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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,193
COMMITMENTS
     780      850    1,548   35,583   35,795   37,911   38,193      282        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -10,113)
      74      219        1  -10,176  -10,305  -10,101  -10,085      -12      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.2      4.1     93.2     93.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        3        2       39       42       41       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,635
COMMITMENTS
       0        0        0   15,442   15,470   15,442   15,470      193      165

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      1,857)
       0        0        0    1,845    1,871    1,845    1,871       12      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     98.9     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       24       28       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,413
COMMITMENTS
     147      463      640   13,602   13,347   14,389   14,450    1,024      963

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,219)
    -427     -123      -45   -1,683   -1,939   -2,155   -2,107      -64     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.0      4.2     88.3     86.6     93.4     93.8      6.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        5       43       48       48       54
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,656
COMMITMENTS
     368       53      606    6,062    6,386    7,036    7,045      620      611

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,226)
      54      -55     -123   -1,049     -909   -1,118   -1,087     -108     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.7      7.9     79.2     83.4     91.9     92.0      8.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        6       48       52       54       59
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,870
COMMITMENTS
       0        0      120    5,305    5,314    5,425    5,434      445      436

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -593)
       0        0        0     -482     -520     -482     -520     -111      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      2.0     90.4     90.5     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        1       23       22       24       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,182
COMMITMENTS
     115      401      879    6,728    6,707    7,722    7,987      460      195

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -540)
     -45       -6      -19     -405     -481     -469     -506      -71      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.9     10.7     82.2     82.0     94.4     97.6      5.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       29       28       32       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,975
COMMITMENTS
     120        0       30    2,503    2,341    2,653    2,371      322      604

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -519)
      30      -65      -20     -490     -402     -480     -487      -39      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      1.0     84.1     78.7     89.2     79.7     10.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       20       20       22       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,516
COMMITMENTS
      70       49       65    1,918    2,008    2,053    2,122      463      394

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -144)
      -4      -26      -43      -43       24      -90      -45      -54      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.9      2.6     76.2     79.8     81.6     84.3     18.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       25       24       27       27
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,895
COMMITMENTS
       0        0        0    8,770    8,847    8,770    8,847      125       48

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,994)
       0        0        0   -1,989   -2,012   -1,989   -2,012       -5       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.5     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       21       22       21
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,851
COMMITMENTS
       0      197      240    7,302    7,339    7,542    7,776      309       75

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,266)
       0      -17        0   -1,229   -1,279   -1,229   -1,296      -37       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      3.1     93.0     93.5     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       18       18       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,321
COMMITMENTS
       0    2,559      493   22,808   20,269   23,301   23,321       20        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -857)
       0       62      -12     -846     -907     -858     -857        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      2.1     97.8     86.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       25       27       26       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,708
COMMITMENTS
  49,365   33,113   39,459  165,679  195,083  254,503  267,655   38,205   25,053

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -7,568)
  -2,377    2,095   -6,016    1,849   -2,841   -6,544   -6,762   -1,024     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     11.3     13.5     56.6     66.6     86.9     91.4     13.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      38       27       39       72       72      132      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,152,312
COMMITMENTS
 239,717  356,326  438,769  401,957  315,942  1080443  1111037   71,869   41,275

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -12,487)
 -17,320    7,873    2,051    6,882  -25,693   -8,387  -15,769   -4,100    3,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     30.9     38.1     34.9     27.4     93.8     96.4      6.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     112       96      130       77       65      265      227
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      127,858
COMMITMENTS
  44,784   56,937   21,740   58,668   47,508  125,192  126,185    2,666    1,673

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -7,782)
     393    4,738   -8,076     -108   -4,483   -7,791   -7,821        9       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     44.5     17.0     45.9     37.2     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       11       15       22       22       42       40
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,448,687
COMMITMENTS
 583,407   60,090  667,920  1159161  1696660  2410488  2424670   38,199   24,017

