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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      101,806
COMMITMENTS
      27    1,898    3,645   98,134   96,263  101,806  101,806        0       -0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      3,376)
     -75     -145      775    2,676    2,746    3,376    3,376        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      3.6     96.4     94.6    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        3        9       14       13       19
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,055
COMMITMENTS
     312      561    1,473   40,976   40,993   42,761   43,027      294       28

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,398)
     312      -82     -162   -4,512   -4,147   -4,362   -4,391      -36       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.3      3.4     95.2     95.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       43       43       45       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,380
COMMITMENTS
       0        0        0    9,167    9,190    9,167    9,190      213      190

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,181)
       0      -80        0   -1,199   -1,094   -1,199   -1,174       18       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     98.0     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       22       26       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,545
COMMITMENTS
     381      315      826   12,750   12,971   13,957   14,112    1,588    1,433

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,165)
    -257      -83      -96   -2,217   -2,463   -2,570   -2,642      405      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.0      5.3     82.0     83.4     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        5       43       44       48       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,367
COMMITMENTS
     293      128      463    5,934    6,038    6,690    6,629      677      738

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,287)
      -8     -145      -67   -1,188   -1,037   -1,263   -1,249      -24      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.7      6.3     80.5     82.0     90.8     90.0      9.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        5       43       46       49       53
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,016
COMMITMENTS
       0        0       75    5,346    5,553    5,421    5,628      595      388

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -725)
       0        0        0     -691     -620     -691     -620      -34     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.2     88.9     92.3     90.1     93.6      9.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        1       20       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,918
COMMITMENTS
      70      382      566    6,606    6,630    7,242    7,578      676      340

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -268)
     -68     -146      354     -649     -494     -363     -286       95       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.8      7.1     83.4     83.7     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       30       29       32       32
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,856
COMMITMENTS
      35       95       30    2,428    2,069    2,493    2,194      363      662

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -223)
     -35       75      -60     -105     -220     -200     -205      -23      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.3      1.1     85.0     72.4     87.3     76.8     12.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       18       20       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,861
COMMITMENTS
      82       74       78    1,317    1,355    1,477    1,507      384      354

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -543)
     -99      -32       18     -380     -516     -461     -530      -82      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.0      4.2     70.8     72.8     79.4     81.0     20.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       21       20       24       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,433
COMMITMENTS
       0        0        0    7,303    7,403    7,303    7,403      130       30

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,212)
       0        0        0   -1,207   -1,212   -1,207   -1,212       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     99.6     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       19       22       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        8,973
COMMITMENTS
       0      214      240    8,407    8,474    8,647    8,928      326       45

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,169)
       0      -17        0   -1,179   -1,152   -1,179   -1,169       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      2.7     93.7     94.4     96.4     99.5      3.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       21       19       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,980
COMMITMENTS
       0    1,798      212   20,768   18,970   20,980   20,980        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,724)
       0      623     -212   -4,452   -5,135   -4,664   -4,724      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      1.0     99.0     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       24       27       25       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,556
COMMITMENTS
  49,265   20,131   72,927  172,573  217,541  294,766  310,599   41,791   25,957

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     11,253)
  -2,258   -1,913    8,603    8,709    3,886   15,054   10,575   -3,801      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      6.0     21.7     51.3     64.6     87.6     92.3     12.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      45       28       49       72       78      144      133
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,215,016
COMMITMENTS
 265,170  327,066  449,556  415,873  395,391  1130600  1172013   84,416   43,003

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,755)
 -19,923  -10,432   24,186  -13,286  -25,283   -9,023  -11,529    1,268    3,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     26.9     37.0     34.2     32.5     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     127       91      154       80       74      293      248
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,489,204
COMMITMENTS
  96,771   33,691  488,569  897,994  962,836  1483333  1485096    5,870    4,108

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,199)
  -1,301   -1,229    3,440   -3,029   -3,352     -890   -1,140     -309      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.3     32.8     60.3     64.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      47       25       57       63       60      130      122
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      116,599
COMMITMENTS
  31,492   55,364   22,044   59,758   36,682  113,293  114,090    3,306    2,509

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        365)
     781   -1,393     -725      265    2,443      320      324       45       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     47.5     18.9     51.3     31.5     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       11       14       22       21       39       38
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       46,116
COMMITMENTS
  19,247   15,219   16,146   10,447   14,324   45,839   45,689      276      426

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      1,250)
  -1,091   -1,718    2,137      201      756    1,246    1,175        4       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     33.0     35.0     22.7     31.1     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12       10       10       16       22       32
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,522,338
COMMITMENTS
 561,639   51,687  680,102  1248221  1771952  2489962  2503741   32,376   18,597

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      9,840)
  30,138        0   -7,402  -13,762   17,060    8,974    9,658      866      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      2.0     27.0     49.5     70.3     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      38       13       40       87       83      137      127
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      991,547
COMMITMENTS
 102,869  232,813  211,338  669,371  539,787  983,578  983,938    7,969    7,609

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     27,767)
  23,241   21,971    2,953    1,814    2,325   28,008   27,249     -241      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     23.5     21.3     67.5     54.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       27       34       38       33       77       73
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,800
COMMITMENTS
   1,734        0      168    5,295    6,955    7,197    7,123      603      677

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         50)
     195        0      -45     -190      245      -40      200       90     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      0.0      2.2     67.9     89.2     92.3     91.3      7.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        0        3       12       15       18       18
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        8,553
COMMITMENTS
   1,080      707      120    7,242    7,377    8,442    8,204      111      349

