```
 
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       95,286
COMMITMENTS
      27    1,079    4,926   90,333   89,281   95,286   95,286        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -1,429)
       0     -819    1,281   -2,710   -1,891   -1,429   -1,429        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      5.2     94.8     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        3        9       14       13       19
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,848
COMMITMENTS
     744      766    1,431   44,379   44,623   46,554   46,820      294       28

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      2,462)
     342      260       -2    2,122    2,204    2,462    2,462        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.6      3.1     94.7     95.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       43       44       45       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,307
COMMITMENTS
       0        0        0   12,126   12,128   12,126   12,128      181      179

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,847)
       0        0        0    1,847    1,847    1,847    1,847        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     98.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       29       24       29       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,828
COMMITMENTS
     540      552      750   14,346   14,417   15,636   15,719    1,192    1,109

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,449)
     100      118      -14    1,280    1,209    1,366    1,313       83      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.3      4.5     85.3     85.7     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        6       45       46       51       53
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,304
COMMITMENTS
     243      108      554    6,795    6,880    7,592    7,542      712      762

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        499)
       0      -10       71      439      441      510      502      -11       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.3      6.7     81.8     82.9     91.4     90.8      8.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        6       46       52       52       60
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,392
COMMITMENTS
       0        0      120    5,726    5,830    5,846    5,950      546      442

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        173)
       0        0       45       95       68      140      113       33       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.9     89.6     91.2     91.5     93.1      8.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        1       21       23       22       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,606
COMMITMENTS
     160      347      873    7,082    7,157    8,115    8,377      491      229

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        573)
      20       20      199      488      428      707      647     -134      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      4.0     10.1     82.3     83.2     94.3     97.3      5.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       30       28       33       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,418
COMMITMENTS
      75       75       45    2,943    2,696    3,063    2,816      355      602

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        372)
      40      -20       15      283      477      338      472       34     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.2      1.3     86.1     78.9     89.6     82.4     10.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       21       23       23       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,288
COMMITMENTS
      54       69      121    1,599    1,609    1,774    1,799      514      489

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        182)
     -15       -5        5      109      136       99      136       83       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.0      5.3     69.9     70.3     77.5     78.6     22.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       23       26       27
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,616
COMMITMENTS
       0        0        0    9,486    9,586    9,486    9,586      130       30

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      645      645      645      645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,057
COMMITMENTS
       0      214      240    8,491    8,558    8,731    9,012      326       45

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      2.6     93.8     94.5     96.4     99.5      3.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       21       19       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,884
COMMITMENTS
       0    2,483      222   22,643   20,179   22,865   22,884       19        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        765)
       0      675      -90      836      180      746      765       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      1.0     98.9     88.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       23       27       24       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,596
COMMITMENTS
  50,143   31,335   49,620  160,080  194,281  259,843  275,236   40,753   25,360

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -1,166)
      43    3,215      288   -4,917   -3,694   -4,586     -191    3,420     -975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     10.4     16.5     53.3     64.6     86.4     91.6     13.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      42       31       47       70       72      141      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,156,533
COMMITMENTS
 243,599  325,276  436,044  396,889  352,885  1076532  1114205   80,001   42,328

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      5,829)
  12,279   16,189   -3,350   -6,578  -10,153    2,351    2,686    3,478    3,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     28.1     37.7     34.3     30.5     93.1     96.3      6.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     112       87      121       77       68      263      215
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      123,362
COMMITMENTS
  32,442   46,921   28,442   59,560   46,320  120,444  121,683    2,918    1,679

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      6,408)
   1,408      326    2,319    2,926    3,853    6,653    6,498     -245      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     38.0     23.1     48.3     37.5     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       10       16       23       23       43       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,549,726
COMMITMENTS
 604,419   55,445  685,623  1229199  1789290  2519241  2530358   30,485   19,368

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,359)
  27,614    2,810  -12,976  -13,051   10,319    1,587      153     -228    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      2.2     26.9     48.2     70.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      38       13       42       92       86      143      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,019,932
COMMITMENTS
 102,879  237,090  230,814  679,958  546,627  1013651  1014531    6,281    5,401

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     24,900)
   6,738    9,833    8,370   10,967    9,171   26,075   27,374   -1,175   -2,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     23.2     22.6     66.7     53.6     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      18       28       33       39       38       77       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,905
COMMITMENTS
