```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,641
COMMITMENTS
     394        0        0   41,176   41,354   41,570   41,354       71      287

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,049)
       0        0      -12    2,100    2,061    2,088    2,049      -39        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     98.9     99.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        0        0       41       50       43       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,231
COMMITMENTS
       0        0        0   15,082   15,147   15,082   15,147      149       84

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,402)
       0        0        0    1,402    1,402    1,402    1,402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     99.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       23       29       23       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,366
COMMITMENTS
      97      373      175    9,147    8,955    9,419    9,503      947      863

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        206)
     -15       55       10      293      225      288      290      -82      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.6      1.7     88.2     86.4     90.9     91.7      9.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        4       35       39       39       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,326
COMMITMENTS
     370       81      327    5,074    5,168    5,771    5,576      555      750

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        389)
      15       10        5      358      406      378      421       11      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.3      5.2     80.2     81.7     91.2     88.1      8.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        4       44       44       48       50
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,786
COMMITMENTS
     111        0       62    3,123    2,447    3,296    2,509      490    1,277

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        -27)
     111        0       62     -161      -23       12       39      -39      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      1.6     82.5     64.6     87.1     66.3     12.9     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       19       19       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,968
COMMITMENTS
      95      493        6    2,024    2,086    2,125    2,585      843      383

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         73)
       0        0      -90      191      101      101       11      -28       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     16.6      0.2     68.2     70.3     71.6     87.1     28.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       20       21       22       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,130
COMMITMENTS
       0        0        0    8,959    8,999    8,959    8,999      171      131

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        490)
       0        0        0      490      490      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     98.6     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       18       19       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,359
COMMITMENTS
       0      448      126   22,233   21,785   22,359   22,359        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.6     99.4     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       26       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,446
COMMITMENTS
  45,985   31,906   48,169  180,993  208,456  275,147  288,532   41,298   27,914

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      5,660)
  -2,975     -590    1,209    8,804    2,083    7,039    2,702   -1,379    2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     10.1     15.2     57.2     65.9     86.9     91.2     13.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      41       22       36       84       90      142      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,190
COMMITMENTS
       0    8,734   16,362   31,358   23,204   47,719   48,300    1,471      890

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,125)
      -0      676     -668     -375   -1,162   -1,043   -1,153      -83       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.8     33.3     63.7     47.2     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        7        7       17       17       25       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,040
COMMITMENTS
     300      956      350   11,390   10,584   12,040   11,890        0      150

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        805)
    -200      135      200      805      420      805      755        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.9      2.9     94.6     87.9    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        5        1       45       40       49       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,607
COMMITMENTS
   1,020      205        0    7,429    8,257    8,449    8,462      158      145

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.4      0.0     86.3     95.9     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        0       26       23       32       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,954
COMMITMENTS
   1,336       94      429    4,189    5,410    5,954    5,933        0       21

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      1.6      7.2     70.4     90.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       12        9       16       11
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,020,543
COMMITMENTS
 175,414  339,337  347,361  425,098  284,843  947,873  971,541   72,670   49,002

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     47,682)
   5,312    1,069   23,539   14,588   22,808   43,439   47,416    4,243      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     33.3     34.0     41.7     27.9     92.9     95.2      7.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      95      128      143       87       76      271      266
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,939,240
COMMITMENTS
  63,655  117,522  742,758  1128480  1071917  1934893  1932197    4,347    7,043

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    105,649)
 -15,934    7,082   69,790   51,626   27,631  105,481  104,502      168    1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.1     38.3     58.2     55.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      34       32       54       66       60      129      117
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       27,793
COMMITMENTS
  13,222   11,084    7,413    5,000    7,161   25,636   25,658    2,157    2,134

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,771)
     696     -342      687      321    1,321    1,704    1,666       67      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     39.9     26.7     18.0     25.8     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7       11        6        8       19       21
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       74,057
COMMITMENTS
  38,339   34,491   22,677   12,046   16,881   73,062   74,049      995        8

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        214)
     737    1,208      443     -220     -613      960    1,038     -746     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8     46.6     30.6     16.3     22.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       12       15       11       13       29       33
 
 
NAT GAS OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE         Code-023B41
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       25,903
COMMITMENTS
   5,576      974    5,853   14,324   18,028   25,752   24,855      152    1,048

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.8     22.6     55.3     69.6     99.4     96.0      0.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        5       11       13       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,176
COMMITMENTS
       0    9,614    1,852   49,990   35,521   51,842   46,987    3,334    8,189

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         89)
       0     -368        0      347    1,796      347    1,428     -258   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.4      3.4     90.6     64.4     94.0     85.2      6.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       12       15       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,102
COMMITMENTS
   1,894       55    3,221   74,973   75,791   80,088   79,067    9,014   10,035

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -187)
