```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,592
COMMITMENTS
     394        0       12   39,076   39,293   39,482   39,305      110      287

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -8,601)
     -11        0     -238   -8,348   -8,304   -8,597   -8,542       -4      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     98.7     99.2     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        0        1       39       50       41       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,829
COMMITMENTS
       0        0        0   13,680   13,745   13,680   13,745      149       84

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,268)
       0        0        0   -1,279   -1,252   -1,279   -1,252       11      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       23       29       23       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,160
COMMITMENTS
     112      318      165    8,854    8,730    9,131    9,213    1,029      947

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,054)
      60      -30      -88   -1,026     -875   -1,054     -993        0      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.1      1.6     87.1     85.9     89.9     90.7     10.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       32       37       36       40
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,937
COMMITMENTS
     355       71      322    4,716    4,762    5,393    5,155      544      782

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,525)
    -234       -5       -4   -1,341   -1,543   -1,579   -1,552       54       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.2      5.4     79.4     80.2     90.8     86.8      9.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        2        3       41       41       45       46
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,895
COMMITMENTS
      95      493       96    1,833    1,985    2,024    2,574      871      321

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -379)
     -95      -90        0     -494     -385     -589     -475      210       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     17.0      3.3     63.3     68.6     69.9     88.9     30.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       17       21       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,640
COMMITMENTS
       0        0        0    8,469    8,509    8,469    8,509      171      131

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -910)
       0        0        0   -1,051     -754   -1,051     -754      141     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.5     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       17       20       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,384
COMMITMENTS
       0      448      126   22,258   21,810   22,384   22,384        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -4,510)
       0      -75     -100   -4,410   -4,335   -4,510   -4,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.6     99.4     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       26       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      310,785
COMMITMENTS
  48,960   32,497   46,959  172,189  206,373  268,108  285,829   42,677   24,956

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      3,921)
  -2,507    2,067     -601    8,108    4,111    5,000    5,577   -1,078   -1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     10.5     15.1     55.4     66.4     86.3     92.0     13.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      43       18       35       80       86      140      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       50,315
COMMITMENTS
       0    8,058   17,029   31,732   24,366   48,762   49,453    1,553      862

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -18,461)
     -98      383   -8,263   -9,543  -10,276  -17,905  -18,156     -556     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0     33.8     63.1     48.4     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        7        7       17       17       25       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,235
COMMITMENTS
     500      821      150   10,585   10,164   11,235   11,135        0      100

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -4,063)
    -550     -195     -350   -3,139   -3,518   -4,039   -4,063      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.3      1.3     94.2     90.5    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        1       40       38       44       43
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,107
COMMITMENTS
   1,020      205        0    6,929    7,757    7,949    7,962      158      145

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -392)
     167     -205     -100     -431      -67     -364     -372      -28      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.5      0.0     85.5     95.7     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        0       25       22       31       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      972,861
COMMITMENTS
 170,102  338,268  323,823  410,510  262,035  904,434  924,125   68,426   48,735

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -8,721)
      53   -2,673   -8,934   -3,923    1,181  -12,804  -10,426    4,083    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     34.8     33.3     42.2     26.9     93.0     95.0      7.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      94      130      140       82       71      263      264
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,833,591
COMMITMENTS
  79,590  110,441  672,968  1076854  1044286  1829411  1827695    4,179    5,896

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     61,246)
  -5,047    2,679   36,309   30,520   23,082   61,782   62,070     -536     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      6.0     36.7     58.7     57.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      39       28       54       63       60      127      117
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       26,022
COMMITMENTS
  12,527   11,426    6,726    4,679    5,839   23,932   23,992    2,090    2,030

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      3,668)
      70      461    2,764      979      570    3,814    3,795     -146     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1     43.9     25.8     18.0     22.4     92.0     92.2      8.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7       11        6        8       19       21
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       73,844
COMMITMENTS
  37,603   33,283   22,234   12,265   17,495   72,103   73,012    1,741      832

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      6,679)
   4,777    2,926    1,200      848    2,556    6,825    6,682     -146       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     45.1     30.1     16.6     23.7     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       11       14       11       14       28       32