   1,614        0      243    5,490    7,065    7,347    7,308      558      597

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -15)
    -135        0       60       45     -135      -30      -75       15       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.0      3.1     69.4     89.4     92.9     92.4      7.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        4       13       16       19       20
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,253
COMMITMENTS
   1,640      542      120    7,382    8,247    9,142    8,909      111      344

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        705)
     440     -105        0      265      825      705      720        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      5.9      1.3     79.8     89.1     98.8     96.3      1.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       15       13       16       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,085
COMMITMENTS
   7,683   10,189    6,106   11,956    9,066   25,745   25,361      340      724

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,500)
    -391      759    1,113      851      249    1,573    2,121      -73     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     39.1     23.4     45.8     34.8     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       15       21       13       12       35       35
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,630
COMMITMENTS
   4,675    4,195    2,920    3,905    4,160   11,500   11,275      130      355

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        675)
      55     -265      625      -90      315      590      675       85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     36.1     25.1     33.6     35.8     98.9     96.9      1.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       12       16        8       10       27       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,813
COMMITMENTS
   1,677    2,731      869   20,121   18,838   22,667   22,438      146      375

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,506)
       0      191       -2    1,568    1,377    1,566    1,566      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     12.0      3.8     88.2     82.6     99.4     98.4      0.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        8       28       38       41       48
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,253
COMMITMENTS
     121      516       40    1,839    1,450    2,000    2,006      253      247

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         76)
      30       17       20      169      134      219      171     -143      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     22.9      1.8     81.6     64.4     88.8     89.0     11.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       26       25       29       28
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,881
COMMITMENTS
   3,508    2,418    4,313   49,697   51,104   57,518   57,835    1,363    1,046

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         70)
     -20        0        0       70       70       50       70       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.1      7.3     84.4     86.8     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        3       31       32       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,725
COMMITMENTS
   1,286      266    1,628   10,613   12,169   13,527   14,063    1,198      662

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         12)
       0       24      -12       24        0       12       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.8     11.1     72.1     82.6     91.9     95.5      8.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       16       24       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,977
COMMITMENTS
       0    1,330      124    6,468    5,238    6,592    6,692    1,385    1,285

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      348      152      348      152     -178       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.7      1.6     81.1     65.7     82.6     83.9     17.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       14       19       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,928
COMMITMENTS
   2,448      440      464    8,136   10,598   11,048   11,502      880      426

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        175)
     272        0      -96      -40      222      136      126       39       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      3.7      3.9     68.2     88.8     92.6     96.4      7.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       17       20       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,944
COMMITMENTS
     202    1,292      616   17,298   17,292   18,116   19,200    1,828      744

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70      280       70      280        0     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.5      3.1     86.7     86.7     90.8     96.3      9.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       27       26       30       29
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,174
COMMITMENTS
   1,130        0      120    5,158    6,632    6,408    6,752    1,766    1,422

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0        0        0        0        0     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.0      1.5     63.1     81.1     78.4     82.6     21.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,767
COMMITMENTS
   1,146    1,650    1,630    7,502    7,763   10,278   11,043    1,489      724

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        140)
     120        0        0        0      140      120      140       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.0     13.9     63.8     66.0     87.3     93.8     12.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,034
COMMITMENTS
     128    1,948      836    8,366    7,852    9,330   10,636    1,704      398

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
     -80      -80       80       20        0       20        0      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     17.7      7.6     75.8     71.2     84.6     96.4     15.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,619
COMMITMENTS
       0        0        0   54,619   54,619   54,619   54,619        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,655)
       0        0        0    1,655    1,695    1,655    1,695        0      -40

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:       30)
       0        0        0       22       18       22       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,141
COMMITMENTS
       0        0        0  879,141  879,141  879,141  879,141        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,072)
       0        0        0    4,072    4,072    4,072    4,072        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       19       19       19       19
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      418,512
COMMITMENTS
  45,145  337,893        0  373,367   80,619  418,512  418,512        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     80.7      0.0     89.2     19.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       11       10       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,130
COMMITMENTS
      40        0        0   72,835   72,982   72,875   72,982      255      148

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        382)
       0        0        0      382      382      382      382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.6     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       16       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      989,896
COMMITMENTS
