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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,754
COMMITMENTS
     394        0        0   46,198   46,445   46,592   46,445      162      309

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        764)
       0        0        0      815      797      815      797      -51      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     98.8     99.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        0        0       43       49       45       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,619
COMMITMENTS
       0        0        0   18,492   18,530   18,492   18,530      127       89

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -133)
       0        0        0     -111     -138     -111     -138      -22        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       30       25       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,010
COMMITMENTS
     160      483      155    9,757    9,577   10,072   10,215      938      795

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         95)
      19       25        0       -1      106       18      131       77      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.4      1.4     88.6     87.0     91.5     92.8      8.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        3       37       42       41       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,966
COMMITMENTS
     478       46      367    5,532    5,764    6,377    6,177      589      789

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        221)
      25      -40       55      184      187      264      202      -43       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.7      5.3     79.4     82.7     91.5     88.7      8.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        3       43       43       47       47
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,891
COMMITMENTS
     126        0       62    3,248    2,585    3,436    2,647      455    1,244

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        5      -10        5      -10        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      1.6     83.5     66.4     88.3     68.0     11.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18       21       20       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,095
COMMITMENTS
     140      528        6    2,166    2,233    2,312    2,767      783      328

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         40)
       0       35        0       25        0       25       35       15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     17.1      0.2     70.0     72.1     74.7     89.4     25.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       20       22       23       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,490
COMMITMENTS
      40       38       30      847    1,133      917    1,201      573      289

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.6      2.0     56.8     76.0     61.5     80.6     38.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       15       16       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,280
COMMITMENTS
       0        0        0    9,109    9,149    9,109    9,149      171      131

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     98.6     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       17       19       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,585
COMMITMENTS
       0      448      126   24,459   24,011   24,585   24,585        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      282      282      282      282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.5     99.5     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       28       27       29       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      302,028
COMMITMENTS
  44,121   33,271   41,925  175,172  197,249  261,218  272,446   40,811   29,583

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -7,494)
     678   -1,570   -6,542   -2,802    2,598   -8,665   -5,513    1,171   -1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     11.0     13.9     58.0     65.3     86.5     90.2     13.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      34       21       35       75       87      127      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       48,352
COMMITMENTS
       0    9,317   15,799   31,151   22,363   46,951   47,479    1,402      873

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -18)
     -30      730     -336      343     -420      -24      -26        5        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.3     32.7     64.4     46.2     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        7        7       17       17       25       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,120
COMMITMENTS
     400    1,618      150   13,570   12,202   14,120   13,970        0      150

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,016)
       0      306     -150    1,166      860    1,016    1,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     11.5      1.1     96.1     86.4    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        5        3       47       41       55       46
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,396
COMMITMENTS
     933      580        0    8,305    8,671    9,238    9,251      158      145

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        414)
     -87       75        0      501      339      414      414        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      6.2      0.0     88.4     92.3     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        0       27       23       33       27
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,025,312
COMMITMENTS
 182,093  345,336  351,275  418,549  279,639  951,917  976,249   73,395   49,063

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -7,597)
   1,974    3,900   -6,259   -3,659   -7,233   -7,944   -9,592      346    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     33.7     34.3     40.8     27.3     92.8     95.2      7.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      89      117      124       86       75      247      249
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,845,483
COMMITMENTS
  66,660  121,799  696,654  1077976  1020081  1841290  1838534    4,193    6,949

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:   -196,331)
  -3,031   -6,735 -107,661  -85,201  -81,601 -195,893 -195,998     -437     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.6     37.7     58.4     55.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      30       30       45       64       58      116      111
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       30,472
COMMITMENTS
  13,307   12,174    7,739    7,155    8,121   28,201   28,035    2,271    2,437

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,426)
      -8      320      181    1,149      828    1,322    1,330      104       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     40.0     25.4     23.5     26.7     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        7       12        6        9       21       22
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       83,362
COMMITMENTS
  42,602   37,275   27,757   11,973   18,094   82,332   83,126    1,030      236

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        886)
    -731     -586    1,599       31     -301      899      712      -13      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1     44.7     33.3     14.4     21.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       13       16       11       14       31       35
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,176
COMMITMENTS
       0    9,552    1,790   50,538   35,769   52,328   47,111    2,848    8,065

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0      -62      -62      548      248      486      124     -486     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.3      3.2     91.6     64.8     94.8     85.4      5.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       13       16       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,733
COMMITMENTS
   2,049      173    3,214   75,239   76,341   80,502   79,729    9,231   10,004