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,087
COMMITMENTS
       0    9,982    1,852   49,643   33,725   51,495   45,559    3,592    9,528

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -5,697)
       0      591   -1,076   -5,506  -10,235   -6,582  -10,720      885    5,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      3.4     90.1     61.2     93.5     82.7      6.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       11       14       14       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,288
COMMITMENTS
   2,224      327    2,998   74,196   75,928   79,418   79,253    9,870   10,035

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -5,716)
    -562     -451      100   -5,207  -10,661   -5,669  -11,012      -47    5,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.4      3.4     83.1     85.0     88.9     88.8     11.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       16       19       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,494,503
COMMITMENTS
 466,806  184,523  707,793  1285120  1581008  2459719  2473324   34,784   21,179

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -9,271)
  21,482   21,183  -30,322     -700   -1,220   -9,540  -10,359      269    1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.4     28.4     51.5     63.4     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      29       28       46       95       86      151      134
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,061,770
COMMITMENTS
 195,492  115,234  199,637  662,132  743,933  1057261  1058804    4,509    2,966

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     12,801)
   9,211       34    8,279   -3,810    5,139   13,680   13,452     -879     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     10.9     18.8     62.4     70.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       15       33       42       40       78       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,420
COMMITMENTS
     193    1,178      120   13,949   13,011   14,262   14,309      157      111

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -4,989)
    -263     -371       12   -4,795   -4,424   -5,046   -4,783       57     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.2      0.8     96.7     90.2     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        8        5       36       42       42       50
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,498
COMMITMENTS
      44      123      174    1,641    1,635    1,859    1,932      639      566

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -374)
      14      -20      -46     -243     -136     -275     -202      -99     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      4.9      7.0     65.7     65.5     74.4     77.3     25.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       19       20       22       24
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,491
COMMITMENTS
      46      182        0    1,040    1,046    1,086    1,228      405      263

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -367)
     -58       50        0     -337     -397     -395     -347       28      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     12.2      0.0     69.8     70.2     72.8     82.4     27.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       19       16       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      202,737
COMMITMENTS
  17,256    1,556   29,790  153,228  170,066  200,273  201,412    2,464    1,325

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      4,681)
  -2,855   -1,165    3,546    5,067    3,401    5,758    5,783   -1,077   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.8     14.7     75.6     83.9     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        6       35       34       41       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,853
COMMITMENTS
   2,298    1,082    3,073   24,337   26,291   29,709   30,447    1,144      406

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        431)
     503       20       59      -95      512      466      590      -35     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      3.5     10.0     78.9     85.2     96.3     98.7      3.7      1.3

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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,622
COMMITMENTS
     707      720      428    7,100    8,689    8,235    9,837    2,387      785

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -285)
    -155        0      120     -400     -481     -435     -361      150       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      6.8      4.0     66.8     81.8     77.5     92.6     22.5      7.4

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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,446
COMMITMENTS
   3,592      438      232    7,733   10,938   11,557   11,608      889      838

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -187)
     -23       90      -15      -98        1     -137       76      -50     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      3.5      1.9     62.1     87.9     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       13       16       16       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,037
COMMITMENTS
   2,954    3,180      142   22,422   22,329   25,518   25,651    2,519    2,386

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -347)
     306      -10      -98     -601      -47     -393     -155       46     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     11.3      0.5     80.0     79.6     91.0     91.5      9.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       24       22       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,999
COMMITMENTS
   4,770        0      638    4,377    8,620    9,785    9,258    1,214    1,741

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        188)
     522      -98      -22     -235       89      265      -31      -77      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      0.0      5.8     39.8     78.4     89.0     84.2     11.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       18       16       20       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,684
COMMITMENTS
       0    1,878      586   11,114    9,639   11,700   12,103      984      581

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -366)
       0       34      -18     -216     -337     -234     -321     -132      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.8      4.6     87.6     76.0     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       21       16       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,247
COMMITMENTS
       0        0        0   63,226   63,247   63,226   63,247       21        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,164)
       0        0        0   -2,143   -2,164   -2,143   -2,164      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,029,530