     848        0        0  989,048  989,896  989,896  989,896        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      6,990)
       0        0        0    6,990    6,990    6,990    6,990        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       23       21       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,091
COMMITMENTS
   5,635        0    3,520   47,681   53,571   56,836   57,091      255        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      6.2     83.5     93.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,167,178
COMMITMENTS
  36,357  101,690   10,635  1120186  1054853  1167178  1167178        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     11,230)
       0        0        0   11,230   11,230   11,230   11,230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      8.7      0.9     96.0     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 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,324
COMMITMENTS
       0    3,562        0   42,283   38,507   42,283   42,069       41      255

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60      315       60      315        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.0     99.9     91.0     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,022
COMMITMENTS
     410    5,305        0   37,102   32,717   37,512   38,022      510        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     14.0      0.0     97.6     86.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,136
COMMITMENTS
   6,066        0    2,025   14,045   20,111   22,136   22,136        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,275)
   1,275        0        0        0    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      0.0      9.1     63.4     90.9    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 G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,000
COMMITMENTS
     123    1,891        0   15,048   14,068   15,171   15,959      829       41

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     11.8      0.0     94.1     87.9     94.8     99.7      5.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       18       14       19       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      676,584
COMMITMENTS
       0   26,353   23,400  653,184  626,831  676,584  676,584        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -424)
       0        0        0     -424     -424     -424     -424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      3.5     96.5     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      914,188
COMMITMENTS
   8,090  123,210        0  906,098  790,978  914,188  914,188        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        744)
       0        0        0      744      744      744      744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     13.5      0.0     99.1     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       21       19       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      488,213
COMMITMENTS
  82,929        0   62,769  342,515  425,444  488,213  488,213        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      8,286)
   1,377  -31,578    6,909        0   32,955    8,286    8,286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.0     12.9     70.2     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       16       16       19       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      195,434
COMMITMENTS
       0    4,680        0  195,434  190,754  195,434  195,434        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0    100.0     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       14       12       15
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,924
COMMITMENTS
   2,175      232        0   29,199   31,319   31,374   31,551      550      373

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         49)
       0      232        0       16     -216       16       16       33       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.7      0.0     91.5     98.1     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        0       37       36       39       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,430
COMMITMENTS
     392      950       66    7,684    7,034    8,142    8,050      288      380

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         78)
     275        0        0     -207       58       68       58       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     11.3      0.8     91.2     83.4     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       25       28       28
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,349
COMMITMENTS
   1,416        0       60    8,398    9,853    9,874    9,913      475      436

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         10)
     566        0        0     -571       10       -5       10       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      0.6     81.1     95.2     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       16       18       19       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,753
COMMITMENTS
     387        0        0    3,935    4,578    4,322    4,578      431      175

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         30)
     249      -25        0     -219       50       30       25        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.0      0.0     82.8     96.3     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,498,820
COMMITMENTS
 340,750  162,871  454,511  626,563  810,541  1421824  1427923   76,996   70,897

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -40,843)
    -596     -708  -22,228  -14,369  -13,005  -37,193  -35,941   -3,650   -4,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     10.9     30.3     41.8     54.1     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     107       81      127       87      100      260      261
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,856
COMMITMENTS
  60,352   15,378      906   74,700  111,255  135,958  127,539   41,898   50,317

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,089)
   2,317      644      264    2,363    4,365    4,944    5,273     -855   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      8.6      0.5     42.0     62.6     76.4     71.7     23.6     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        3       18       18       25       24
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,021
COMMITMENTS
   6,677    1,347    8,581   53,552   54,050   68,810   63,978    2,211    7,043

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -15,886)
     853   -8,657     -697  -15,779   -9,187  -15,623  -18,541     -263    2,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.9     12.1     75.4     76.1     96.9     90.1      3.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        6       17       16       27       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,335
COMMITMENTS
   2,329    4,048   11,094   34,821   33,301   48,244   48,443    2,091    1,892

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -5,115)
     199      -50    1,065   -5,847   -6,145   -4,583   -5,130     -532       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.0     22.0     69.2     66.2     95.8     96.2      4.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        4       14       12       18       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,012
COMMITMENTS
       0    3,499    1,681   31,965   27,165   33,646   32,345   23,366   24,667

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         76)
       0      117        0     -150     -974     -150     -857      226      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      2.9     56.1     47.6     59.0     56.7     41.0     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       15       18       19       23
