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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       96,715
COMMITMENTS
      27    1,898    3,645   93,043   91,172   96,715   96,715        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      3,212)
     -75     -145      775    2,512    2,582    3,212    3,212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      3.8     96.2     94.3    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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,055
COMMITMENTS
     312      561    1,473   40,976   40,993   42,761   43,027      294       28

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,398)
     312      -82     -162   -4,512   -4,147   -4,362   -4,391      -36       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.3      3.4     95.2     95.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       43       43       45       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,380
COMMITMENTS
       0        0        0    9,167    9,190    9,167    9,190      213      190

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,181)
       0      -80        0   -1,199   -1,094   -1,199   -1,174       18       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7     98.0     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       22       26       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,545
COMMITMENTS
     381      315      826   12,750   12,971   13,957   14,112    1,588    1,433

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,165)
    -257      -83      -96   -2,217   -2,463   -2,570   -2,642      405      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.0      5.3     82.0     83.4     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        5       43       44       48       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,367
COMMITMENTS
     293      128      463    5,934    6,038    6,690    6,629      677      738

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,287)
      -8     -145      -67   -1,188   -1,037   -1,263   -1,249      -24      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.7      6.3     80.5     82.0     90.8     90.0      9.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        5       43       46       49       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,016
COMMITMENTS
       0        0       75    5,346    5,553    5,421    5,628      595      388

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -725)
       0        0        0     -691     -620     -691     -620      -34     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.2     88.9     92.3     90.1     93.6      9.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        1       20       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,918
COMMITMENTS
      70      382      566    6,606    6,630    7,242    7,578      676      340

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -268)
     -68     -146      354     -649     -494     -363     -286       95       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.8      7.1     83.4     83.7     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       30       29       32       32
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,856
COMMITMENTS
      35       95       30    2,428    2,069    2,493    2,194      363      662

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -223)
     -35       75      -60     -105     -220     -200     -205      -23      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.3      1.1     85.0     72.4     87.3     76.8     12.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       18       20       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,861
COMMITMENTS
      82       74       78    1,317    1,355    1,477    1,507      384      354

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -543)
     -99      -32       18     -380     -516     -461     -530      -82      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.0      4.2     70.8     72.8     79.4     81.0     20.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       21       20       24       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,433
COMMITMENTS
       0        0        0    7,303    7,403    7,303    7,403      130       30

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,212)
       0        0        0   -1,207   -1,212   -1,207   -1,212       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.3     99.6     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       19       22       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,973
COMMITMENTS
       0      214      240    8,407    8,474    8,647    8,928      326       45

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,169)
       0      -17        0   -1,179   -1,152   -1,179   -1,169       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      2.7     93.7     94.4     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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,980
COMMITMENTS
       0    1,798      212   20,768   18,970   20,980   20,980        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,724)
       0      623     -212   -4,452   -5,135   -4,664   -4,724      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      1.0     99.0     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       24       27       25       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      307,659
COMMITMENTS
  50,829   23,346   54,439  162,271  205,076  267,539  282,861   40,120   24,798

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     11,085)
  -2,505   -1,699    8,540    8,782    3,540   14,817   10,381   -3,732      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      7.6     17.7     52.7     66.7     87.0     91.9     13.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      44       27       46       71       74      139      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,175,941
COMMITMENTS
 258,009  316,049  429,758  409,486  389,772  1097253  1135579   78,688   40,362

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,907)
 -19,590  -10,554   23,396  -12,928  -24,794   -9,122  -11,952    1,215    4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     26.9     36.5     34.8     33.1     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     122       84      130       80       69      275      226
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      115,425
COMMITMENTS
  31,384   55,841   21,404   59,696   36,538  112,484  113,783    2,941    1,642

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        316)
     904   -1,357     -820      265    2,440      349      263      -33       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     48.4     18.5     51.7     31.7     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       11       13       22       20       38       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,522,338
COMMITMENTS
 561,639   51,687  680,102  1248221  1771952  2489962  2503741   32,376   18,597

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      9,840)
  30,138        0   -7,402  -13,762   17,060    8,974    9,658      866      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      2.0     27.0     49.5     70.3     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      38       13       40       87       83      137      127
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      991,547
COMMITMENTS
 102,869  232,813  211,338  669,371  539,787  983,578  983,938    7,969    7,609

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     27,767)
  23,241   21,971    2,953    1,814    2,325   28,008   27,249     -241      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     23.5     21.3     67.5     54.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       27       34       38       33       77       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,800
COMMITMENTS
   1,734        0      168    5,295    6,955    7,197    7,123      603      677

