```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,913
COMMITMENTS
     548      977    2,003   43,094   42,921   45,645   45,901      268       12

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      2,315)
    -162     -157      266    2,211    2,209    2,315    2,318        0       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.1      4.4     93.9     93.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        3        2       40       44       42       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,430
COMMITMENTS
       0        0        0   16,222   16,265   16,222   16,265      208      165

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      516      510      516      510       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.0     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       30       25       30       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,005
COMMITMENTS
     147      621      735   14,132   13,669   15,014   15,025      991      980

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        228)
       4      100       99      167       69      270      268      -42      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.9      4.6     88.3     85.4     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        5       44       47       49       53
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,460
COMMITMENTS
     329       88      543    6,832    7,274    7,704    7,905      756      555

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        559)
      50       25       47      373      474      470      546       89       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.0      6.4     80.8     86.0     91.1     93.4      8.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        3        7       51       54       59       62
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,188
COMMITMENTS
      15        0      120    5,548    5,572    5,683    5,692      505      496

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        265)
       0        0        0      205      265      205      265       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      1.9     89.7     90.0     91.8     92.0      8.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       22       24       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,980
COMMITMENTS
     115      295      879    6,592    6,612    7,586    7,786      394      194

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         17)
       0      -71        0       83       89       83       18      -66       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      3.7     11.0     82.6     82.9     95.1     97.6      4.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       32       29       35       32
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,482
COMMITMENTS
     125       45       10    3,070    2,842    3,205    2,897      277      585

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        321)
       0       45      -20      331      270      311      295       10       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.3      0.3     88.2     81.6     92.0     83.2      8.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       22       24       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,889
COMMITMENTS
      35       84       77    2,257    2,238    2,369    2,399      520      490

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        222)
     -23       -5       12      207      141      196      148       26       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.9      2.7     78.1     77.5     82.0     83.0     18.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       27       25       29       29
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,606
COMMITMENTS
       0        0        0    2,571    2,586    2,571    2,586       35       20

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      506      541      506      541     -393     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.2     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       14       14       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,520
COMMITMENTS
       0        0        0    9,395    9,482    9,395    9,482      125       38

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      385      375      385        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.6     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       24       23       24       23
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,449
COMMITMENTS
       0      207      260    7,894    7,898    8,154    8,365      295       84

CHANGES FROM 12/11/12 (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      2.4      3.1     93.4     93.5     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       18       19       20       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,059
COMMITMENTS
       0    2,334      725   28,314   26,000   29,039   29,059       20        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,967)
       0      -75      200    1,767    1,842    1,967    1,967        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      2.5     97.4     89.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       28       31       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,089
COMMITMENTS
  48,167   25,815   59,212  148,030  179,642  255,408  264,670   36,681   27,420

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -17,441)
   4,063   -5,172    5,086  -24,979  -14,451  -15,830  -14,537   -1,611   -2,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      8.8     20.3     50.7     61.5     87.4     90.6     12.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      32       38       43       75       77      137      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,987
COMMITMENTS
       0    3,978        0    7,868    4,321    7,868    8,299    3,119    2,688

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        258)
       0      158        0       22     -100       22       58      236      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     36.2      0.0     71.6     39.3     71.6     75.5     28.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        0       13       13       13       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,208,376
COMMITMENTS
 254,909  395,748  426,461  451,261  337,076  1132630  1159285   75,745   49,090

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     32,836)
  12,153   21,850   -7,761   32,838   15,388   37,230   29,477   -4,394    3,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     32.8     35.3     37.3     27.9     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     114      109      158       82       71      292      257
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,429,454
COMMITMENTS
  99,660   39,181  467,176  857,338  918,562  1424174  1424920    5,280    4,534

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     26,470)
   1,969     -322   13,320   11,041   13,062   26,330   26,060      140      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.7     32.7     60.0     64.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      51       23       57       62       56      129      120
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      148,045
COMMITMENTS
  45,770   55,227   27,321   71,564   62,451  144,655  144,999    3,390    3,046

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     12,839)
    -205      322    4,166    8,681    8,019   12,642   12,507      197      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     37.3     18.5     48.3     42.2     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12       17       24       24       47       44
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       50,018
COMMITMENTS