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,564
COMMITMENTS
   3,137    6,082    9,146   12,418    8,482   24,701   23,710    1,863    2,854

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,478)
  -2,494      828      -40     -469   -3,081   -3,003   -2,293     -475   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     22.9     34.4     46.7     31.9     93.0     89.3      7.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        6        7       12       12       21       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,897
COMMITMENTS
  14,538    3,260      530    5,418   16,825   20,486   20,615    1,411    1,282

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -36)
     545     -847      -99     -144      965      302       19     -338      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4     14.9      2.4     24.7     76.8     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      64       24        9       25       37       93       69
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       59,533
COMMITMENTS
  41,353    6,935      740    9,893   50,274   51,986   57,949    7,547    1,584

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -937)
  -1,978     -441       13    1,130     -372     -835     -800     -102     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5     11.6      1.2     16.6     84.4     87.3     97.3     12.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
     102       29       17       24       33      135       72
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,980
COMMITMENTS
 101,367   32,986   38,844  122,650  201,638  262,861  273,468   24,119   13,512

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      7,547)
   6,949   -1,145    3,874   -5,288    4,846    5,535    7,575    2,012      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     11.5     13.5     42.7     70.3     91.6     95.3      8.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      69       29       55       78       85      176      149
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,999
COMMITMENTS
   4,490    1,491      400   11,330   12,489   16,220   14,380    1,779    3,619

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,013)
    -140    1,362     -603    1,756      397    1,013    1,156        0     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      8.3      2.2     62.9     69.4     90.1     79.9      9.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        4       17       18       22       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,956
COMMITMENTS
   7,945      800      717   10,012   15,698   18,674   17,215    1,282    2,741

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        416)
   1,387        0     -375     -596      791      416      416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      4.0      3.6     50.2     78.7     93.6     86.3      6.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       14       18       17       20
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,665
COMMITMENTS
     660      465      135    7,840    8,065    8,635    8,665       30        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0       60        0       60        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      5.4      1.6     90.5     93.1     99.7    100.0      0.3      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 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,707
COMMITMENTS
       0    4,767      321   11,386    6,465   11,707   11,553        0      154

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        200)
    -100      -50        0      300      250      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.7      2.7     97.3     55.2    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        7        4       31       28       35       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,382
COMMITMENTS
   1,896      850        0   38,200   39,470   40,096   40,320      286       62

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,898)
       0      850        0    1,938    1,048    1,938    1,898      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.1      0.0     94.6     97.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        2        0       44       31       50       33
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,369
COMMITMENTS
     900      725        0    6,347    6,644    7,247    7,369      122        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      9.8      0.0     86.1     90.2     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       14        8       15       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,521
COMMITMENTS
     238      150        0   10,050   10,371   10,288   10,521      233        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      805      805      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.4      0.0     95.5     98.6     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       22       15       24       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,034
COMMITMENTS
     850    5,379      200   12,804    8,455   13,854   14,034      180        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        404)
       0      429        0      404      -25      404      404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     38.3      1.4     91.2     60.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        3       27       23       31       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,961
COMMITMENTS
   1,806       25        0    6,072    7,936    7,878    7,961       83        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        672)
     200        0        0      472      672      672      672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      0.3      0.0     76.3     99.7     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       12       12       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,248
COMMITMENTS
   3,490    3,977   12,235   51,343   50,976   67,068   67,188      180       60

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,243)
     376      506      380    3,487    3,357    4,243    4,243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.9     18.2     76.3     75.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        7        7       44       46       55       57
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,797
COMMITMENTS
   1,033        0      100    5,381    6,211    6,514    6,311      283      486

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        492)
       0        0        0      492      384      492      384        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.0      1.5     79.2     91.4     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       14       15       18       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,323
COMMITMENTS
     973    5,045    2,662   16,520   12,248   20,155   19,955      168      368

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        151)
    -226      222      120      239     -191      133      151       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     24.8     13.1     81.3     60.3     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       22       24       27       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,347
COMMITMENTS
   4,522    2,460      359   19,494   20,488   24,375   23,307    2,972    4,040

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        806)
     418      100        0      -41      209      377      309      429      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      9.0      1.3     71.3     74.9     89.1     85.2     10.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       16       23       20       26
```

----

Updated November 26, 2012