```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,583
COMMITMENTS
   1,026       60      583   51,872   52,507   53,481   53,150      102      433

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      4,411)
     240       60       80    4,087    4,180    4,407    4,320        4       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.1      1.1     96.8     98.0     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        1        1       45       45       48       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,689
COMMITMENTS
       0        0        0   12,476   12,574   12,476   12,574      213      115

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        293)
       0        0        0      243      293      243      293       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     99.1     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       28       30       28       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,015
COMMITMENTS
     132      364      193    9,618    9,194    9,943    9,751    1,072    1,264

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        234)
      30       12       -8      174      228      196      232       38        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.3      1.8     87.3     83.5     90.3     88.5      9.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        5       34       40       39       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,051
COMMITMENTS
     911       63       97    6,670    7,039    7,678    7,199      373      852

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        712)
     118       20       30      661      777      809      827      -97     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.8      1.2     82.8     87.4     95.4     89.4      4.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        2        2       54       56       60       59
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,086
COMMITMENTS
       0        0        0    3,258    2,527    3,258    2,527      828    1,559

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      209      103      209      103      -84       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.7     61.8     79.7     61.8     20.3     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       20       18       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,378
COMMITMENTS
     390      599       90    2,417    2,522    2,897    3,211      481      167

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        231)
      30      105        0      284      201      314      306      -83      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     17.7      2.7     71.6     74.7     85.8     95.1     14.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       22       20       26       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,214
COMMITMENTS
       0      140      101    1,628    1,698    1,729    1,939      485      275

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:          8)
       0        0        0       -9       12       -9       12       17       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      4.6     73.5     76.7     78.1     87.6     21.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       22       23       24
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,641
COMMITMENTS
       0        0        0   10,596   10,354   10,596   10,354       45      287

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,648)
       0        0        0    1,648    1,648    1,648    1,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     97.3     99.6     97.3      0.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       18       26       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,970
COMMITMENTS
       0    1,247      436   22,534   21,287   22,970   22,970        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,083)
       0      330        0    2,083    1,753    2,083    2,083        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      1.9     98.1     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       27       29       28       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,734
COMMITMENTS
  55,328   33,351   72,023  192,847  235,306  320,198  340,680   43,536   23,053

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,441)
   4,519    3,987   -1,782   -2,699      551       37    2,756   -3,478   -6,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      9.2     19.8     53.0     64.7     88.0     93.7     12.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      42       25       44       83       91      150      138
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       68,590
COMMITMENTS
     117    6,170   26,113   40,261   35,194   66,491   67,477    2,098    1,113

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -15,793)
    -369   -1,332   -6,670   -8,344   -7,635  -15,382  -15,637     -411     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      9.0     38.1     58.7     51.3     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        8       10       17       17       27       27
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,132
COMMITMENTS
     435      205      765   15,932   16,155   17,132   17,125        0        7

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,801)
      50     -200      650    1,101    1,451    1,801    1,901        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.2      4.5     93.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        1        5       44       47       50       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,314
COMMITMENTS
   1,224      410      100    5,900    6,714    7,224    7,224       90       90

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -597)
     213     -205     -100     -690     -272     -577     -577      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      5.6      1.4     80.7     91.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        1       22       21       28       25
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,610
COMMITMENTS
       0        0        0    1,560    1,610    1,560    1,610       50        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      991,974
COMMITMENTS
 144,086  305,942  362,675  416,953  274,840  923,714  943,458   68,261   48,517

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -29,850)
     282     -192  -19,930  -10,062  -10,829  -29,710  -30,951     -140    1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     30.8     36.6     42.0     27.7     93.1     95.1      6.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      74      135      138       95       86      261      277
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,708,135
COMMITMENTS
  60,887   83,971  595,815  1045808  1021650  1702510  1701436    5,624    6,698

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -99,701)
 -11,489  -15,054  -47,557  -40,773  -37,257  -99,820  -99,868      119      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      4.9     34.9     61.2     59.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      37       29       53       68       63      130      120