    -330     -273      223      776     -137      669     -187     -856        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.1      3.6     84.1     85.1     89.9     88.7     10.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       17       17       20       20
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,567,913
COMMITMENTS
 455,585  201,198  721,576  1355885  1622435  2533046  2545209   34,867   22,704

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     73,410)
 -11,221   16,675   13,783   70,765   41,427   73,327   71,885       83    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      7.8     28.1     52.8     63.2     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      29       27       47       98       86      153      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,150,388
COMMITMENTS
 250,588   93,629  230,680  664,767  823,001  1146035  1147310    4,353    3,078

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     88,618)
  55,096  -21,605   31,043    2,635   79,068   88,774   88,506     -156      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      8.1     20.1     57.8     71.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       15       34       41       41       78       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,721
COMMITMENTS
     211    1,055      160   14,137   13,277   14,508   14,492      213      229

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        302)
      18     -123       40      188      267      246      184       56      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      7.2      1.1     96.0     90.2     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        6        5       34       37       40       44
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,632
COMMITMENTS
     125       93      146    1,787    1,906    2,058    2,145      574      487

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        134)
      81      -30      -28      146      271      199      213      -65      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.5      5.5     67.9     72.4     78.2     81.5     21.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       23       23       27       27
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,551
COMMITMENTS
      73      239        0    1,132    1,016    1,205    1,255      346      296

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         60)
      27       57        0       92      -30      119       27      -59       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     15.4      0.0     73.0     65.5     77.7     80.9     22.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       18       20       20       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      214,840
COMMITMENTS
  14,293      517   35,495  162,451  177,265  212,239  213,277    2,601    1,563

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     12,103)
  -2,963   -1,039    5,705    9,224    7,199   11,966   11,865      137      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.2     16.5     75.6     82.5     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        6       34       32       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,483
COMMITMENTS
   3,099      750    3,874   26,095   29,438   33,068   34,062    1,415      421

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      3,630)
     801     -332      800    1,758    3,147    3,359    3,615      271       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.2     11.2     75.7     85.4     95.9     98.8      4.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       24       24       27       28
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,828
COMMITMENTS
     587      720      548    7,306    8,775    8,441   10,043    2,387      785

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        206)
    -120        0      120      206       86      206      206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      6.6      5.1     67.5     81.0     78.0     92.8     22.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       16       18       19
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,590
COMMITMENTS
   3,506      662      207    8,122   10,955   11,835   11,824      755      766

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        144)
     -87      224      -25      389       17      278      216     -134      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      5.3      1.6     64.5     87.0     94.0     93.9      6.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       17       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,525
COMMITMENTS
   3,282    2,820      262   22,730   23,547   26,274   26,629    2,251    1,896

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        488)
     328     -360      120      308    1,218      756      978     -268     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      9.9      0.9     79.7     82.5     92.1     93.4      7.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       24       23       27       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,069
COMMITMENTS
   4,830        0      578    4,603    8,887   10,011    9,465    1,058    1,604

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         70)
      60        0      -60      226      267      226      207     -156     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      0.0      5.2     41.6     80.3     90.4     85.5      9.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       19       18       21       19
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,492
COMMITMENTS
   2,900    1,636      182    8,481    9,377   11,563   11,195      929    1,297

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     13.1      1.5     67.9     75.1     92.6     89.6      7.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       15       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,810
COMMITMENTS
       0    1,986      574   11,160    9,323   11,734   11,883    1,076      927

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        126)
       0      108      -12       46     -316       34     -220       92      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      4.5     87.1     72.8     91.6     92.8      8.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       21       17       23       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,432
COMMITMENTS
       0        0        0   67,411   67,432   67,411   67,432       21        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,185)
       0        0        0    4,185    4,185    4,185    4,185        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       19       17       19       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,070,857
COMMITMENTS
       0        0        0  1070857  1070857  1070857  1070857        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     41,327)
       0        0        0   41,327   41,327   41,327   41,327        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       17       20       17
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      315,637
COMMITMENTS
       0        0        0  315,637  315,637  315,637  315,637        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       11       11       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,907
COMMITMENTS
       0        0        0   35,907   35,907   35,907   35,907        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        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:       23)
       0        0        0       14       13       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      659,481
COMMITMENTS
       0        0        0  659,481  659,481  659,481  659,481        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      124,113
COMMITMENTS
     105        0        0  123,753  124,113  123,858  124,113      255        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,974)
       0        0        0    4,974    4,974    4,974    4,974        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,006,078
COMMITMENTS
   4,080        0        0  2001998  2006078  2006078  2006078        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       17       28       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,235
COMMITMENTS
   3,489    3,239    8,523   48,223   48,473   60,235   60,235        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     11,131)
   1,910    2,415    5,505    3,716    3,211   11,131   11,131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.4     14.1     80.1     80.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        3       28       21       32       26