  25,008   17,510   16,605    7,983   15,351   49,596   49,466      422      552

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        626)
   2,423      824   -1,193     -676      913      553      543       73       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0     35.0     33.2     16.0     30.7     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       10       12       11       16       24       33
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,449,578
COMMITMENTS
 586,544   27,557  671,143  1151009  1724911  2408696  2423611   40,882   25,967

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -2,745)
   9,794  -12,745   -9,446   -5,273   17,638   -4,925   -4,553    2,180    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      1.1     27.4     47.0     70.4     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      40        8       42       84       78      136      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      955,675
COMMITMENTS
  89,059  234,057  195,454  667,910  522,418  952,423  951,929    3,252    3,746

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -1,423)
 -10,015   -8,783    4,488    4,009    3,352   -1,518     -943       95     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     24.5     20.5     69.9     54.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      19       28       33       38       40       79       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,675
COMMITMENTS
   1,699       30      773    4,615    6,455    7,087    7,258      588      417

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         65)
      50        0      220     -445     -230     -175      -10      240       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      0.4     10.1     60.1     84.1     92.3     94.6      7.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        5       12       14       18       19
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,193
COMMITMENTS
   1,979      672      628    6,460    7,644    9,067    8,944      126      249

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -162)
     495       30      105     -717     -207     -117      -72      -45      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      7.3      6.8     70.3     83.2     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       13       15       16       19
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       30,943
COMMITMENTS
   9,425   10,168    8,107   13,176   12,463   30,708   30,738      235      205

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,712)
     402      262      600      695      865    1,697    1,727       15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     32.9     26.2     42.6     40.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       14       21       13       13       35       37
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,295
COMMITMENTS
   5,000    3,425    3,570    3,325    4,865   11,895   11,860      400      435

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        420)
      75      295      380       25      -50      480      625      -60     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     27.9     29.0     27.0     39.6     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       12       17        8       10       27       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,190
COMMITMENTS
   1,425      582      858   19,783   20,587   22,066   22,027      124      163

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        496)
    -228      -13      -24      868      687      616      650     -120     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.6      3.9     89.2     92.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        6       32       40       40       49
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,783
COMMITMENTS
      58        0       35    1,871    2,052    1,964    2,087      819      696

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         63)
       0        0        0      -69       39      -69       39      132       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      1.3     67.2     73.7     70.6     75.0     29.4     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       16       18       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,541
COMMITMENTS
     136      584       50    1,986    1,701    2,172    2,335      369      206

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        239)
       1       43        0      168      171      169      214       70       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     23.0      2.0     78.2     66.9     85.5     91.9     14.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        2       27       26       31       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      110,947
COMMITMENTS
   3,583    2,354   10,447   95,074   96,977  109,104  109,778    1,843    1,169

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        714)
      29     -557      279      350    1,024      659      747       55      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.1      9.4     85.7     87.4     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        5       32       31       39       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,140
COMMITMENTS
      84        0        0    5,655    5,549    5,739    5,549      401      591

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      255     -256      255     -256     -255      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     92.1     90.4     93.5     90.4      6.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       15       17       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,605
COMMITMENTS
   2,424      294    1,576   14,479   17,219   18,479   19,089    1,126      516

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         30)
      15        0        0        3       38       18       38       12       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      1.5      8.0     73.9     87.8     94.3     97.4      5.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       19       24       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,664
COMMITMENTS
       0    1,544        0    6,346    4,760    6,346    6,304    1,318    1,360

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0      -38       10      -38       10       24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.1      0.0     82.8     62.1     82.8     82.3     17.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       17       13       17       15
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,835
COMMITMENTS
   1,818      440      814    8,635   10,101   11,267   11,355      568      479

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         11)
    -130        0       14      120        9        4       23        7      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      3.7      6.9     73.0     85.4     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       18       21       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,628
COMMITMENTS
     578    1,080      598   15,823   16,220   16,999   17,898    1,629      730

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -164)
      48        0        0     -212     -164     -164     -164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      5.8      3.2     84.9     87.1     91.3     96.1      8.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       28       25       32       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,880
COMMITMENTS
     962        0      168    4,919    5,835    6,049    6,003    1,831    1,877

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         24)
     -48        0       48       20        0       20       48        4      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      2.1     62.4     74.0     76.8     76.2     23.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       15       18       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,853