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         55)
     195        0      -45     -185      250      -35      205       90     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      0.0      2.2     67.9     89.2     92.3     91.3      7.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       12       15       18       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,553
COMMITMENTS
   1,080      707      120    7,242    7,377    8,442    8,204      111      349

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         15)
     105        0        0      -42      -45       63      -45      -48       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      8.3      1.4     84.7     86.3     98.7     95.9      1.3      4.1

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       22,808
COMMITMENTS
   8,470    9,153    4,947    9,186    8,108   22,603   22,208      205      600

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      2,385)
     478    1,795      204    1,828      436    2,510    2,435     -125      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     40.1     21.7     40.3     35.5     99.1     97.4      0.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       13       21       12       13       34       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,155
COMMITMENTS
   4,435    3,960    2,045    3,630    3,860   10,110    9,865       45      290

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        345)
     115      -50      105      130      345      350      400       -5      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     39.0     20.1     35.7     38.0     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8       12       16       11       11       30       28
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,094
COMMITMENTS
   1,552    2,530      856   17,542   16,439   19,950   19,825      144      269

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,701)
    -159     -128      213   -2,599   -2,663   -2,545   -2,578     -156     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     12.6      4.3     87.3     81.8     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        5        6       30       39       41       47
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,061
COMMITMENTS
      69      499       20    1,516    1,246    1,605    1,765      456      296

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -453)
      -9     -203      -60     -418     -183     -487     -446       34       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     24.2      1.0     73.6     60.5     77.9     85.6     22.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       21       21       23       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       57,450
COMMITMENTS
   3,508    2,418    4,313   48,251   49,638   56,072   56,369    1,378    1,081

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,848)
     330       40     -247   -4,232   -3,578   -4,149   -3,785      301      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.2      7.5     84.0     86.4     97.6     98.1      2.4      1.9

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,623
COMMITMENTS
   1,278      242    1,648   10,599   12,059   13,525   13,949    1,098      674

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,079)
    -196     -154     -116     -691     -755   -1,003   -1,025      -76      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.7     11.3     72.5     82.5     92.5     95.4      7.5      4.6

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,921
COMMITMENTS
       0    1,450      124    6,600    5,134    6,724    6,708    1,197    1,213

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -434)
       0      -56       -4     -294     -328     -298     -388     -136      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.3      1.6     83.3     64.8     84.9     84.7     15.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       15       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,554
COMMITMENTS
   2,314      440      488    7,936   10,304   10,738   11,232      816      322

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -332)
    -602       40      114       95     -451     -393     -297       61      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      3.8      4.2     68.7     89.2     92.9     97.2      7.1      2.8

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,764
COMMITMENTS
     202    1,292      616   17,166   17,112   17,984   19,020    1,780      744

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,455)
     -50     -230        0   -1,270     -913   -1,320   -1,143     -135     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.5      3.1     86.9     86.6     91.0     96.2      9.0      3.8

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,294
COMMITMENTS
   1,130        0      120    5,158    6,632    6,408    6,752    1,886    1,542

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -470)
    -130        0        0     -511     -501     -641     -501      171       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      1.4     62.2     80.0     77.3     81.4     22.7     18.6

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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,573
COMMITMENTS
   1,028    1,650    1,658    7,382    7,559   10,068   10,867    1,505      706

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -718)
     -50     -134       40     -584     -573     -594     -667     -124      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     14.3     14.3     63.8     65.3     87.0     93.9     13.0      6.1

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 11/06/12                         |
--------------------------------------------------------------| 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
     208    2,028      756    8,346    7,852    9,310   10,636    1,724      398

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -918)
      40     -282      -40     -781     -480     -781     -802     -137     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     18.4      6.9     75.6     71.2     84.4     96.4     15.6      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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,964
COMMITMENTS
       0        0        0   52,964   52,924   52,964   52,924        0       40

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,199)
       0        0        0   -4,199   -4,239   -4,199   -4,239        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       17       22       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      875,069
COMMITMENTS
       0        0        0  875,069  875,069  875,069  875,069        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -38,784)
       0        0        0  -38,784  -38,784  -38,784  -38,784        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 WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,197
COMMITMENTS
       0        0        0   71,942   72,049   71,942   72,049      255      148