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       57,464
COMMITMENTS
  25,675   23,493   20,142   10,760   13,663   56,577   57,298      887      166

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,014)
    -240     -204    1,886     -574     -398    1,071    1,284      -57     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7     40.9     35.1     18.7     23.8     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       10       15       12       15       28       34
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,223
COMMITMENTS
     618    8,256    2,538   53,693   43,676   56,849   54,470    2,374    4,753

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,808)
    -480   -1,168     -180   -3,628   -2,815   -4,288   -4,163     -520     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     13.9      4.3     90.7     73.7     96.0     92.0      4.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       13       18       16       21
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       57,550
COMMITMENTS
   3,723    3,564      581   45,910   45,645   50,214   49,790    7,336    7,760

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,200)
     -16        0     -100   -2,958   -2,813   -3,074   -2,913     -126     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.2      1.0     79.8     79.3     87.3     86.5     12.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       16       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       94,576
COMMITMENTS
   3,646        0    2,848   78,144   87,487   84,638   90,336    9,938    4,240

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -5,257)
    -438        0     -162   -3,804   -4,549   -4,404   -4,710     -853     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      3.0     82.6     92.5     89.5     95.5     10.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       19       22       22       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,388,800
COMMITMENTS
 460,683  161,405  652,115  1242320  1554215  2355118  2367735   33,682   21,065

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -101,281)
  -3,439   15,420  -34,323  -64,038  -82,913 -101,800 -101,816      519      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      6.8     27.3     52.0     65.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      37       22       49       99       90      159      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,050,908
COMMITMENTS
 154,042   86,137  216,037  675,841  744,055  1045920  1046229    4,988    4,679

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -56,331)
 -36,182   -1,518  -17,657   -2,628  -30,498  -56,467  -49,673      136   -6,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      8.2     20.6     64.3     70.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       18       32       40       40       75       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,278
COMMITMENTS
     116    1,321      160   16,687   15,557   16,963   17,038      315      240

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,552)
    -305     -278       26   -2,219   -2,259   -2,498   -2,511      -54      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.6      0.9     96.6     90.0     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        6        4       38       45       43       52
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,491
COMMITMENTS
       0      333      112    1,481    1,195    1,593    1,640      898      851

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        149)
       0       48       34      101      214      135      296       14     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      4.5     59.5     48.0     64.0     65.8     36.0     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        3       19       19       22       24
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,513
COMMITMENTS
      52       48       41      947    1,052    1,040    1,141      473      372

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:         98)
     -28        0      -60      219      255      131      195      -33      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.2      2.7     62.6     69.5     68.7     75.4     31.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       20       24       22       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      191,783
COMMITMENTS
  19,742    2,726   21,330  148,650  166,278  189,722  190,335    2,061    1,448

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -9,059)
     -30     -691   -1,266   -7,731   -7,469   -9,028   -9,426      -31      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.4     11.1     77.5     86.7     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        6       35       33       42       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,568
COMMITMENTS
     675    1,012    2,793   22,873   23,103   26,340   26,908    1,228      660

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -277)
     100      434       47     -376     -656     -229     -175      -48     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.7     10.1     83.0     83.8     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       21       26       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,027
COMMITMENTS
     510      858      290    7,136    7,536    7,936    8,684    2,091    1,343

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -131)
     -25      120        0       62     -379       37     -259     -168      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      8.6      2.9     71.2     75.2     79.1     86.6     20.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,808
COMMITMENTS
   3,037      232      290    7,616    9,965   10,944   10,488      864    1,320

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:         34)
   1,679     -434       23   -1,584      617      117      206      -83     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      2.0      2.5     64.5     84.4     92.7     88.8      7.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       15       15       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,278
COMMITMENTS
   2,550    3,190      228   22,299   22,394   25,077   25,812    2,201    1,466

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        133)
     328      390      -86      204        9      446      313     -313     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     11.7      0.8     81.7     82.1     91.9     94.6      8.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       23       21       25       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,388
COMMITMENTS
   3,528        0        0    4,249    8,040    7,777    8,040    1,611    1,348

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -507)
    -322        0     -218     -318       18     -858     -200      351     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      0.0      0.0     45.3     85.6     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17       15       18       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,662
