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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      273,933
COMMITMENTS
  50,769   35,691   25,414  156,886  188,933  233,069  250,038   40,864   23,895

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,734)
  -2,222    1,870   -1,116    7,119    3,687    3,781    4,441   -1,047   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     13.0      9.3     57.3     69.0     85.1     91.3     14.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      40       18       32       79       81      135      120
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      943,649
COMMITMENTS
 167,830  334,318  307,696  403,549  254,924  879,075  896,938   64,574   46,711

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -11,446)
     -89   -4,113  -10,019   -4,739      971  -14,847  -13,161    3,401    1,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     35.4     32.6     42.8     27.0     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      85      125      128       81       66      251      247
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY 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:       22,026
COMMITMENTS
  10,506   11,386    5,869    4,659    4,309   21,034   21,564      992      462

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      3,544)
     -11      489    2,730      975      475    3,694    3,694     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     51.7     26.6     21.2     19.6     95.5     97.9      4.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7       10        5        6       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       87,434
COMMITMENTS
   2,224       16    2,998   72,342   74,385   77,564   77,399    9,870   10,035

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -5,896)
    -562     -483      100   -5,387  -10,809   -5,849  -11,192      -47    5,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      3.4     82.7     85.1     88.7     88.5     11.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       15       16       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       14,049
COMMITMENTS
     193    1,178      120   13,579   12,640   13,892   13,938      157      111

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -5,109)
    -263     -371       12   -4,917   -4,546   -5,168   -4,905       59     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.4      0.9     96.7     90.0     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       58,718
COMMITMENTS
  22,730      260    2,914   31,101   54,633   56,745   57,807    1,973      911

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -568)
  -1,440      -80      252    1,717      421      529      593   -1,097   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      0.4      5.0     53.0     93.0     96.6     98.4      3.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        4       33       29       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY 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:       15,384
COMMITMENTS
     200    1,082    1,226   12,814   12,670   14,240   14,978    1,144      406

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -508)
     120       20      -24     -569     -345     -473     -349      -35     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.0      8.0     83.3     82.4     92.6     97.4      7.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       21       22       24       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       11,946
COMMITMENTS
   3,400      438       88    7,589   10,602   11,077   11,128      869      818

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -187)
     -54       90        0      -83      -14     -137       76      -50     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      3.7      0.7     63.5     88.7     92.7     93.2      7.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       13       16       16       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY 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 TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       17       20       17
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY 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 TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 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 TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 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 TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       17,713
COMMITMENTS
     765    1,267       21   16,140   16,170   16,926   17,458      787      255

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,121)
       0    1,071     -126   -1,764   -2,016   -1,890   -1,071     -231   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      7.2      0.1     91.1     91.3     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       14       14       16       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:    1,332,544
COMMITMENTS
 308,190  152,386  365,043  573,061  756,902  1246294  1274331   86,250   58,213

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     30,032)
     185      860   28,979   -3,665    2,346   25,499   32,185    4,533   -2,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     11.4     27.4     43.0     56.8     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     114       83      141       84      101      271      265
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY 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 TRADERS
    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
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY 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:       19,774
COMMITMENTS
  11,201    4,832      134    7,386   13,438   18,721   18,404    1,053    1,370

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        -73)
     198     -496      -26     -282      536     -110       14       37      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     24.4      0.7     37.4     68.0     94.7     93.1      5.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      41       39        5       31       29       74       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY 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:       41,893
COMMITMENTS
  28,967    8,221      349    5,954   29,880   35,270   38,450    6,623    3,443

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      3,073)
   2,287    1,809       62      235      756    2,584    2,627      489      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     19.6      0.8     14.2     71.3     84.2     91.8     15.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      70       36        7       22       33       93       75
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY 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:      270,399
COMMITMENTS
  77,708   23,494   26,857  146,395  207,230  250,960  257,581   19,439   12,818

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      4,133)
   3,356   -1,345   -2,636     -353    8,366      367    4,385    3,766     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      8.7      9.9     54.1     76.6     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      65       18       37       80       91      161      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
```

----

Updated December 9, 2011