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:   -140,181)
 -20,143     -347  -36,386  -92,487 -107,027 -149,016 -143,760    8,835    3,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      2.5     27.3     47.3     69.3     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      36       12       40       83       77      134      119
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      948,345
COMMITMENTS
  99,925  243,480  182,421  657,029  515,809  939,375  941,710    8,970    6,635

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -85,717)
  -3,401   -4,700  -50,737  -34,428  -31,928  -88,566  -87,365    2,849    1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     25.7     19.2     69.3     54.4     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       27       29       35       35       69       72
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,745
COMMITMENTS
   1,764        0      228    5,300    6,770    7,292    6,998      453      747

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -245)
     105        0      -45     -290     -375     -230     -420      -15      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      0.0      2.9     68.4     87.4     94.2     90.4      5.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        0        4       15       17       21       21
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,111
COMMITMENTS
   8,860    9,648    6,595   11,456   10,378   26,911   26,621      200      490

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -348)
   1,102     -811      -73   -1,122      980      -93       96     -255     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     35.6     24.3     42.3     38.3     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       14       18       13       12       34       34
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,950
COMMITMENTS
   4,845    2,890    2,980    2,720    4,435   10,545   10,305      405      645

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -955)
      45   -1,785       60   -1,325      490   -1,220   -1,235      265      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     26.4     27.2     24.8     40.5     96.3     94.1      3.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       10       14        9       10       26       25
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,679
COMMITMENTS
   1,632    1,143      831   17,104   17,357   19,567   19,331      112      348

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,936)
      75   -1,427      -82   -3,901   -2,391   -3,908   -3,900      -28      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      5.8      4.2     86.9     88.2     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        9       27       38       39       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,678
COMMITMENTS
      65        0       35    1,953    1,955    2,053    1,990      625      688

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -730)
    -155        0       35     -487     -776     -607     -741     -123       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      1.3     72.9     73.0     76.7     74.3     23.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       17       19       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,044
COMMITMENTS
      77      449       40    1,611    1,338    1,728    1,827      316      217

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -529)
     -64     -159      -20     -505     -305     -589     -484       60      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     22.0      2.0     78.8     65.5     84.5     89.4     15.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       24       26       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       54,652
COMMITMENTS
   3,578    2,656    3,007   46,867   47,959   53,452   53,622    1,200    1,030

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -4,560)
    -190      238   -1,306   -2,921   -3,476   -4,417   -4,544     -143      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.9      5.5     85.8     87.8     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        3       30       29       36       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,098
COMMITMENTS
      84        0        0    5,358    5,763    5,442    5,763      656      335

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     87.9     94.5     89.2     94.5     10.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       14       16       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,746
COMMITMENTS
   1,270      294    1,576    9,786   11,352   12,632   13,222    1,114      524

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,009)
     -96        8       28     -893     -907     -961     -871      -48     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.1     11.5     71.2     82.6     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       20       18       23       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,652
COMMITMENTS
       0    1,544        0    6,238    4,734    6,238    6,278    1,414    1,374

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -450)
       0      214     -124     -596     -504     -720     -414      270      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.2      0.0     81.5     61.9     81.5     82.0     18.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       13       17       15
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,381
COMMITMENTS
   2,226      440      482    8,155   10,003   10,863   10,925      518      456

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -592)
     -30        0       18     -547     -685     -559     -667      -33       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      3.9      4.2     71.7     87.9     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       18       21       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,804
COMMITMENTS
     530    1,080      598   16,047   16,396   17,175   18,074    1,629      730

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,372)
     -32     -212      -18   -1,243   -1,128   -1,293   -1,358      -79      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      5.7      3.2     85.3     87.2     91.3     96.1      8.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       27       26       31       29
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,856
COMMITMENTS
   1,010        0      120    5,019    5,835    6,149    5,955    1,707    1,901

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -452)
    -120        0        0     -281     -627     -401     -627      -51      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      1.5     63.9     74.3     78.3     75.8     21.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       15       18       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,960
COMMITMENTS
     794    1,506    1,660    6,754    6,540    9,208    9,706    1,752    1,254