COMMITMENTS
       0    1,244      550   10,060    9,096   10,610   10,890    1,052      772

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -287)
       0     -350        6     -568       97     -562     -247      275      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      4.7     86.3     78.0     91.0     93.4      9.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       20       16       22       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,219
COMMITMENTS
       0        0        0   52,177   52,219   52,177   52,219       42        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,436)
  -2,151        0     -399      135   -2,016   -2,415   -2,415      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       14       17       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      891,535
COMMITMENTS
       0        0        0  891,535  891,535  891,535  891,535        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -36,312)
 -32,918        0        0   -3,394  -36,312  -36,312  -36,312        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       18       15       18       15
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      342,972
COMMITMENTS
       0        0        0  342,972  342,972  342,972  342,972        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -31,008)
 -16,652        0   -9,408   -4,948  -21,600  -31,008  -31,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,309
COMMITMENTS
       0        0        0   39,309   39,309   39,309   39,309        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,192)
       0        0        0   -3,192   -3,192   -3,192   -3,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      727,626
COMMITMENTS
       0        0        0  727,626  727,626  727,626  727,626        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -64,056)
       0        0        0  -64,056  -64,056  -64,056  -64,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      125,774
COMMITMENTS
     210        0        0  125,309  125,774  125,519  125,774      255        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -9,541)
  -1,291        0   -1,113   -7,137   -8,428   -9,541   -9,541        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.6    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       17       28       18       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,169,599
COMMITMENTS
   7,930        0        0  2161669  2169599  2169599  2169599        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -186,939)
       0  -30,405  -14,886 -172,053 -141,648 -186,939 -186,939        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       19       29       20       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,736
COMMITMENTS
   2,004    1,223      678   43,054   43,835   45,736   45,736        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        990)
  -1,885     -315     -525    3,400    1,830      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.7      1.5     94.1     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        2       28       23       31       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,101,438
COMMITMENTS
  46,920   55,450    9,285  1045233  1036703  1101438  1101438        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      7,119)
 -12,900   45,408   -3,875   23,894  -34,414    7,119    7,119        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.0      0.8     94.9     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       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 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,854
COMMITMENTS
       0      612        0   51,812   50,987   51,812   51,599       42      255

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -888)
       0   -1,086     -105     -762      303     -867     -888      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     99.9     98.3     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       20       18       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,396
COMMITMENTS
       0    5,226        0   17,396   12,170   17,396   17,396        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -630)
       0     -751     -211     -419      332     -630     -630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     30.0      0.0    100.0     70.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        7       13        9
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,630
COMMITMENTS
     126        0        0   22,504   22,630   22,630   22,630        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,593)
       0        0        0   -1,593   -1,572   -1,593   -1,572        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,866
COMMITMENTS
       0      855      420   43,320   42,549   43,740   43,824      126       42

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,575)
       0   -2,703     -357   -1,197    1,506   -1,554   -1,554      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      1.0     98.8     97.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       15       16       16       17
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,428
COMMITMENTS
  17,548        0    2,917   12,708   30,511   33,173   33,428      255        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,023)
  -1,500        0   -1,230    1,707      207   -1,023   -1,023        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.5      0.0      8.7     38.0     91.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2        9       14       11       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       19,611
COMMITMENTS
     765      772      147   18,657   18,437   19,569   19,356       42      255

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,672)
       0      407      -21   -1,630   -2,058   -1,651   -1,672      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.9      0.7     95.1     94.0     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       16       14       18       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      942,499
COMMITMENTS
  23,400   40,931    1,224  917,875  900,344  942,499  942,499        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -33,307)
       0   -1,205   -2,760  -30,547  -29,342  -33,307  -33,307        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.3      0.1     97.4     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       22       22       24       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      919,931
COMMITMENTS
  93,855        0        0  826,076  919,931  919,931  919,931        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      4,998)
 -17,133     -225  -26,037   48,168   31,260    4,998    4,998        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      0.0     89.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       14       19       14
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      120,185
COMMITMENTS
       0    3,965        0  120,185  116,220  120,185  120,185        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -11,539)