COMMITMENTS
     490    1,506    1,640    7,014    6,623    9,144    9,769    1,709    1,084

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -120)
    -120        0        0       20     -120     -100     -120      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     13.9     15.1     64.6     61.0     84.3     90.0     15.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       16       16       19       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,676
COMMITMENTS
       0    1,936      780    8,433    7,468    9,213   10,184    1,463      492

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         60)
       0       60        0       60        0       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      7.3     79.0     70.0     86.3     95.4     13.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       19       13       22       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,145
COMMITMENTS
       0        0        0   55,145   55,145   55,145   55,145        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        233)
       0        0        0      233      233      233      233        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:       32)
       0        0        0       26       19       26       19
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      851,822
COMMITMENTS
       0        0        0  851,822  851,822  851,822  851,822        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     20,695)
       0        0        0   20,695   20,695   20,695   20,695        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       19       20       19
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      450,206
COMMITMENTS
  41,680  377,417        0  408,526   72,789  450,206  450,206        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     83.8      0.0     90.7     16.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       11       11       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,722
COMMITMENTS
     805        0        0   66,662   67,595   67,467   67,595      255      127

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     98.4     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       17       29       19       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      889,446
COMMITMENTS
     848        0        0  888,598  889,446  889,446  889,446        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       20       24       21       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,200
COMMITMENTS
   5,530        0    2,260   47,155   52,940   54,945   55,200      255        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      4.1     85.4     95.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       28       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,104,678
COMMITMENTS
  32,892   97,840    8,325  1063461  998,513  1104678  1104678        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      8.9      0.8     96.3     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       26       33       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,192
COMMITMENTS
       0    3,457        0   39,172   35,480   39,172   38,937       20      255

CHANGES FROM 12/11/12 (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      8.8      0.0     99.9     90.5     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       15       19       17
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,890
COMMITMENTS
     200    5,200        0   35,690   30,690   35,890   35,890        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     14.5      0.0     99.4     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       16       21       17       22
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,957
COMMITMENTS
   5,425        0    3,305   15,227   20,652   23,957   23,957        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,280)
  -1,280        0    1,280    1,280        0    1,280    1,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      0.0     13.8     63.6     86.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       12       16       14       18
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        8,780
COMMITMENTS
     126        0        0    8,379    7,400    8,505    7,400      275    1,380

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        256)
       0        0        0      256      256      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     95.4     84.3     96.9     84.3      3.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       15       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       21,196
COMMITMENTS
      60    3,166        0   20,073   18,010   20,133   21,176    1,063       20

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.9      0.0     94.7     85.0     95.0     99.9      5.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        0       20       15       21       18
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,864
COMMITMENTS
       0       60        0   12,527   12,611   12,527   12,671      337      193

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        554)
       0        0        0      554      510      554      510        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     97.4     98.0     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       12       16       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      606,899
COMMITMENTS
       0   20,963   23,400  583,499  562,536  606,899  606,899        0        0

CHANGES FROM 12/11/12 (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      3.5      3.9     96.1     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       13       21       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,738
COMMITMENTS
   4,240  119,360        0  844,498  729,378  848,738  848,738        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     14.1      0.0     99.5     85.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       16       21       17       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      482,231
COMMITMENTS
  77,317    1,018   62,614  342,300  418,599  482,231  482,231        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.2     13.0     71.0     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       14       17       17       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      233,896
COMMITMENTS
       0    4,680        0  233,896  229,216  233,896  233,896        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0    100.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       15       16       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,194
COMMITMENTS
     302      109      142    8,730    8,943    9,174    9,194       20       -0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -179)
     -66      -17       -9     -103     -152     -179     -179       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.2      1.5     95.0     97.3     99.8    100.0      0.2     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       20       21       23       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,361
COMMITMENTS
   1,275        0       63   30,395   32,006   31,733   32,069      628      292

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        630)
    -360        0        0      855      630      495      630      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.2     93.9     98.9     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        1       35       35       37       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,566
COMMITMENTS
   1,710        0        0    4,421    6,382    6,131    6,382      435      184

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        234)