COMMITMENTS
       0        0        0  1029530  1029530  1029530  1029530        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -23,950)
       0        0        0  -23,950  -23,950  -23,950  -23,950        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:       28)
       0        0        0       20       17       20       17
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      315,637
COMMITMENTS
       0        0        0  315,637  315,637  315,637  315,637        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -27,335)
       0        0        0  -27,335  -27,335  -27,335  -27,335        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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,697
COMMITMENTS
       0        0        0   35,697   35,697   35,697   35,697        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -3,612)
       0        0        0   -3,612   -3,612   -3,612   -3,612        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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      659,481
COMMITMENTS
       0        0        0  659,481  659,481  659,481  659,481        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -68,145)
       0        0        0  -68,145  -68,145  -68,145  -68,145        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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      119,139
COMMITMENTS
     105        0        0  118,779  119,139  118,884  119,139      255        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -8,475)
    -105        0        0   -8,370   -8,475   -8,475   -8,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.7    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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,006,078
COMMITMENTS
   4,080        0        0  2001998  2006078  2006078  2006078        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:   -164,745)
  -3,850        0        0 -160,895 -164,745 -164,745 -164,745        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       17       28       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,104
COMMITMENTS
   1,579      824    3,018   44,507   45,262   49,104   49,104        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,289)
     304   -1,580      971   -3,564   -1,680   -2,289   -2,289        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.7      6.1     90.6     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       27       22       30       26
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,182,422
COMMITMENTS
  37,512   44,995   13,965  1130945  1123462  1182422  1182422        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -34,875)
  -9,408  -10,455    4,680  -30,147  -29,100  -34,875  -34,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.8      1.2     95.6     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       27       22       30       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,399
COMMITMENTS
       0      790        0   51,378   50,354   51,378   51,144       21      255

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,090)
       0      178        0   -2,069   -2,268   -2,069   -2,090      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0    100.0     98.0    100.0     99.5      0.0      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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,962
COMMITMENTS
       0    4,806      294   24,668   19,862   24,962   24,962        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      6,957)
       0     -126        0    6,957    7,083    6,957    6,957        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.3      1.2     98.8     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13        9       14       10
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,771
COMMITMENTS
   2,550    2,340      210   45,906   46,221   48,666   48,771      105        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -216)
       0    1,485     -210       15   -1,491     -195     -216      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.8      0.4     94.1     94.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       16       20       18       21
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,446
COMMITMENTS
  18,515        0    2,770   19,906   38,676   41,191   41,446      255        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      6,218)
     -68        0     -147    6,433    6,365    6,218    6,218        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      0.0      6.7     48.0     93.3     99.4    100.0      0.6      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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       18,147
COMMITMENTS
     765    1,267       21   16,574   16,604   17,360   17,892      787      255

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,248)
       0    1,071     -126   -1,891   -2,143   -2,017   -1,198     -231   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      7.0      0.1     91.3     91.5     95.7     98.6      4.3      1.4

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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      915,333
COMMITMENTS
  23,400   35,926    1,224  890,709  878,183  915,333  915,333        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -55,390)
       0   -5,015        0  -55,390  -50,375  -55,390  -55,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.9      0.1     97.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       21       23       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      977,452
COMMITMENTS
  95,735        0        0  881,717  977,452  977,452  977,452        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -8,522)
       0        0        0   -8,522   -8,522   -8,522   -8,522        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      0.0     90.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       18       18       18
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      119,845
COMMITMENTS
       0    2,040        0  119,845  117,805  119,845  119,845        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -11,935)
       0   -1,925        0  -11,935  -10,010  -11,935  -11,935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,443
COMMITMENTS
     401    1,717    1,092    9,926    8,601   11,418   11,410       25       34

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        456)
      36      142      107      326      225      468      474      -12      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     15.0      9.5     86.7     75.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        4       16       17       21       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,200
COMMITMENTS
     230       36       77   18,790   18,908   19,097   19,021      103      179

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -3,027)
