```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,386
COMMITMENTS
     402      506    1,433   42,257   42,419   44,092   44,358      294       28

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,331)
      90      -55      -40    1,281    1,426    1,331    1,331        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.1      3.2     95.2     95.6     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       44       44       46       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,460
COMMITMENTS
       0        0        0   10,279   10,281   10,279   10,281      181      179

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,080)
       0        0        0    1,112    1,091    1,112    1,091      -32      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     98.3     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       29       23       29       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,379
COMMITMENTS
     440      434      764   13,066   13,208   14,270   14,406    1,109      973

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -166)
      59      119      -62      316      237      313      294     -479     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.8      5.0     85.0     85.9     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        5       46       47       51       53
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,805
COMMITMENTS
     243      118      483    6,356    6,439    7,082    7,040      723      765

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        438)
     -50      -10       20      422      401      392      411       46       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.5      6.2     81.4     82.5     90.7     90.2      9.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        5       45       51       51       58
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,219
COMMITMENTS
       0        0       75    5,631    5,762    5,706    5,837      513      382

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        203)
       0        0        0      285      209      285      209      -82       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.2     90.5     92.7     91.8     93.9      8.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        1       21       22       22       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,033
COMMITMENTS
     140      327      674    6,594    6,729    7,408    7,730      625      303

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        115)
      70      -55      108      -12       99      166      152      -51      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      4.1      8.4     82.1     83.8     92.2     96.2      7.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       30       29       33       32
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,046
COMMITMENTS
      35       95       30    2,660    2,219    2,725    2,344      321      702

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        190)
       0        0        0      232      150      232      150      -42       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.1      1.0     87.3     72.8     89.5     77.0     10.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       20       20       22       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,106
COMMITMENTS
      69       74      116    1,490    1,473    1,675    1,663      431      443

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        245)
     -13        0       38      173      118      198      156       47       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.5      5.5     70.8     69.9     79.5     79.0     20.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       23       21       26       25
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,971
COMMITMENTS
       0        0        0    8,841    8,941    8,841    8,941      130       30

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,538)
       0        0        0    1,538    1,538    1,538    1,538        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,147
COMMITMENTS
       0      214      240    8,581    8,648    8,821    9,102      326       45

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        174)
       0        0        0      174      174      174      174        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,119
COMMITMENTS
       0    1,808      312   21,807   19,999   22,119   22,119        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,139)
       0       10      100    1,039    1,029    1,139    1,139        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      1.4     98.6     90.4    100.0    100.0      0.0      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      331,375
COMMITMENTS
  48,165   24,347   68,629  175,631  210,930  292,424  303,906   38,951   27,470

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -5,181)
  -1,101    4,217   -4,299    3,058   -6,612   -2,342   -6,694   -2,840    1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      7.3     20.7     53.0     63.7     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      42       29       45       76       77      145      129
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,194,136
COMMITMENTS
 238,539  319,328  462,817  410,325  369,222  1111681  1151366   82,456   42,770

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:    -20,880)
 -26,631   -7,738   13,260   -5,548  -26,169  -18,919  -20,647   -1,961     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     26.7     38.8     34.4     30.9     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     115       96      153       80       76      289      248
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,501,192
COMMITMENTS
  96,696   34,739  496,764  902,083  967,071  1495543  1498574    5,649    2,618

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     11,989)
     -74    1,048    8,196    4,088    4,235   12,210   13,478     -221   -1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.3     33.1     60.1     64.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      41       29       58       66       63      132      125
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      118,159
COMMITMENTS
  31,318   46,293   26,594   56,696   42,619  114,607  115,506    3,551    2,653

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,560)
    -174   -9,071    4,550   -3,062    5,937    1,314    1,416      246      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     39.2     22.5     48.0     36.1     97.0     97.8      3.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       10       16       23       23       42       41
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       46,517
COMMITMENTS
  20,090   16,236   16,318    9,765   13,387   46,174   45,941      343      576

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        402)
     843    1,017      173     -681     -937      335      252       67      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     34.9     35.1     21.0     28.8     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       14       10       10       16       22       34
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,548,367
COMMITMENTS
 576,805   52,635  698,599  1242250  1778971  2517654  2530205   30,713   18,162

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     26,029)
  15,166      948   18,497   -5,971    7,019   27,692   26,464   -1,663     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      2.1     27.4     48.7     69.8     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      37       14       41       89       84      139      129
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      995,032
COMMITMENTS