       0        0        0      234      204      234      204        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      0.0      0.0     67.3     97.2     93.4     97.2      6.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       13       18       15       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,362
COMMITMENTS
      92    1,060       41    5,919    4,802    6,052    5,903      310      459

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        -16)
     -20      240      -17       10       61      -27      284       11     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     16.7      0.6     93.0     75.5     95.1     92.8      4.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        1       22       25       24       29
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,723
COMMITMENTS
     795        0        0    8,438    9,329    9,233    9,329      490      394

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        157)
     100        0        0       44      117      144      117       13       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      0.0     86.8     95.9     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       18       20       20       20
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,364
COMMITMENTS
     104        0        0    3,884    4,206    3,988    4,206      376      158

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         38)
       0        0        0       38       38       38       38        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     89.0     96.4     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       16       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,140,858
COMMITMENTS
 357,890  128,017  745,326  954,080  1184823  2057297  2058166   83,561   82,691

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -98,464)
  -3,729  -19,547  -43,862  -36,233  -30,673  -83,823  -94,081  -14,640   -4,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      6.0     34.8     44.6     55.3     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     144       87      179       92       99      315      303
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,648
COMMITMENTS
     253   15,232   12,120   58,971   42,997   71,344   70,348    2,304    3,299

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -23,666)
     169  -10,744   -4,851  -20,185   -8,261  -24,867  -23,857    1,200      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     20.7     16.5     80.1     58.4     96.9     95.5      3.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        6        5       14       13       20       20
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,226
COMMITMENTS
  55,772   15,826      413   71,464  106,346  127,649  122,585   41,577   46,641

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,382)
  -2,234      912     -247    3,545      313    1,064      978      318      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      9.4      0.2     42.2     62.8     75.4     72.4     24.6     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        4       17       20       24       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,255
COMMITMENTS
   8,540    1,347    4,020   19,818   27,302   32,378   32,668    1,878    1,587

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -439)
     -35     -201     -950      838      786     -147     -365     -292      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      3.9     11.7     57.9     79.7     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        1        7       14       14       25       22
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      295,036
COMMITMENTS
  26,815    3,523   48,297  215,914  236,305  291,027  288,125    4,009    6,910

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,180)
   1,565     -284      724    1,594    3,836    3,884    4,277      296      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      1.2     16.4     73.2     80.1     98.6     97.7      1.4      2.3

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 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,677
COMMITMENTS
   6,908    1,347    7,226   55,602   56,236   69,736   64,809    1,941    6,868

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        -73)
    -940        0     -940    2,234    1,144      354      204     -427     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.9     10.1     77.6     78.5     97.3     90.4      2.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        6       18       17       27       23
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,871
COMMITMENTS
   2,925    3,348   13,234   37,626   37,397   53,785   53,979    2,086    1,892

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -304)
      78      -50        0     -462     -254     -384     -304       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.0     23.7     67.3     66.9     96.3     96.6      3.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        4       14       13       18       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,890
COMMITMENTS
       0    3,532      496   29,147   27,333   29,643   31,361   24,247   22,529

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         50)
       0     -770       43       -8      213       35     -514       15      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      0.9     54.1     50.7     55.0     58.2     45.0     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       17       18       20       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,064
COMMITMENTS
   4,222    7,244    7,973   16,003   13,576   28,197   28,793    3,867    3,271

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -1,541)
  -1,469    2,314   -1,939      705   -1,007   -2,703     -633    1,162     -909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     22.6     24.9     49.9     42.3     87.9     89.8     12.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        7       13       14       22       23
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,401
COMMITMENTS
   1,565      764      196    3,000    3,893    4,761    4,853      640      547

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -190)
       5      -68      -64     -138      -58     -198     -190        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     14.1      3.6     55.6     72.1     88.2     89.9     11.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        1       12       11       19       15
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,193
COMMITMENTS
   3,393      585    3,738   69,650   71,203   76,781   75,526    7,412    8,667

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,268)
    -178      129       86    1,175    1,079    1,082    1,293      186      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.7      4.4     82.7     84.6     91.2     89.7      8.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        7       23       23       30       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,682
COMMITMENTS
  21,368    2,822    1,072    5,692   25,577   28,133   29,471    2,549    1,211

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,483)
   1,652      752     -225      149      661    1,576    1,188      -93      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.6      9.2      3.5     18.6     83.4     91.7     96.1      8.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      83       27       13       31       40      120       76
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       68,305
COMMITMENTS
  48,524    4,410    2,121   10,350   60,166   60,995   66,697    7,310    1,608

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -304)
     887     -956     -229     -145    1,049      513     -135     -817     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.0      6.5      3.1     15.2     88.1     89.3     97.6     10.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