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,153)
       0        0        0   -7,153   -7,130   -7,153   -7,130        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      972,714
COMMITMENTS
       0        0        0  972,714  972,714  972,714  972,714        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:   -100,392)
       0        0        0 -100,392 -100,392 -100,392 -100,392        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:       35)
       0        0        0       19       23       19       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| 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 10/30/12 (CHANGE IN OPEN INTEREST:     -4,025)
     115        0   -1,380   -2,760   -2,645   -4,025   -4,025        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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,155,948
COMMITMENTS
  36,357  101,690   10,635  1108956  1043623  1155948  1155948        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -37,562)
  -3,384   -3,760   -2,256  -31,922  -31,546  -37,562  -37,562        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      8.8      0.9     95.9     90.3    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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,989
COMMITMENTS
       0    3,562        0   40,948   36,917   40,948   40,479       41      510

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,485)
       0     -115        0   -4,462   -4,370   -4,462   -4,485      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      0.0     99.9     90.1     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| 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 10/30/12 (CHANGE IN OPEN INTEREST:     -3,151)
    -230     -115        0   -2,921   -3,036   -3,151   -3,151        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:       30)
       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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,861
COMMITMENTS
   4,791        0    2,025   14,045   18,836   20,861   20,861        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,634)
  -2,093        0        0   -1,541   -3,634   -3,634   -3,634        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.0      9.7     67.3     90.3    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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,051
COMMITMENTS
     123    1,770        0   13,099   12,199   13,222   13,969      829       82

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -665)
     -69     -115        0     -573     -504     -642     -619      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     12.6      0.0     93.2     86.8     94.1     99.4      5.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       13       17       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      653,608
COMMITMENTS
       0   26,353   23,400  630,208  603,855  653,608  653,608        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -68,441)
       0  -11,280        0  -68,441  -57,161  -68,441  -68,441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      3.6     96.4     92.4    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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      918,124
COMMITMENTS
   8,090  123,210        0  910,034  794,914  918,124  918,124        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -21,498)
  -3,760   -3,760        0  -17,738  -17,738  -21,498  -21,498        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     13.4      0.0     99.1     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       19       20       20       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      456,527
COMMITMENTS
  81,552   31,578   55,860  319,115  369,089  456,527  456,527        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -5,693)
   3,098   25,192  -27,475   18,684   -3,410   -5,693   -5,693        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      6.9     12.2     69.9     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       15       18       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      157,994
COMMITMENTS
       0    4,680        0  157,994  153,314  157,994  157,994        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -10,528)
       0        0        0  -10,528  -10,528  -10,528  -10,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       13       10       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,867
COMMITMENTS
   2,175        0        0   26,115   28,547   28,290   28,547      577      320

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,790)
       0        0        0   -2,752   -2,624   -2,752   -2,624      -38     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.0     90.5     98.9     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       34       36       36       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,325
COMMITMENTS
     117      850       66    7,851    7,061    8,034    7,977      291      348

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,854)
     -39       75       -1   -1,698   -1,858   -1,738   -1,784     -116      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     10.2      0.8     94.3     84.8     96.5     95.8      3.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       24       28       27
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,595
COMMITMENTS
     850        0       60    9,113    9,994   10,023   10,054      572      541

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,327)
     -95        0        0   -1,440   -1,689   -1,535   -1,689      208      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      0.6     86.0     94.3     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       16       18       18       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,721
COMMITMENTS
     138       25        0    4,152    4,528    4,290    4,553      431      168

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -485)
       0        0        0     -414     -461     -414     -461      -71      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.5      0.0     87.9     95.9     90.9     96.4      9.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,614,897
COMMITMENTS
 353,453  187,609  497,687  690,262  854,155  1541402  1539451   73,495   75,446

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     17,396)
  -6,200   -2,469   42,080  -15,579  -26,535   20,301   13,076   -2,905    4,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     11.6     30.8     42.7     52.9     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     126       93      151       96      101      297      289
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      172,513
COMMITMENTS
  59,515   14,368      388   70,182  106,698  130,085  121,454   42,428   51,059

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -12,540)
  -1,947   -1,017     -285   -8,024   -4,492  -10,256   -5,794   -2,284   -6,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      8.3      0.2     40.7     61.8     75.4     70.4     24.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        3       17       17       24       23
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,474
COMMITMENTS
   5,736    9,992    8,630   73,229   67,897   87,595   86,519    2,879    3,955

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      5,206)
    -415     -745    2,757    2,786    3,241    5,128    5,253       78      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     11.0      9.5     80.9     75.0     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        7        8       22       19       32       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,197
COMMITMENTS
   2,903    4,023    8,110   39,611   38,937   50,624   51,070    2,573    2,127