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        116)
      62     -148       94      -40      170      116      116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.2      3.6     83.8     85.1     89.7     88.9     10.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       17       17       20       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,630,674
COMMITMENTS
 480,359  210,127  733,160  1383848  1663214  2597367  2606501   33,307   24,173

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      4,654)
  17,526   -7,739   -1,663  -11,636   11,546    4,227    2,144      427    2,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      8.0     27.9     52.6     63.2     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      37       25       50      104       87      164      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,197,798
COMMITMENTS
 285,933  112,147  237,749  668,725  844,600  1192407  1194496    5,391    3,302

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     14,751)
  18,555   18,796   -6,195    2,050    2,318   14,410   14,919      341     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      9.4     19.8     55.8     70.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       16       34       44       42       80       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,435
COMMITMENTS
     308      929      194   13,828   13,188   14,330   14,311      105      124

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -506)
      97      -87       16     -565     -420     -452     -491      -54      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      6.4      1.3     95.8     91.4     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        6        5       37       38       44       45
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,656
COMMITMENTS
     163       93       51    1,863    2,044    2,077    2,188      579      468

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         74)
     -12        0       -5      142      174      125      169      -51      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      3.5      1.9     70.1     77.0     78.2     82.4     21.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       23       24       26       27
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,843
COMMITMENTS
      45      415        0    1,405    1,119    1,450    1,534      393      309

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        156)
     -48      100      -25      156       79       83      154       73        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     22.5      0.0     76.2     60.7     78.7     83.2     21.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       24       23       25       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      238,338
COMMITMENTS
  18,224    2,269   36,274  181,283  198,072  235,781  236,615    2,557    1,723

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     10,751)
   3,168     -842   -1,336    9,114   12,964   10,946   10,785     -195      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      1.0     15.2     76.1     83.1     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        6       34       33       40       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,318
COMMITMENTS
   3,029      870    3,744   26,112   29,229   32,885   33,843    1,433      475

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -651)
    -231      180      -98     -322     -768     -651     -687        0       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      2.5     10.9     76.1     85.2     95.8     98.6      4.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       24       24       27       28
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,562
COMMITMENTS
     487      858      410    7,078    8,471    7,975    9,739    2,587      823

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -104)
       0        0        0     -258      -52     -258      -52      154      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.1      3.9     67.0     80.2     75.5     92.2     24.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       15       17       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,846
COMMITMENTS
   3,354    1,146      546    9,019   11,950   12,919   13,642      927      204

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        257)
     -96      156       -6      240      772      138      922      119     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      8.3      3.9     65.1     86.3     93.3     98.5      6.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       18       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,746
COMMITMENTS
   1,654    2,460      402   24,356   24,101   26,412   26,963    2,334    1,783

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        238)
    -740        0        0      944      522      204      522       34     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      8.6      1.4     84.7     83.8     91.9     93.8      8.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       24       28       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,099
COMMITMENTS
   4,870        0      570    4,637    9,015   10,077    9,585    1,022    1,514

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -30      -30      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      0.0      5.1     41.8     81.2     90.8     86.4      9.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       19       18       21       19
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,378
COMMITMENTS
   3,282    2,362      164    8,677    9,961   12,123   12,487    1,255      891

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        160)
     -52        0        0       52      824        0      824      160     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     17.7      1.2     64.9     74.5     90.6     93.3      9.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,962
COMMITMENTS
       0    2,178      574   11,312    9,247   11,886   11,999    1,076      963

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        124)
       0       24        0      124      104      124      128        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.8      4.4     87.3     71.3     91.7     92.6      8.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       21       17       23       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       69,029
COMMITMENTS
       0        0        0   69,008   69,029   69,008   69,029       21        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        108)
       0        0        0      108      108      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       18       20       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,084,600
COMMITMENTS
       0        0        0  1084600  1084600  1084600  1084600        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        391)
       0        0        0      391      391      391      391        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       17       20       17
 
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,196
COMMITMENTS
     147   22,558        0   37,049   14,638   37,196   37,196        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     60.6      0.0     99.6     39.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13        8       14        9
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      315,229
COMMITMENTS
       0        0        0  315,229  315,229  315,229  315,229        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -408)
       0        0        0     -408     -408     -408     -408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,907
COMMITMENTS
       0        0        0   35,907   35,907   35,907   35,907        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| 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 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      123,462
COMMITMENTS
     105        0        0  123,102  123,462  123,207  123,462      255        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -651)
       0        0        0     -651     -651     -651     -651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       28       18       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    1,992,662
COMMITMENTS
   4,080        0        0  1988582  1992662  1992662  1992662        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -13,416)
       0        0        0  -13,416  -13,416  -13,416  -13,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       17       27       18       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,701
COMMITMENTS
   4,764    4,514    8,523   49,414   49,664   62,701   62,701        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,275)
   1,275    1,275        0        0        0    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.2     13.6     78.8     79.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        3       28       23       32       28
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,222,654
COMMITMENTS
  37,512   59,155   46,725  1138417  1116774  1222654  1222654        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     23,400)
       0        0   23,400        0        0   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.8      3.8     93.1     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        2       28       23       32       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,654
COMMITMENTS
       0      790        0   51,633   50,609   51,633   51,399       21      255