     119       23       21       32       38      160       75
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,954
COMMITMENTS
  90,003   26,859   41,092  140,654  213,669  271,749  281,620   24,205   14,334

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     14,181)
  -5,808   -7,661   -1,383   19,732   22,992   12,541   13,948    1,640      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      9.1     13.9     47.5     72.2     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      71       25       56       80       85      180      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,799
COMMITMENTS
   3,814      995      221    7,197    7,933   11,232    9,149    1,567    3,650

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        474)
     175        0       37      175      212      387      249       87      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      7.8      1.7     56.2     62.0     87.8     71.5     12.2     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       16       17       19       21
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        8,978
COMMITMENTS
       0        0      200    7,818    7,968    8,018    8,168      960      810

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      2.2     87.1     88.8     89.3     91.0     10.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        1       17       15       18       16
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,240
COMMITMENTS
   8,396      400      216    9,129   16,459   17,741   17,075    1,499    2,165

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        -17)
    -641        0        0      624      133      -17      133        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      2.1      1.1     47.4     85.5     92.2     88.7      7.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       12       17       15       19
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       10,550
COMMITMENTS
   5,499    5,804      804    3,825    3,762   10,128   10,370      422      180

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -518)
     204     -921       48     -770      355     -518     -518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.1     55.0      7.6     36.3     35.7     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5        3        5        7       14       13
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,759
COMMITMENTS
     615      465      135    7,979    8,159    8,729    8,759       30        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        -24)
       0        0        0      150      -24      150      -24     -174        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.3      1.5     91.1     93.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       11       14       16       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,218
COMMITMENTS
      50    3,162      500    9,668    6,359   10,218   10,021        0      197

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        527)
       0      170      200      327      157      527      527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     30.9      4.9     94.6     62.2    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        5       30       26       35       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,610
COMMITMENTS
   2,505      675        0   39,587   41,895   42,092   42,570      518       40

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      4,865)
     224     -125        0    4,602    5,009    4,826    4,884       39      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.6      0.0     92.9     98.3     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        2        0       43       34       51       36
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,983
COMMITMENTS
     650      650        0    7,177    7,333    7,827    7,983      156        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,594)
     -25        0        0    1,559    1,594    1,534    1,594       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.1      0.0     89.9     91.9     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       10       18       11
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,596
COMMITMENTS
     539      400        0   14,834   15,196   15,373   15,596      223        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,402)
      30       50        0    1,372    1,352    1,402    1,402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.6      0.0     95.1     97.4     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        0       22       18       24       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,579
COMMITMENTS
   1,325    8,579      100   14,154    6,900   15,579   15,579        0        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        730)
     -75    1,075        0      805     -345      730      730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     55.1      0.6     90.9     44.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        3       31       19       37       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,999
COMMITMENTS
   1,623       25        0    5,346    6,974    6,969    6,999       30        0

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         40)
     -35        0        0       75       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      0.4      0.0     76.4     99.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       12       12       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,255
COMMITMENTS
   2,275    4,990   11,506   49,420   46,637   63,201   63,133       54      122

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,146)
      32   -1,214      996      118    1,364    1,146    1,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      7.9     18.2     78.1     73.7     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5       10        7       43       46       52       59
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,736
COMMITMENTS
     521        0       50    4,949    5,227    5,520    5,277      216      459

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.9     86.3     91.1     96.2     92.0      3.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       13       17       14
 
 
GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE        Code-86565N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,849
COMMITMENTS
   1,544        0      180    2,115    3,399    3,839    3,579       10      270

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70       70       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1      0.0      4.7     54.9     88.3     99.7     93.0      0.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        2       16        8       20       10
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,597
COMMITMENTS
     358    4,974    1,280   16,827   11,887   18,465   18,141      132      456

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        711)
    -101      678     -322    1,104      355      681      711       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     26.7      6.9     90.5     63.9     99.3     97.5      0.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        4       28       22       32       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,029
COMMITMENTS
   3,626    1,882      785   19,804   18,337   24,215   21,004    1,814    5,025

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      1,643)
     455     -180        0    1,236    1,331    1,691    1,151      -48      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.2      3.0     76.1     70.4     93.0     80.7      7.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        1       20       22       24       25
```

----

Updated December 21, 2012