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,176,038
COMMITMENTS
  41,282   39,405   19,555  1115201  1117078  1176038  1176038        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -6,384)
   3,770   -5,590    5,590  -15,744   -6,384   -6,384   -6,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.4      1.7     94.8     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        1       28       22       31       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,399
COMMITMENTS
       0      790        0   51,378   50,354   51,378   51,144       21      255

CHANGES FROM 12/06/11 (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      1.5      0.0    100.0     98.0    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       20       18       20       20
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,962
COMMITMENTS
       0    4,806      294   24,668   19,862   24,962   24,962        0        0

CHANGES FROM 12/06/11 (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     19.3      1.2     98.8     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13        9       14       10
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,401
COMMITMENTS
   2,550    2,340      210   52,536   52,851   55,296   55,401      105        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      6,630)
       0        0        0    6,630    6,630    6,630    6,630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      4.2      0.4     94.8     95.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       16       21       18       22
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,208
COMMITMENTS
  18,515        0    2,770   20,668   39,438   41,953   42,208      255        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        762)
       0        0        0      762      762      762      762        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      0.0      6.6     49.0     93.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       12       15       14       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,980
COMMITMENTS
     765    1,267       21   16,407   16,437   17,193   17,725      787      255

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -167)
       0        0        0     -167     -167     -167     -167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.0      0.1     91.3     91.4     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       15       14       17       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      915,333
COMMITMENTS
  23,400   35,926    1,224  890,709  878,183  915,333  915,333        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.9      0.1     97.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       21       23       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      977,452
COMMITMENTS
  95,735        0        0  881,717  977,452  977,452  977,452        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      0.0     90.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       18       18       18
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      119,845
COMMITMENTS
       0    2,040        0  119,845  117,805  119,845  119,845        0        0

CHANGES FROM 12/06/11 (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      1.7      0.0    100.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,458
COMMITMENTS
     709      271    1,085   10,645   11,062   12,438   12,417       19       40

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,014)
     308   -1,446       -7      719    2,460    1,020    1,007       -6        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.2      8.7     85.4     88.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        4       16       19       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,389
COMMITMENTS
     240       36       52   18,904   19,056   19,196   19,144      193      245

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        189)
      10        0      -25      114      148       99      123       90       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      0.3     97.5     98.3     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        2       39       37       43       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,362
COMMITMENTS
     145       90        0    8,903    8,789    9,048    8,879      314      483

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         74)
       0        0        0       45       45       45       45       29       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.0      0.0     95.1     93.9     96.6     94.8      3.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       20       19       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,832
COMMITMENTS
       0       45       25    6,627    6,519    6,652    6,589      180      243

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        119)
       0        0        0      119      119      119      119        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.4     97.0     95.4     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       21       23       22       25
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,994
COMMITMENTS
       0        0        0    8,706    8,862    8,706    8,862    1,288    1,132

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        351)
       0        0        0      351      351      351      351        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     88.7     87.1     88.7     12.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       21       24       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,320,348
COMMITMENTS
 329,705  106,039  800,079  1088560  1337978  2218344  2244096  102,003   76,251

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     23,123)
    -447    3,359    6,704   11,334    6,091   17,590   16,155    5,533    6,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.6     34.5     46.9     57.7     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     143       99      188       92       99      328      304
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      191,243
COMMITMENTS
  77,306   12,971   30,671   81,357  144,341  189,334  187,983    1,910    3,260

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,685)
  -4,940     -426    5,723    1,683   -2,748    2,465    2,549      220      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      6.8     16.0     42.5     75.5     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5       10       19       19       29       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      199,908
COMMITMENTS
  48,097   16,258    3,681  111,764  133,353  163,542  153,292   36,366   46,616

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,962)
   1,659      782     -306      982       55    2,335      531      627    2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      8.1      1.8     55.9     66.7     81.8     76.7     18.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        7       20       23       30       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,766
COMMITMENTS
  18,285    1,400   15,302   48,221   65,973   81,808   82,674    3,958    3,092

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,835)
    -452       70      108   -1,364   -1,854   -1,708   -1,675     -127     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      1.6     17.8     56.2     76.9     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        7       18       22       23       45       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      516,195
COMMITMENTS
  35,768    2,128   90,773  378,918  411,568  505,458  504,469   10,737   11,726

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      3,596)
    -411       91    6,675   -2,231   -2,886    4,033    3,880     -436     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.4     17.6     73.4     79.7     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        1       14       35       36       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,631
COMMITMENTS
     200    1,275      775   18,635   17,580   19,610   19,630       21        1

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      3,103)
       0      100      200    2,903    2,803    3,103    3,103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.5      3.9     94.9     89.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        5        3       33       29       37       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,272
COMMITMENTS
   4,904   13,105    2,806   50,300   38,362   58,010   54,273    3,262    6,999