  96,141  227,257  222,444  668,991  537,456  987,576  987,157    7,456    7,875

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,485)
  -6,728   -5,556   11,106     -380   -2,331    3,998    3,219     -513      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     22.8     22.4     67.2     54.0     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       24       33       38       34       75       74
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,920
COMMITMENTS
   1,749        0      183    5,445    7,200    7,377    7,383      543      537

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        120)
      15        0       15      150      245      180      260      -60     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      0.0      2.3     68.8     90.9     93.1     93.2      6.9      6.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,548
COMMITMENTS
   1,200      647      120    7,117    7,422    8,437    8,189      111      359

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:         -5)
     120      -60        0     -125       45       -5      -15        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      7.6      1.4     83.3     86.8     98.7     95.8      1.3      4.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       24,585
COMMITMENTS
   8,074    9,430    4,993   11,105    8,817   24,172   23,240      413    1,345

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,777)
    -396      277       46    1,919      709    1,569    1,032      208      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     38.4     20.3     45.2     35.9     98.3     94.5      1.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       12       19       13       12       33       33
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,955
COMMITMENTS
   4,620    4,460    2,295    3,995    3,845   10,910   10,600       45      355

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        800)
     185      500      250      365      -15      800      735        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2     40.7     20.9     36.5     35.1     99.6     96.8      0.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       13       16       10       11       29       28
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,708
COMMITMENTS
   1,677    2,543      871   18,855   17,760   21,403   21,174      306      535

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,066)
     129       13        1      923      936    1,054      950       13      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     11.7      4.0     86.9     81.8     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6        7       30       40       42       49
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,074
COMMITMENTS
     219        0       35    2,157    2,447    2,411    2,482      663      592

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -699)
    -180        0       -9     -486     -632     -675     -641      -24      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      1.1     70.2     79.6     78.4     80.7     21.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       16       18       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,177
COMMITMENTS
      91      499       20    1,670    1,316    1,781    1,835      396      342

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        116)
      22        0        0      154       70      176       70      -60       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     22.9      0.9     76.7     60.5     81.8     84.3     18.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       22       25       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      123,760
COMMITMENTS
   3,476    3,656   12,181  106,251  106,476  121,908  122,312    1,852    1,448

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,592)
      -4      187     -146    1,834    1,586    1,684    1,627      -92      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.0      9.8     85.9     86.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        5       32       32       39       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,018
COMMITMENTS
   2,142      242    1,788   15,890   18,326   19,820   20,356    1,198      662

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:          8)
    -262        0       71       99      -51      -92       20      100      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      1.2      8.5     75.6     87.2     94.3     96.9      5.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,824
COMMITMENTS
       0    1,330      124    6,137    5,103    6,261    6,557    1,563    1,267

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -114)
       0     -120        0     -480      -48     -480     -168      366       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.0      1.6     78.4     65.2     80.0     83.8     20.0     16.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,849
COMMITMENTS
   2,176      401      600    8,176   10,418   10,952   11,419      897      430

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        206)
    -138        0       72      240       72      174      144       32       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      3.4      5.1     69.0     87.9     92.4     96.4      7.6      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,874
COMMITMENTS
     202    1,292      616   17,228   17,012   18,046   18,920    1,828      954

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        110)
       0        0        0       62     -100       62     -100       48      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.5      3.1     86.7     85.6     90.8     95.2      9.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,627
COMMITMENTS
   1,026    1,650    1,630    7,502    7,623   10,158   10,903    1,469      724

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:         54)
      -2        0      -28      120       64       90       36      -36       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     14.2     14.0     64.5     65.6     87.4     93.8     12.6      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       17       21       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       19       19       19
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,748
COMMITMENTS
      40        0        0   72,453   72,600   72,493   72,600      255      148

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        551)
      40        0        0      511      551      551      551        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.6     99.8     99.6     99.8      0.4      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      982,906
COMMITMENTS
     848        0        0  982,058  982,906  982,906  982,906        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     10,192)
     848        0        0    9,344   10,192   10,192   10,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       19       23       20       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,264
COMMITMENTS
       0    3,562        0   42,223   38,192   42,223   41,754       41      510

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.0     99.9     90.4     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       19       13       19       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| 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 11/06/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,005
COMMITMENTS
     123    1,891        0   15,053   14,073   15,176   15,964      829       41

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,952)