     -65      -20      -35   -2,927   -3,001   -3,027   -3,056        0       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      0.4     97.9     98.5     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        1        3       40       37       45       40
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,288
COMMITMENTS
     145       90        0    8,858    8,744    9,003    8,834      285      454

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,310)
      -5        0        0   -1,334   -1,265   -1,339   -1,265       29      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.0      0.0     95.4     94.1     96.9     95.1      3.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       20       19       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,713
COMMITMENTS
       0       45       25    6,508    6,400    6,533    6,470      180      243

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -733)
      -5      -15       -5     -630     -736     -640     -756      -93       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.4     96.9     95.3     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       21       23       22       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,643
COMMITMENTS
       0        0        0    8,355    8,511    8,355    8,511    1,288    1,132

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -985)
       0        0        0     -891     -925     -891     -925      -94      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.6     88.3     86.6     88.3     13.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       21       24       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,297,224
COMMITMENTS
 330,152  102,680  793,375  1077226  1331886  2200754  2227942   96,470   69,282

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     54,103)
   4,693   -3,108   36,727    7,346   21,964   48,766   55,583    5,336   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      4.5     34.5     46.9     58.0     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     142       93      182       89      106      318      305
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,558
COMMITMENTS
  82,246   13,397   24,949   79,674  147,089  186,868  185,434    1,690    3,124

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,053)
  -4,177     -361    2,730    3,489     -612    2,041    1,756       11      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      7.1     13.2     42.3     78.0     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        5        9       19       19       28       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,946
COMMITMENTS
  46,438   15,476    3,987  110,782  133,298  161,207  152,761   35,739   44,185

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -11,301)
  -1,157   -3,330   -1,272   -7,430   -9,165   -9,859  -13,767   -1,442    2,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      7.9      2.0     56.2     67.7     81.9     77.6     18.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        8       21       23       31       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,601
COMMITMENTS
  18,738    1,329   15,194   49,585   67,827   83,517   84,350    4,085    3,251

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      3,860)
   1,018     -191    1,815      674    1,752    3,507    3,376      353      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      1.5     17.3     56.6     77.4     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        6       18       22       23       45       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      512,599
COMMITMENTS
  36,179    2,038   84,098  381,149  414,454  501,426  500,589   11,174   12,010

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -30,721)
  -3,817     -455   -8,644  -17,505  -21,285  -29,965  -30,383     -756     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.4     16.4     74.4     80.9     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        1       14       35       36       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,528
COMMITMENTS
     200    1,175      575   15,732   14,777   16,507   16,527       21        1

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,189)
     -75       17      200   -1,506   -1,598   -1,381   -1,381     -808     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.1      3.5     95.2     89.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        5        3       32       29       36       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,181
COMMITMENTS
   4,006   12,105    2,030   47,635   36,721   53,671   50,856    3,510    6,325

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:         50)
     183        0      -38        0     -212      145     -250      -95      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     21.2      3.6     83.3     64.2     93.9     88.9      6.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        5        7       21       16       30       23
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,974
COMMITMENTS
   2,632    2,702    1,418   22,940   22,390   26,990   26,510    1,984    2,464

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:         11)
      40   -1,708      818     -607    1,441      251      551     -240     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      9.3      4.9     79.2     77.3     93.2     91.5      6.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        4       13       15       19       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,270
COMMITMENTS
   2,227       50        0    6,965    9,195    9,192    9,245       78       25

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,065)
    -400      -50        0   -1,695   -1,990   -2,095   -2,040       30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      0.5      0.0     75.1     99.2     99.2     99.7      0.8      0.3

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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,264
COMMITMENTS
   4,439    4,218    6,082    9,383    9,485   19,904   19,785    4,360    4,479

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -669)
    -146      144     -858     -195     -152   -1,199     -865      530      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     17.4     25.1     38.7     39.1     82.0     81.5     18.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        9        8       10       10       21       21
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,011
COMMITMENTS
   1,720    2,191    1,280   13,842   13,793   16,843   17,264    1,168      746

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,267)
    -109     -333     -108     -908     -498   -1,125     -939     -142     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     12.2      7.1     76.9     76.6     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        9        6       14       15       23       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,369