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,091)
     898    1,000      776    2,665    1,641    4,339    3,417     -248      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     21.4      4.6     82.1     62.6     94.7     88.6      5.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        7       21       16       30       24
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,198
COMMITMENTS
   3,686    2,002    2,045   23,533   24,937   29,264   28,984    1,934    2,214

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,224)
   1,054     -700      627      593    2,547    2,274    2,474      -50     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      6.4      6.6     75.4     79.9     93.8     92.9      6.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        4       13       15       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,270
COMMITMENTS
   2,227       50        0    6,995    9,195    9,222    9,245       48       25

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       30        0       30        0      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      0.5      0.0     75.5     99.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       16       17       18       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,736
COMMITMENTS
   4,771    3,679    8,040    9,369   10,638   22,180   22,357    4,555    4,378

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,472)
     332     -539    1,958      -14    1,152    2,276    2,572      196     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     13.8     30.1     35.0     39.8     83.0     83.6     17.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        7       10       10       21       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,472
COMMITMENTS
   1,643    2,475    1,210   13,477   12,927   16,330   16,612    1,142      859

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -539)
     -77      283      -70     -365     -865     -513     -652      -27      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     14.2      6.9     77.1     74.0     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        9        6       14       15       23       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,167
COMMITMENTS
   6,549      769    9,581   68,834   71,060   84,965   81,410   10,203   13,757

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        798)
    -875      -16      275    2,872    2,789    2,272    3,047   -1,474   -2,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.8     10.1     72.3     74.7     89.3     85.5     10.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        1        6       19       20       26       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,577
COMMITMENTS
  10,311    4,367      324    7,555   13,491   18,190   18,182    1,387    1,395

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -1,636)
    -930     -490       35     -729     -890   -1,624   -1,345      -12     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7     22.3      1.7     38.6     68.9     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      43       36       10       33       33       81       75
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       46,548
COMMITMENTS
  29,390    9,337      660    9,674   32,597   39,724   42,593    6,825    3,956

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,843)
     157    1,175       78    1,479      119    1,713    1,372      130      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1     20.1      1.4     20.8     70.0     85.3     91.5     14.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      72       43       17       30       41      110       95
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,632
COMMITMENTS
  78,639   20,939   36,560  150,407  213,587  265,606  271,086   19,026   13,547

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,143)
     576   -1,329    3,864      498    1,274    4,937    3,809     -794      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      7.4     12.8     52.8     75.0     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      75       18       54       83       92      177      151
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,880
COMMITMENTS
   7,652        0      993    6,583   12,694   15,228   13,687    4,652    6,193

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        600)
     411        0        0      176      473      587      473       13      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      0.0      5.0     33.1     63.9     76.6     68.8     23.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       11       14       17       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,339
COMMITMENTS
     400      633      150    6,769    6,536    7,319    7,319       20       20

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        175)
       0        0      -50      225      225      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.6      2.0     92.2     89.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       27       29       30       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,916
COMMITMENTS
     575      134        0   51,676   52,448   52,251   52,582      665      334

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,601)
       0        0        0    1,597    1,625    1,597    1,625        4      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.3      0.0     97.7     99.1     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        1        0       45       37       47       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,295
COMMITMENTS
       0      150        0   13,175   13,120   13,175   13,270      120       25

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        219)
       0      150        0      219       44      219      194        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     99.1     98.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       17       20       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,490
COMMITMENTS
     200    2,475        0    6,290    4,015    6,490    6,490        0        0

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        475)
     150       50        0      325      425      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     38.1      0.0     96.9     61.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        0       29       20       31       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,695
COMMITMENTS
       9        0       78    3,196    3,515    3,283    3,593      412      102

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -150     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      2.1     86.5     95.1     88.8     97.2     11.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       11       18       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,640
COMMITMENTS
     752    4,376      933   22,945   19,228   24,630   24,537       10      103

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,146)
       0      642        0    1,146      504    1,146    1,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     17.8      3.8     93.1     78.0    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        5        4       40       40       44       47
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,370
COMMITMENTS
     264    2,026        0    4,074    2,190    4,338    4,216       32      154

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     46.4      0.0     93.2     50.1     99.3     96.5      0.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        8       13        9       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,387
COMMITMENTS
   1,979      835      612    9,657   10,765   12,248   12,212      139      175

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        784)
     165       86        0      531      538      696      624       88      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      6.7      4.9     78.0     86.9     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        2       29       29       34       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,135
COMMITMENTS
  10,721    2,396      816   21,388   29,520   32,925   32,732      210      403

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        295)
     -75      120        0      370      175      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      7.2      2.5     64.5     89.1     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        5       28       36       35       44
```

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Updated December 16, 2011