CHANGES FROM 12/20/11 (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      1.5      0.0    100.0     98.0    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       20       18       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| 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 12/20/11 (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     19.3      1.2     98.8     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13        9       14       10
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,104
COMMITMENTS
   2,550    2,340      210   53,239   53,554   55,999   56,104      105        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.2      0.4     94.9     95.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       16       21       18       22
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,208
COMMITMENTS
  18,515        0    2,770   20,668   39,438   41,953   42,208      255        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      0.0      6.6     49.0     93.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       12       16       14       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,979
COMMITMENTS
     765    1,267       21   16,406   16,436   17,192   17,724      787      255

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          6)
       0        0        0        6        6        6        6       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.0      0.1     91.3     91.4     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       14       17       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      921,258
COMMITMENTS
  23,400   41,851    1,224  896,634  878,183  921,258  921,258        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.5      0.1     97.3     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       21       23       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| 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 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      0.0     90.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       18       18       18
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| 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 12/20/11 (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      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        5,178
COMMITMENTS
     358        0      232    4,581    4,946    5,171    5,178        7       -0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -8,053)
    -491     -254     -873   -6,695   -6,910   -8,060   -8,037        7      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      4.5     88.5     95.5     99.9    100.0      0.1     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       14       16       18       20
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,821
COMMITMENTS
     295       36       42   19,351   19,553   19,688   19,631      133      190

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        108)
      15        0        0      153      140      168      140      -60      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.2      0.2     97.6     98.6     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        2       40       38       44       40
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,454
COMMITMENTS
     145       90        0    9,024    8,910    9,169    9,000      285      454

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        111)
       0        0        0      111      111      111      111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.0      0.0     95.5     94.2     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       20       19       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,031
COMMITMENTS
       0       65       25    6,856    6,756    6,881    6,846      150      185

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124      124      124      124        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.4     97.5     96.1     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       23       24       24       26
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,894
COMMITMENTS
      40        0        0    8,551    8,822    8,591    8,822    1,303    1,072

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     86.4     89.2     86.8     89.2     13.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       25       21       26       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,241,970
COMMITMENTS
 322,502  112,224  747,366  1084353  1312958  2154221  2172548   87,749   69,422

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     34,441)
   8,845    3,545   18,492    4,393    9,674   31,731   31,712    2,711    2,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      5.0     33.3     48.4     58.6     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     139       88      173       89       99      307      291
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,695
COMMITMENTS
  70,485   12,383   27,988   71,967  128,985  170,440  169,356    1,255    2,340

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -154)
   3,023     -258      814   -3,936     -329      -98      227      -56     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      7.2     16.3     41.9     75.1     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        9       19       18       28       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,860
COMMITMENTS
  49,257   15,054    3,187  112,189  134,181  164,633  152,422   36,227   48,438

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        293)
   1,103     -330     -371       33      567      765     -134     -472      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      7.5      1.6     55.9     66.8     82.0     75.9     18.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        6        8       21       23       31       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,960
COMMITMENTS
  17,695    1,189   15,410   47,711   65,251   80,816   81,850    4,144    3,110

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,359)
     118     -206      248      760    1,111    1,126    1,154      233      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      1.4     18.1     56.2     76.8     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        6       16       22       23       42       40
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      513,956
COMMITMENTS
  31,618    2,376   90,030  381,704  410,175  503,352  502,582   10,604   11,374

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      7,157)
     250      135      803    5,958    6,082    7,010    7,019      147      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.5     17.5     74.3     79.8     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        2       14       35       36       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,508
COMMITMENTS
     200    1,450      775   20,512   19,282   21,487   21,507       21        1

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -331)
       0        0        0     -331     -331     -331     -331        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      6.7      3.6     95.4     89.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        5        3       34       32       38       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,216
COMMITMENTS
   4,700   12,019    2,846   47,969   37,017   55,515   51,882    3,701    7,334

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -561)
     109   -1,279       40     -681      278     -532     -961      -29      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     20.3      4.8     81.0     62.5     93.8     87.6      6.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        7       20       15       29       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,131
COMMITMENTS
   2,703    2,002    2,891   22,254   23,122   27,848   28,015    2,283    2,116