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -865)
    -160     -144       30     -998   -1,161   -1,128   -1,275      263      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     13.7     15.1     61.6     59.7     84.0     88.6     16.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       15       15       18       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,508
COMMITMENTS
       0    1,876      804    8,361    7,428    9,165   10,108    1,343      400

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -610)
     -88     -104      -72      -77     -424     -237     -600     -373      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.9      7.7     79.6     70.7     87.2     96.2     12.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       19       14       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,462
COMMITMENTS
       0        0        0   53,462   53,462   53,462   53,462        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,521)
       0        0        0   -1,521   -1,521   -1,521   -1,521        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       18       25       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      834,103
COMMITMENTS
       0        0        0  834,103  834,103  834,103  834,103        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -45,038)
       0        0        0  -45,038  -45,038  -45,038  -45,038        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       18       18       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,722
COMMITMENTS
     805        0        0   66,662   67,595   67,467   67,595      255      127

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -6,321)
       0        0        0   -6,321   -6,300   -6,321   -6,300        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.4     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       17       29       19       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      889,446
COMMITMENTS
     848        0        0  888,598  889,446  889,446  889,446        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:   -103,219)
       0        0        0 -103,219 -103,219 -103,219 -103,219        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       20       24       21       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,690
COMMITMENTS
   5,530        0    2,260   46,645   52,430   54,435   54,690      255        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,166)
    -105        0   -1,260   -1,801   -1,906   -3,166   -3,166        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.0      4.1     85.3     95.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       28       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,104,678
COMMITMENTS
  32,892   97,840    8,325  1063461  998,513  1104678  1104678        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -64,948)
  -3,465   -3,850   -2,310  -59,173  -58,788  -64,948  -64,948        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      8.9      0.8     96.3     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       26       33       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,192
COMMITMENTS
       0    3,457        0   39,172   35,480   39,172   38,937       20      255

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,132)
       0     -105        0   -3,111   -3,027   -3,111   -3,132      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      0.0     99.9     90.5     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       15       19       17
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,722
COMMITMENTS
     200    5,200        0   35,522   30,522   35,722   35,722        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,300)
    -210     -105        0   -1,300   -2,195   -1,510   -2,300     -790        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.6      0.0     99.4     85.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       16       21       17       22
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,093
COMMITMENTS
   4,155        0    2,025   13,913   18,068   20,093   20,093        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,318)
  -1,911        0        0   -1,407   -3,318   -3,318   -3,318        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      0.0     10.1     69.2     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        7,880
COMMITMENTS
     126        0        0    7,479    6,480    7,605    6,480      275    1,400

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     94.9     82.2     96.5     82.2      3.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       14       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,395
COMMITMENTS
      60    2,401        0   19,272   17,974   19,332   20,375    1,063       20

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      4,029)
     -63      210        0    3,858    3,840    3,795    4,050      234      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     11.8      0.0     94.5     88.1     94.8     99.9      5.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       20       15       21       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,310
COMMITMENTS
       0       60        0   11,973   12,101   11,973   12,161      337      149

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -291)
       0      -63        0     -228     -187     -228     -250      -63      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     97.3     98.3     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       12       16       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      606,899
COMMITMENTS
       0   20,963   23,400  583,499  562,536  606,899  606,899        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -69,685)
       0   -5,390        0  -69,685  -64,295  -69,685  -69,685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      3.9     96.1     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,738
COMMITMENTS
   4,240  119,360        0  844,498  729,378  848,738  848,738        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -65,450)
  -3,850   -3,850        0  -61,600  -61,600  -65,450  -65,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     14.1      0.0     99.5     85.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       16       21       17       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      443,885
COMMITMENTS
  77,317   24,418   37,966  328,602  381,501  443,885  443,885        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -44,328)
  -5,612   24,418  -24,803  -13,913  -43,943  -44,328  -44,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      5.5      8.6     74.0     85.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       14       16       17       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      201,064
COMMITMENTS
       0    4,680        0  201,064  196,384  201,064  201,064        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      5,630)
       0        0        0    5,630    5,630    5,630    5,630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0    100.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       14       15       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,165
COMMITMENTS
   2,175        0       63   30,390   32,752   32,628   32,815      537      350