       0   -2,040        0  -11,539   -9,499  -11,539  -11,539        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0    100.0     96.7    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 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,071
COMMITMENTS
      88    1,515      973    8,978    7,542   10,040   10,031       31       40

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     15.0      9.7     89.1     74.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        4       13       15       18       19
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,589
COMMITMENTS
     185       66      207   23,989   24,120   24,381   24,393      208      196

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -105)
     -10        0       30     -125     -118     -105      -88        0      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.3      0.8     97.6     98.1     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        4       41       39       45       43
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,365
COMMITMENTS
     120        0        0    9,032    9,016    9,152    9,016      213      349

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,304)
     -15      -35     -130   -1,243   -1,240   -1,388   -1,405       84      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     96.4     96.3     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       18       18       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,630
COMMITMENTS
      40       70        0    6,306    6,285    6,346    6,355      284      275

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -920)
      40      -10        0     -810     -716     -770     -726     -150     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.1      0.0     95.1     94.8     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       23       20       24       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,534
COMMITMENTS
       0        0        0    9,185    9,426    9,185    9,426    1,349    1,108

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,195)
       0        0        0   -1,319   -1,137   -1,319   -1,137      124      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.2     89.5     87.2     89.5     12.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       19       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,556,137
COMMITMENTS
 331,601  107,974  854,265  1291655  1519344  2477522  2481584   78,615   74,553

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -69,654)
 -12,835  -10,986  -37,261  -24,289  -17,414  -74,385  -65,661    4,731   -3,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      4.2     33.4     50.5     59.4     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     142      102      191       97      104      334      314
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      226,490
COMMITMENTS
 102,719   17,352   24,550   98,100  182,231  225,369  224,133    1,121    2,358

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -909)
  -5,860    1,124    3,913    1,097   -5,705     -849     -669      -59     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      7.7     10.8     43.3     80.5     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       14       18       27       27       46       49
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      199,190
COMMITMENTS
  45,890   16,686    4,225  115,361  139,780  165,476  160,691   33,714   38,499

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -10,691)
  -2,397   -4,338   -1,154   -2,822   -3,444   -6,373   -8,936   -4,318   -1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      8.4      2.1     57.9     70.2     83.1     80.7     16.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        7        9       19       23       30       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,473
COMMITMENTS
  19,095    1,428   16,495   64,638   83,377  100,228  101,300    3,245    2,173

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -6,507)
     732     -399   -1,406   -5,778   -4,569   -6,452   -6,374      -55     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      1.4     15.9     62.5     80.6     96.9     97.9      3.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      27        7       23       27       25       58       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      487,162
COMMITMENTS
  30,425    3,900   85,458  358,276  383,858  474,159  473,215   13,003   13,947

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -31,632)
  -1,037     -318  -10,376  -18,900  -19,748  -30,314  -30,442   -1,319   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.8     17.5     73.5     78.8     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        3       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,131
COMMITMENTS
     525    1,216      125   11,459   10,790   12,109   12,131       22        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,096)
      25      167     -225   -3,896   -4,038   -4,096   -4,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     10.0      1.0     94.5     88.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        2       27       25       30       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,939
COMMITMENTS
   4,003   15,061    4,823   64,025   50,085   72,851   69,969    2,088    4,970

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        637)
      97      235     -692    1,070      270      475     -187      162      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     20.1      6.4     85.4     66.8     97.2     93.4      2.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        8       13       25       22       39       35
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,835
COMMITMENTS
   3,941    1,178    2,513   24,946   27,807   31,400   31,498    3,435    3,337

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,197)
    -120   -1,151   -1,122     -425      512   -1,667   -1,761      470      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      3.4      7.2     71.6     79.8     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        3       16       17       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,590
COMMITMENTS
   3,227      100        0    8,315   11,410   11,542   11,510       48       80

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,095)
    -100      -50        0   -1,895   -1,920   -1,995   -1,970     -100     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      0.9      0.0     71.7     98.4     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       17       17       19       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,613
COMMITMENTS
   4,500    1,934    7,840   11,190   13,402   23,530   23,177    4,082    4,436

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,096)
     -27     -352     -175   -1,502   -1,055   -1,703   -1,582      607      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      7.0     28.4     40.5     48.5     85.2     83.9     14.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        7       10       12       12       26       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,061