COMMITMENTS
   7,424      785    9,306   65,962   68,271   82,692   78,362   11,676   16,007

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -7,260)
    -874      151     -928   -4,380   -5,922   -6,181   -6,698   -1,079     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.8      9.9     69.9     72.3     87.6     83.0     12.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        6       18       19       25       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,213
COMMITMENTS
  11,240    4,857      289    8,284   14,381   19,814   19,526    1,399    1,686

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        362)
     249     -454       22     -272      583       -1      151      363      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.0     22.9      1.4     39.1     67.8     93.4     92.1      6.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      44       38        9       33       36       80       81
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,705
COMMITMENTS
  29,233    8,162      582    8,195   32,477   38,011   41,221    6,695    3,484

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,932)
   2,235    1,766       99      109      622    2,443    2,487      488      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.4     18.3      1.3     18.3     72.6     85.0     92.2     15.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      72       36       12       25       36      101       80
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      280,490
COMMITMENTS
  78,063   22,268   32,696  149,910  212,313  260,669  267,277   19,821   13,213

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,991)
   3,395   -1,676   -1,565      343    9,397    2,173    6,156    3,818     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      7.9     11.7     53.4     75.7     92.9     95.3      7.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      68       16       41       80       93      164      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,280
COMMITMENTS
   7,241        0      993    6,407   12,221   14,641   13,214    4,639    6,066

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -3,842)
  -1,397        0      -75   -1,069   -3,750   -2,541   -3,825   -1,301      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      0.0      5.2     33.2     63.4     75.9     68.5     24.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        0        3       11       14       16       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,497
COMMITMENTS
       0        0        0    7,469    7,056    7,469    7,056    1,028    1,441

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,049)
       0        0        0     -865   -1,477     -865   -1,477     -184      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.9     83.0     87.9     83.0     12.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,164
COMMITMENTS
     400      633      200    6,544    6,311    7,144    7,144       20       20

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,340)
       0      126      150   -1,490   -1,616   -1,340   -1,340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      8.8      2.8     91.3     88.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       25       27       28       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,315
COMMITMENTS
     575      134        0   50,079   50,823   50,654   50,957      661      358

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -8,431)
       0        1       -2   -8,221   -8,340   -8,223   -8,341     -208      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.3      0.0     97.6     99.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        0       43       35       45       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,076
COMMITMENTS
       0        0        0   12,956   13,076   12,956   13,076      120        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,965)
       0        0        0   -1,965   -1,965   -1,965   -1,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       17       20       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,015
COMMITMENTS
      50    2,425        0    5,965    3,590    6,015    6,015        0        0

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -830)
    -500     -400        0     -330     -430     -830     -830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     40.3      0.0     99.2     59.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        0       29       18       30       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,845
COMMITMENTS
       9        0       78    3,346    3,665    3,433    3,743      412      102

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,426)
       9      -76       -9   -1,375   -1,311   -1,375   -1,396      -51      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      2.0     87.0     95.3     89.3     97.3     10.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       12       18       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,494
COMMITMENTS
     752    3,734      933   21,799   18,724   23,484   23,391       10      103

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,797)
     132     -335     -266   -2,653   -2,221   -2,787   -2,822      -10       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     15.9      4.0     92.8     79.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        5        4       38       39       42       46
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,370
COMMITMENTS
     264    2,026        0    4,074    2,190    4,338    4,216       32      154

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,745)
  -1,644      156        0      -69   -1,831   -1,713   -1,675      -32      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     46.4      0.0     93.2     50.1     99.3     96.5      0.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        8       13        9       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,603
COMMITMENTS
   1,814      749      612    9,126   10,227   11,552   11,588       51       15

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,849)
      96      257     -331   -1,566   -1,721   -1,801   -1,795      -48      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      6.5      5.3     78.7     88.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        2       28       29       33       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,840
COMMITMENTS
  10,796    2,276      816   21,018   29,345   32,630   32,437      210      403

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,871)
    -433      126     -260   -2,146   -2,667   -2,839   -2,801      -32      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      6.9      2.5     64.0     89.4     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        4        5       28       37       35       45
```

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Updated December 9, 2011