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        616)
       0        0       63      553      553      616      616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.2     91.6     98.8     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        1       37       37       39       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,057
COMMITMENTS
   1,710        0        0    3,875    5,812    5,585    5,812      472      245

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -285)
      75        0        0     -488     -231     -413     -231      128      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      0.0      0.0     64.0     96.0     92.2     96.0      7.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       15       13       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,138
COMMITMENTS
     102    1,000       41    5,733    4,780    5,876    5,821      262      317

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,324)
     -15       50      -25   -2,248   -2,311   -2,288   -2,286      -36      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     16.3      0.7     93.4     77.9     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       24       25       26       28
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,551
COMMITMENTS
     695        0        0    8,349    9,167    9,044    9,167      507      384

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -803)
    -155        0      -60     -615     -691     -830     -751       27      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     87.4     96.0     94.7     96.0      5.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       17       19       18       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,206
COMMITMENTS
     104        0        0    3,726    4,048    3,830    4,048      376      158

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -583)
     -34        0        0     -488     -560     -522     -560      -61      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     88.6     96.2     91.1     96.2      8.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,549,067
COMMITMENTS
 346,065  152,232  493,578  632,606  829,299  1472249  1475109   76,818   73,958

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     26,934)
   7,220   -6,579   24,403   -3,855    7,079   27,768   24,903     -834    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      9.8     31.9     40.8     53.5     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     102       81      139       86       92      266      257
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,800
COMMITMENTS
  58,054   15,022      653   67,934  106,476  126,641  122,151   41,159   45,649

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -10,649)
  -4,058   -2,148     -891   -7,011   -4,431  -11,960   -7,470    1,311   -3,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      9.0      0.4     40.5     63.5     75.5     72.8     24.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        4       17       19       24       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,206
COMMITMENTS
   7,234    1,347    8,592   53,047   54,107   68,873   64,046    2,333    7,160

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        524)
     517        0       -1      -42      475      474      474       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      1.9     12.1     74.5     76.0     96.7     89.9      3.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        2        6       17       16       27       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,999
COMMITMENTS
   2,768    4,323   14,094   39,131   37,740   55,993   56,157    2,006    1,842

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      6,678)
     213      225    3,000    3,540    3,503    6,753    6,728      -75      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      7.5     24.3     67.5     65.1     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        4       14       12       18       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,841
COMMITMENTS
   3,139    5,639   10,677   13,038    9,412   26,854   25,728    1,987    3,113

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      1,352)
     -14       63      668      620      500    1,274    1,231       78      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     19.6     37.0     45.2     32.6     93.1     89.2      6.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        5        7       12       12       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,194
COMMITMENTS
  17,536    1,890      324    3,064   20,166   20,924   22,380    2,270      814

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        408)
   2,041     -501     -322   -1,552    1,214      167      391      241       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.6      8.1      1.4     13.2     86.9     90.2     96.5      9.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      82       19        5       19       37      102       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       61,309
COMMITMENTS
  44,789    6,319      955    7,983   52,390   53,727   59,664    7,582    1,645

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:         48)
   1,038     -571      347   -1,126     -223      259     -447     -211      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     10.3      1.6     13.0     85.5     87.6     97.3     12.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
     104       24       13       26       31      137       62
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      273,735
COMMITMENTS
 110,436   36,811   36,273  103,395  187,847  250,104  260,931   23,631   12,804

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,328)
   2,572    2,748     -165   -6,358   -5,679   -3,951   -3,096      623     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     13.4     13.3     37.8     68.6     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      77       30       52       73       82      175      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,865
COMMITMENTS
   3,354    1,208      204    6,740    6,654   10,298    8,066    1,567    3,799