       0      121        0    1,952    1,872    1,952    1,993        0      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       19       14       20       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      677,008
COMMITMENTS
       0   26,353   23,400  653,608  627,255  677,008  677,008        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      3.5     96.5     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      913,444
COMMITMENTS
   8,090  123,210        0  905,354  790,234  913,444  913,444        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -4,680)
       0        0        0   -4,680   -4,680   -4,680   -4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       19       21       20       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      479,927
COMMITMENTS
  81,552   31,578   55,860  342,515  392,489  479,927  479,927        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      6.6     11.6     71.4     81.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       16       15       19       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      186,074
COMMITMENTS
       0    4,680        0  186,074  181,394  186,074  186,074        0        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     28,080)
       0        0        0   28,080   28,080   28,080   28,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       13       11       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,902
COMMITMENTS
     398      209      150    9,334    9,538    9,882    9,898       20        5

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        331)
      29       27       -5      318      317      342      339      -10       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.1      1.5     94.3     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       20       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,875
COMMITMENTS
   2,175        0        0   29,183   31,535   31,358   31,535      517      340

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      3,008)
       0        0        0    3,068    2,988    3,068    2,988      -60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     91.6     98.9     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       35       37       37       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,352
COMMITMENTS
     117      950       66    7,891    6,976    8,074    7,992      278      360

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:         27)
       0      100        0       40      -85       40       15      -13       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     11.4      0.8     94.5     83.5     96.7     95.7      3.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       25       28       28
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,339
COMMITMENTS
     850        0       60    8,969    9,843    9,879    9,903      460      436

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -256)
       0        0        0     -144     -151     -144     -151     -112     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      0.6     86.7     95.2     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       18       19       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,723
COMMITMENTS
     138       25        0    4,154    4,528    4,292    4,553      431      170

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2        0        2        0        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.5      0.0     88.0     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,184,139
COMMITMENTS
 359,105  134,703  743,127  990,841  1221582  2093073  2099412   91,066   84,728

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:   -371,383)
  -8,562      493 -159,996 -211,382 -213,004 -379,941 -372,506    8,558    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      6.2     34.0     45.4     55.9     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     150       77      171       95       99      315      296
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      153,294
COMMITMENTS
  22,076   37,826   27,613  102,537   84,520  152,226  149,959    1,068    3,335

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      2,875)
  -3,199    3,233      494    6,176   -1,104    3,470    2,623     -595      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     24.7     18.0     66.9     55.1     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9       13       24       26       39       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,767
COMMITMENTS
  58,035   14,734      642   72,337  106,890  131,014  122,266   42,753   51,501

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,254)
  -1,480      366      254    2,155      192      929      812      325      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      8.5      0.4     41.6     61.5     75.4     70.4     24.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        3       17       17       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,585
COMMITMENTS
   9,024    1,724    4,465   20,334   28,231   33,824   34,420    1,761    1,165

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:    -29,346)
    -420     -134  -12,997  -15,326  -15,096  -28,742  -28,226     -604   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      4.8     12.5     57.1     79.3     95.1     96.7      4.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        4        7       14       14       25       24
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      321,635
COMMITMENTS
  27,668    4,923   54,768  235,002  253,541  317,437  313,232    4,198    8,403

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -708)
   2,124   -2,027   -2,416     -419    3,634     -712     -809        3      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      1.5     17.0     73.1     78.8     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        3       14       33       33       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,907
COMMITMENTS
   5,824   10,004    9,278   69,331   63,237   84,433   82,519    2,474    4,388

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -3,567)
      88       12      648   -3,898   -4,660   -3,162   -4,000     -405      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     11.5     10.7     79.8     72.8     97.2     95.0      2.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        7        8       22       19       33       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,450
COMMITMENTS
   2,130    4,098   10,029   40,668   39,446   52,827   53,573    2,623    1,877

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      2,253)
    -773       75    1,919    1,057      509    2,203    2,503       50     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      7.4     18.1     73.3     71.1     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        4       15       14       19       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,936
COMMITMENTS
       0    3,382    1,681   32,115   28,139   33,796   33,202   23,140   23,734

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        131)
       0      250     -246       74        5     -172        9      303      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.0     56.4     49.4     59.4     58.3     40.6     41.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,892
COMMITMENTS
   6,017    5,560   10,063   16,022   14,877   32,102   30,500    2,790    4,392

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -1,698)
     438     -187   -1,880      -64     -613   -1,506   -2,680     -192      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     15.9     28.8     45.9     42.6     92.0     87.4      8.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        6       10       14       15       27       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,870
