643     -601     -223     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.6     11.5      2.2     21.0     80.0     86.8     93.8     13.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      69       32       10       24       35       96       74
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      319,441
COMMITMENTS
  82,277   24,416   38,257  178,710  243,493  299,243  306,165   20,198   13,276

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     15,541)
   1,498    3,268    4,487   13,753    9,913   19,738   17,669   -4,197   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      7.6     12.0     55.9     76.2     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      70       26       57       87       93      181      159
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,585
COMMITMENTS
   8,786        0      846    6,930   15,860   16,562   16,706    6,023    5,879

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,564)
   1,734        0     -150     -116    1,591    1,468    1,441       96      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      0.0      3.7     30.7     70.2     73.3     74.0     26.7     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        3       10       16       15       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,855
COMMITMENTS
       0        0        0   24,360   22,915   24,360   22,915      495    1,940

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -515)
       0        0        0     -515     -335     -515     -335        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     92.2     98.0     92.2      2.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       17       12       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,394
COMMITMENTS
       0        0        0    6,374    6,374    6,374    6,374       20       20

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       30       27       30       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,184
COMMITMENTS
     925      236       51   53,318   54,325   54,294   54,612      890      572

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,495)
     550        0        0    3,953    4,495    4,503    4,495       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.4      0.1     96.6     98.4     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        2       41       33       45       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,184
COMMITMENTS
       0       50       19   13,045   13,115   13,064   13,184      120        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:         91)
       0      -38       19       85      135      104      116      -13      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.1     98.9     99.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       17       22       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,770
COMMITMENTS
       0    2,475        0    5,320    3,295    5,320    5,770      450        0

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        535)
       0        0        0       85      535       85      535      450        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     42.9      0.0     92.2     57.1     92.2    100.0      7.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       23       14       23       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,371
COMMITMENTS
       0      308       87    4,846    4,916    4,933    5,311      438       60

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        729)
       0       94        0      729      635      729      729        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      1.6     90.2     91.5     91.8     98.9      8.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       21       17       22       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,867
COMMITMENTS
   1,610    3,959      869   21,368   18,961   23,847   23,789       20       78

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,494)
     958    1,378      155    2,381    1,961    3,494    3,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     16.6      3.6     89.5     79.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        6        4       40       44       44       53
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,883
COMMITMENTS
   1,908    1,870        0    3,911    3,789    5,819    5,659       64      224

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     31.8      0.0     66.5     64.4     98.9     96.2      1.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0        8       13        9       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,356
COMMITMENTS
   1,753      118    1,064    9,421   10,976   12,238   12,158      118      198

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        668)
     539      118       91       73      315      703      524      -35      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      1.0      8.6     76.2     88.8     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        2       32       30       38       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,692
COMMITMENTS
  10,929    1,675    1,101   22,420   31,443   34,450   34,219      242      473

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        342)
    -215      985      365      192     -736      342      614        0     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      4.8      3.2     64.6     90.6     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        5       28       39       35       48
```

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Updated November 18, 2011