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -6,315)
  -1,339     -283     -125   -4,614   -6,170   -6,078   -6,578     -237      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.2      1.7     56.8     56.1     86.8     68.0     13.2     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       14       17       17
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,113
COMMITMENTS
   8,803      400      492    7,628   14,445   16,923   15,337    1,190    2,776

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,231)
    -983     -400     -300   -1,856   -2,416   -3,139   -3,116      -92     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      2.2      2.7     42.1     79.7     93.4     84.7      6.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       10       16       13       18
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       11,178
COMMITMENTS
   5,220    6,725      756    4,804    3,517   10,780   10,998      398      180

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     60.2      6.8     43.0     31.5     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5        2        5        6       13       12
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,415
COMMITMENTS
     555      465      135    7,695    7,815    8,385    8,415       30        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -290)
    -145        0        0     -145     -290     -290     -290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      5.5      1.6     91.4     92.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       10       14       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,214
COMMITMENTS
      50    2,992      300    8,864    5,752    9,214    9,044        0      170

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -2,849)
      50   -1,937      -21   -2,878     -907   -2,849   -2,865        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     32.5      3.3     96.2     62.4    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        4       28       25       32       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,901
COMMITMENTS
   1,906      450        0   32,516   34,392   34,422   34,842      479       59

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -5,600)
    -102     -500        0   -5,571   -5,097   -5,673   -5,597       73       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.3      0.0     93.2     98.5     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        1        0       43       30       50       31
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,389
COMMITMENTS
     675      650        0    5,618    5,739    6,293    6,389       96        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -830)
    -125        0        0     -679     -830     -804     -830      -26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.2      0.0     87.9     89.8     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14        8       15        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,299
COMMITMENTS
     371      150        0    8,705    9,149    9,076    9,299      223        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,548)
     -80        0        0   -1,458   -1,548   -1,538   -1,548      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.6      0.0     93.6     98.4     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       21       17       23       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,699
COMMITMENTS
   1,400    6,304       75   12,224    7,320   13,699   13,699        0        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,365)
     400      250     -125   -1,640   -1,490   -1,365   -1,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     46.0      0.5     89.2     53.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        2       26       20       31       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,000
COMMITMENTS
   1,683       25        0    5,287    6,975    6,970    7,000       30        0

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,011)
    -298        0        0     -660   -1,011     -958   -1,011      -53        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      0.4      0.0     75.5     99.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       11       12       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,889
COMMITMENTS
   2,711    6,514   10,810   49,314   45,516   62,835   62,840       54       49

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -5,747)
    -929    2,057   -1,472   -3,220   -6,321   -5,621   -5,736     -126      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     10.4     17.2     78.4     72.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5       10        8       42       47       52       60
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,736
COMMITMENTS
     521        0       50    4,949    5,227    5,520    5,277      216      459

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -1,157)
    -512        0      -50     -528   -1,080   -1,090   -1,130      -67      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.9     86.3     91.1     96.2     92.0      3.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       13       17       14
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,754
COMMITMENTS
   1,594        0      180    1,970    3,304    3,744    3,484       10      270

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      0.0      4.8     52.5     88.0     99.7     92.8      0.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       15        8       19       10
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,994
COMMITMENTS
     245    3,451    2,301   14,331   10,813   16,877   16,565      117      429

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -3,521)
    -612   -2,517      288   -3,146   -1,273   -3,470   -3,502      -51      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     20.3     13.5     84.3     63.6     99.3     97.5      0.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        3       21       22       25       28
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,168
COMMITMENTS
   3,146    2,062      785   17,305   15,199   21,236   18,046    1,932    5,122

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -4,790)
    -717     -524       59   -3,869   -5,009   -4,527   -5,474     -263      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      8.9      3.4     74.7     65.6     91.7     77.9      8.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       16       20       20       23
```

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Updated December 7, 2012