COMMITMENTS
   2,239    3,243    1,618   17,385   16,026   21,241   20,887      820    1,175

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,958)
     186     -118     -375   -1,708   -1,558   -1,897   -2,051      -61       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     14.7      7.3     78.8     72.6     96.3     94.7      3.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       17       13       19       22       34       43
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,864
COMMITMENTS
   5,524      844    7,526   58,401   60,937   71,452   69,308   12,412   14,556

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -4,659)
    -510        1   -1,128   -3,931   -2,914   -5,569   -4,041      909     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.0      9.0     69.6     72.7     85.2     82.6     14.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        5       18       19       23       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,537
COMMITMENTS
  10,850    3,726      790    7,703   14,624   19,344   19,141    1,193    1,396

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:         79)
    -138     -298       56      138      322       56       80       23       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.8     18.1      3.8     37.5     71.2     94.2     93.2      5.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      41       36       10       26       36       73       78
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,478
COMMITMENTS
  26,518    5,417      851    9,718   33,533   37,086   39,801    5,392    2,677

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        531)
     648     -205     -156      324    1,305      816      945     -286     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.4     12.8      2.0     22.9     78.9     87.3     93.7     12.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      69       33        9       25       37       97       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,275
COMMITMENTS
  80,111   20,810   35,101  153,735  219,982  268,947  275,893   19,327   12,382

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -12,989)
  -5,732   -2,877     -531   -6,221   -9,119  -12,484  -12,526     -505     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      7.2     12.2     53.3     76.3     93.3     95.7      6.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      75       18       52       78       91      172      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,502
COMMITMENTS
   6,843        0      996    6,771   14,172   14,610   15,168    5,892    5,334

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,684)
  -1,465     -280        0     -816   -3,123   -2,281   -3,403   -1,403     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      0.0      4.9     33.0     69.1     71.3     74.0     28.7     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       11       16       15       19
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,925
COMMITMENTS
       0        0        0   28,345   26,525   28,345   26,525      580    2,400

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,070)
       0        0        0    2,970    2,260    2,970    2,260      100      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     91.7     98.0     91.7      2.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,082
COMMITMENTS
     100        0        0    6,949    7,062    7,049    7,062       33       20

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        262)
       0        0        0      262      262      262      262        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     98.1     99.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       34       30       35       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,650
COMMITMENTS
     300      411        2   54,435   54,497   54,737   54,910      913      740

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        499)
       0       69      -25      345      194      320      238      179      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.7      0.0     97.8     97.9     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        3        1       43       32       45       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,577
COMMITMENTS
       0      250        0   15,457   15,302   15,457   15,552      120       25

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -195)
       0      -50        0     -195     -145     -195     -195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0     99.2     98.2     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       21       18       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,545
COMMITMENTS
       0    3,250        0    6,545    3,295    6,545    6,545        0        0

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        100)
       0      -50        0      100      150      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     49.7      0.0    100.0     50.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        5        0       29       17       29       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,950
COMMITMENTS
     114        0      118    5,409    5,742    5,641    5,860      309       90

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:         31)
     -50        0       50       31      -19       31       31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      2.0     90.9     96.5     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       17       20       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,391
COMMITMENTS
     677    2,323      833   17,799   16,133   19,309   19,289       82      102

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,457)
    -139     -113       57   -2,452   -2,468   -2,534   -2,524       77       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     12.0      4.3     91.8     83.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        6        5       40       41       45       50
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,451
COMMITMENTS
   1,358        0      928    9,101   10,469   11,387   11,397       64       54

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,135)
     -56        0       71   -2,113   -2,156   -2,098   -2,085      -37      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      8.1     79.5     91.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        0        2       32       29       38       31
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,956
COMMITMENTS
  10,289      690      676   20,749   29,845   31,714   31,211      242      745

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -2,372)
    -922     -175      -57   -1,363   -2,234   -2,342   -2,466      -30       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      2.2      2.1     64.9     93.4     99.2     97.7      0.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       26       36       33       44
```

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Updated November 10, 2011