COMMITMENTS
   2,172      814        0    3,045    4,591    5,217    5,405      652      465

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:       -796)
    -654       28      -56     -104     -701     -814     -729       18      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     13.9      0.0     51.9     78.2     88.9     92.1     11.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        0       10       10       18       14
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,243
COMMITMENTS
   3,506      485    5,666   76,369   77,739   85,540   83,890    7,703    9,353

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -1,569)
    -141       93       92   -1,615   -1,940   -1,663   -1,755       94      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.5      6.1     81.9     83.4     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       22       30       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,529
COMMITMENTS
  14,715    4,107    1,431    7,634   18,654   23,780   24,192    1,749    1,337

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,271)
     391     -388      311      399    1,339    1,101    1,262      170        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6     16.1      5.6     29.9     73.1     93.1     94.8      6.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      72       28       17       31       39      111       80
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,754
COMMITMENTS
  42,736    6,979    3,133   12,217   53,918   58,087   64,030    7,668    1,725

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        317)
    -862      339       73      393      -21     -396      391      713      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.0     10.6      4.8     18.6     82.0     88.3     97.4     11.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
     107       30       25       34       37      151       84
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,572
COMMITMENTS
  95,233   34,030   42,840  131,818  201,535  269,891  278,405   22,682   14,168

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     13,643)
  -3,646     -751    1,889   14,367   10,751   12,610   11,889    1,033    1,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     11.6     14.6     45.1     68.9     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      76       27       56       83       93      183      159
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,986
COMMITMENTS
   4,630      129    1,003    9,574   12,092   15,207   13,224    1,779    3,762

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        261)
     133     -150       59      -21       69      171      -22       90      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      0.8      5.9     56.4     71.2     89.5     77.9     10.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       17       18       22       21
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,540
COMMITMENTS
   6,558      800    1,092   10,608   14,907   18,258   16,799    1,282    2,741

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        566)
      17        0      300      249      149      566      449        0      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      4.1      5.6     54.3     76.3     93.4     86.0      6.6     14.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,978
COMMITMENTS
     660      465      135    7,897    8,318    8,692    8,918      286       60

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      -12      -45      -12      -45       26       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.2      1.5     88.0     92.6     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       13       15       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,507
COMMITMENTS
     100    4,817      321   11,086    6,215   11,507   11,353        0      154

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        281)
      75     -100        0      206      381      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     41.9      2.8     96.3     54.0    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        7        4       31       28       36       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,484
COMMITMENTS
   1,896        0        0   36,262   38,422   38,158   38,422      326       62

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        -45)
       0     -100        0      -45       51      -45      -49        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     94.2     99.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        0        0       44       28       50       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,716
COMMITMENTS
     238      150        0    9,245    9,566    9,483    9,716      233        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        871)
       0        0        0      961      871      961      871      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.5      0.0     95.2     98.5     97.6    100.0      2.4      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,630
COMMITMENTS
     850    4,950      200   12,400    8,480   13,450   13,630      180        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        575)
       0      500        0      575       75      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     36.3      1.5     91.0     62.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       27       21       31       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,289
COMMITMENTS
   1,606       25        0    5,600    7,264    7,206    7,289       83        0

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.3      0.0     76.8     99.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       11       12       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,005
COMMITMENTS
   3,114    3,471   11,855   47,856   47,619   62,825   62,945      180       60

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      1,840)
     409      567      -38    1,501    1,388    1,872    1,917      -32      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.5     18.8     76.0     75.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       8        6        6       44       46       55       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,305
COMMITMENTS
   1,033        0      100    4,889    5,827    6,022    5,927      283      378

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        228)
     128     -100      100        0        0      228        0        0      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      0.0      1.6     77.5     92.4     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       13       14       17       15
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,172
COMMITMENTS
   1,199    4,823    2,542   16,281   12,439   20,022   19,804      150      368

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        993)
     107      286      306      607      428    1,020    1,020      -27      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     23.9     12.6     80.7     61.7     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       21       25       26       31
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,541
COMMITMENTS
   4,104    2,360      359   19,535   20,279   23,998   22,998    2,543    3,543

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:        997)
    -277      556      168    1,363      213    1,254      937     -257       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      8.9      1.4     73.6     76.4     90.4     86.7      9.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       16       24       19       27
```

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Updated November 16, 2012