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -553)
  -1,102        0      100       50     -653     -952     -553      399        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.6      9.6     73.9     76.7     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        5       13       15       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| 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    6,995    9,195    9,222    9,245       48       25

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      0.5      0.0     75.5     99.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       16       17       18       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,386
COMMITMENTS
   5,020    3,789    6,185    8,495    9,411   19,700   19,385    3,686    4,002

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -349)
     -16      -35     -272     -335      -58     -623     -365      274       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     16.2     26.4     36.3     40.2     84.2     82.9     15.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        8       10       10       22       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,075
COMMITMENTS
   1,529    1,974    1,115   12,499   12,081   15,143   15,170      932      905

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,482)
     -72     -333      -96   -1,180     -966   -1,348   -1,395     -134      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     12.3      6.9     77.8     75.2     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        8        5       14       15       24       26
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,771
COMMITMENTS
   5,042      255   10,109   70,456   72,499   85,607   82,863    9,164   11,908

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -330)
    -589       79        9       85     -380     -494     -292      165      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.3     10.7     74.3     76.5     90.3     87.4      9.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        1        6       20       22       27       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,842
COMMITMENTS
  10,097    4,066      493    7,057   13,027   17,647   17,586    1,195    1,256

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -751)
      31      -36       42     -911     -862     -838     -856       87      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.6     21.6      2.6     37.5     69.1     93.7     93.3      6.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      42       29       11       26       34       73       71
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,945
COMMITMENTS
  29,171   10,343      520    7,699   29,444   37,389   40,306    6,556    3,639

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -2,773)
    -191      454     -185   -2,827   -3,381   -3,202   -3,112      429      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4     23.5      1.2     17.5     67.0     85.1     91.7     14.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      73       42       17       27       38      106       93
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,003
COMMITMENTS
  79,390   23,342   30,721  152,003  215,055  262,113  269,118   21,890   14,885

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -11,115)
   4,834   -1,259   -4,172  -14,398   -4,588  -13,736  -10,019    2,621   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      8.2     10.8     53.5     75.7     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      72       18       44       79       78      166      128
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,735
COMMITMENTS
   7,762        0    1,143    6,583   13,417   15,488   14,560    5,247    6,175

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        575)
     324        0        0        0      575      324      575      251        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      0.0      5.5     31.7     64.7     74.7     70.2     25.3     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       11       14       17       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,846
COMMITMENTS
       0        0        0    8,947    8,474    8,947    8,474      899    1,372

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      118      -32      118      -32      -73       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.9     86.1     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       16       17       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,330
COMMITMENTS
     450    1,120      100    7,760    7,090    8,310    8,310       20       20

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        600)
      50      252        0      550      348      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     13.4      1.2     93.2     85.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       27       30       30       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,440
COMMITMENTS
     500      134        0   50,893   51,927   51,393   52,061    1,047      379

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -375)
       0        0        0     -375     -375     -375     -375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      0.0     97.0     99.0     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        1        0       45       39       47       40
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,059
COMMITMENTS
       0      150        0   13,697   13,759   13,697   13,909      362      150

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     97.4     97.9     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       18       20       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,065
COMMITMENTS
     200    2,875        0    6,865    4,190    7,065    7,065        0        0

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     40.7      0.0     97.2     59.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        0       29       20       32       24
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,695
COMMITMENTS
       9        0       78    3,196    3,515    3,283    3,593      412      102

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      2.1     86.5     95.1     88.8     97.2     11.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       11       18       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,278
COMMITMENTS
     720    4,376    1,000   24,548   20,785   26,268   26,161       10      117

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        259)
     -32        0       67      224      192      259      259        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     16.7      3.8     93.4     79.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        5        5       41       41       46       49
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,396
COMMITMENTS
     264    2,026        0    4,100    2,240    4,364    4,266       32      130

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -24)
       0        0        0      -24        0      -24        0        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     46.1      0.0     93.3     51.0     99.3     97.0      0.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        8       13        9       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,449
COMMITMENTS
   1,979      670      612   10,807   12,152   13,398   13,434       51       15

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        614)
       0       45        0      614      569      614      614        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      5.0      4.6     80.4     90.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        2       30       29       35       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,293
COMMITMENTS
  10,871    2,396      840   21,372   29,678   33,083   32,914      210      379

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -75)
       0        0       24      -99      -75      -75      -51        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      7.2      2.5     64.2     89.1     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        6       27       36       34       45
```

----

Updated December 30, 2011