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     10,017)
    -117      135    4,272    5,832    5,635    9,987   10,042       30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      7.6     15.2     74.5     73.2     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        6       15       14       22       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,805
COMMITMENTS
       0    3,132    1,927   32,041   28,134   33,968   33,193   22,837   23,612

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -6,001)
       0      123     -667   -5,557   -2,241   -6,224   -2,785      223   -3,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      3.4     56.4     49.5     59.8     58.4     40.2     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       15       17       19       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,163
COMMITMENTS
   5,656    6,243    9,076   12,909   12,084   27,641   27,403    2,522    2,760

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        830)
      37     -451      660       21      331      718      540      112      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     20.7     30.1     42.8     40.1     91.6     90.8      8.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7       10       14       15       26       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,665
COMMITMENTS
  13,900    4,543      511    5,675   15,283   20,086   20,337    1,579    1,328

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        904)
     709      110      -88      419      633    1,040      655     -136      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     21.0      2.4     26.2     70.5     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      66       27        7       29       34       99       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       60,132
COMMITMENTS
  44,567    6,892      471    8,157   50,975   53,195   58,338    6,937    1,794

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,317)
  -3,666     -335        8    1,795     -967   -1,863   -1,294      546      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     11.5      0.8     13.6     84.8     88.5     97.0     11.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
     103       29       15       24       40      135       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      265,501
COMMITMENTS
  97,478   34,743   33,269  113,658  185,773  244,405  253,785   21,096   11,716

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -8,919)
  -4,386   -3,296    7,311  -12,665  -11,763   -9,740   -7,748      821   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     13.1     12.5     42.8     70.0     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      73       29       55       77       86      174      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,725
COMMITMENTS
   4,497      279      944    9,595   12,023   15,036   13,246    1,689    3,479

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -5,161)
  -2,370       21     -383   -1,823   -4,578   -4,576   -4,940     -585     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      1.7      5.6     57.4     71.9     89.9     79.2     10.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       16       17       21       20
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,974
COMMITMENTS
   6,541      800      792   10,359   14,758   17,692   16,350    1,282    2,624

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,172)
  -2,869     -400     -258       84   -2,218   -3,043   -2,876     -129     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      4.2      4.2     54.6     77.8     93.2     86.2      6.8     13.8

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 11/06/12                         |
--------------------------------------------------------------| 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 10/30/12 (CHANGE IN OPEN INTEREST:        -25)
     120        0        0     -145       35      -25       35        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 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,226
COMMITMENTS
      25    4,917      321   10,880    5,834   11,226   11,072        0      154

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,642)
     -77   -2,113      -18   -2,547     -500   -2,642   -2,631        0      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     43.8      2.9     96.9     52.0    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        7        4       31       26       36       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,529
COMMITMENTS
   1,896      100        0   36,307   38,371   38,203   38,471      326       58

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -13,191)
    -432     -300        0  -12,759  -12,884  -13,191  -13,184        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.3      0.0     94.2     99.6     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        1        0       43       27       49       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,845
COMMITMENTS
     238      150        0    8,284    8,695    8,522    8,845      323        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,365)
     -84        0        0   -2,256   -2,365   -2,340   -2,365      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.7      0.0     93.7     98.3     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       16       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,055
COMMITMENTS
     850    4,450      200   11,825    8,405   12,875   13,055      180        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -610)
     400      475       50   -1,060   -1,135     -610     -610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     34.1      1.5     90.6     64.4     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       27       20       31       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,165
COMMITMENTS
   2,705    2,904   11,893   46,355   46,231   60,953   61,028      212      137

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,070)
  -2,197     -633      304   -1,208   -2,804   -3,101   -3,133       31       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.7     19.4     75.8     75.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        3        6       45       46       55       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,077
COMMITMENTS
     905      100        0    4,889    5,827    5,794    5,927      283      150

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -384)
     138      -50        0     -486     -307     -348     -357      -36      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      1.6      0.0     80.5     95.9     95.3     97.5      4.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       13       16       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,179
COMMITMENTS
   1,092    4,537    2,236   15,674   12,011   19,002   18,784      177      395

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        243)
    -531       41      417      287     -350      173      108       70      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     23.7     11.7     81.7     62.6     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        4       21       25       26       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,544
COMMITMENTS
   4,381    1,804      191   18,172   20,066   22,744   22,061    2,800    3,483

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,504)
    -323     -246     -242   -4,914   -3,540   -5,479   -4,028      975     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      7.1      0.7     71.1     78.6     89.0     86.4     11.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       15       24       18       27
```

----

Updated November 9, 2012