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         15)
     105        0        0      -42      -45       63      -45      -48       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      8.3      1.4     84.7     86.3     98.7     95.9      1.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       15       13       16       16
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       22,808
COMMITMENTS
   8,470    9,153    4,947    9,186    8,108   22,603   22,208      205      600

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      2,385)
     478    1,795      204    1,828      436    2,510    2,435     -125      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1     40.1     21.7     40.3     35.5     99.1     97.4      0.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       13       21       12       13       34       36
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,155
COMMITMENTS
   4,435    3,960    2,045    3,630    3,860   10,110    9,865       45      290

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        345)
     115      -50      105      130      345      350      400       -5      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     39.0     20.1     35.7     38.0     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8       12       16       11       11       30       28
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,642
COMMITMENTS
   1,548    2,530      870   17,931   16,824   20,349   20,224      293      418

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,656)
    -161     -130      216   -2,554   -2,618   -2,500   -2,533     -156     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     12.3      4.2     86.9     81.5     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        5        7       32       40       43       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,061
COMMITMENTS
      69      499       20    1,516    1,246    1,605    1,765      456      296

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -453)
      -9     -203      -60     -418     -183     -487     -446       34       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     24.2      1.0     73.6     60.5     77.9     85.6     22.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       21       21       23       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      122,168
COMMITMENTS
   3,480    3,469   12,326  104,417  104,890  120,224  120,685    1,944    1,483

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,044)
     318      111      -88   -3,859   -3,032   -3,630   -3,010      585      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.8     10.1     85.5     85.9     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        4       32       32       38       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,010
COMMITMENTS
   2,403      242    1,717   15,791   18,377   19,912   20,336    1,098      674

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,042)
    -208     -154     -106     -652     -728     -966     -988      -76      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      1.2      8.2     75.2     87.5     94.8     96.8      5.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,938
COMMITMENTS
       0    1,450      124    6,617    5,151    6,741    6,725    1,197    1,213

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -434)
       0      -56       -4     -294     -328     -298     -388     -136      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.3      1.6     83.4     64.9     84.9     84.7     15.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       15       20       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,643
COMMITMENTS
   2,314      401      528    7,936   10,346   10,778   11,274      865      368

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -334)
    -602       39      114       95     -451     -393     -297       59      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      3.4      4.5     68.2     88.9     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       17       20       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,764
COMMITMENTS
     202    1,292      616   17,166   17,112   17,984   19,020    1,780      744

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,455)
     -50     -230        0   -1,270     -913   -1,320   -1,143     -135     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.5      3.1     86.9     86.6     91.0     96.2      9.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       27       26       30       29
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,294
COMMITMENTS
   1,130        0      120    5,158    6,632    6,408    6,752    1,886    1,542

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -470)
    -130        0        0     -511     -501     -641     -501      171       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.0      1.4     62.2     80.0     77.3     81.4     22.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,573
COMMITMENTS
   1,028    1,650    1,658    7,382    7,559   10,068   10,867    1,505      706

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -718)
     -50     -134       40     -584     -573     -594     -667     -124      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     14.3     14.3     63.8     65.3     87.0     93.9     13.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,034
COMMITMENTS
     208    2,028      756    8,346    7,852    9,310   10,636    1,724      398

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -918)
      40     -282      -40     -781     -480     -781     -802     -137     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     18.4      6.9     75.6     71.2     84.4     96.4     15.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       18       15       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,964
COMMITMENTS
       0        0        0   52,964   52,924   52,964   52,924        0       40

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,199)
       0        0        0   -4,199   -4,239   -4,199   -4,239        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       17       22       17
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      875,069
COMMITMENTS
       0        0        0  875,069  875,069  875,069  875,069        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -38,784)
       0        0        0  -38,784  -38,784  -38,784  -38,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       19       19       19
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,197
COMMITMENTS
       0        0        0   71,942   72,049   71,942   72,049      255      148

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,153)
       0        0        0   -7,153   -7,130   -7,153   -7,130        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       16       28       16       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      972,714
COMMITMENTS
       0        0        0  972,714  972,714  972,714  972,714        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:   -100,392)
       0        0        0 -100,392 -100,392 -100,392 -100,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       35)
       0        0        0       19       23       19       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,091
COMMITMENTS
   5,635        0    3,520   47,681   53,571   56,836   57,091      255        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,025)
     115        0   -1,380   -2,760   -2,645   -4,025   -4,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      6.2     83.5     93.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,155,948
COMMITMENTS
  36,357  101,690   10,635  1108956  1043623  1155948  1155948        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -37,562)
  -3,384   -3,760   -2,256  -31,922  -31,546  -37,562  -37,562        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      8.8      0.9     95.9     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       26       33       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,989
COMMITMENTS
       0    3,562        0   40,948   36,917   40,948   40,479       41      510

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,485)
       0     -115        0   -4,462   -4,370   -4,462   -4,485      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.0     99.9     90.1     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,022
COMMITMENTS
     410    5,305        0   37,102   32,717   37,512   38,022      510        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,151)
    -230     -115        0   -2,921   -3,036   -3,151   -3,151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     14.0      0.0     97.6     86.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,861
COMMITMENTS
   4,791        0    2,025   14,045   18,836   20,861   20,861        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,634)
  -2,093        0        0   -1,541   -3,634   -3,634   -3,634        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      0.0      9.7     67.3     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       11       16       13       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,053
COMMITMENTS
     123    1,770        0   13,101   12,201   13,224   13,971      829       82

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -665)
     -69     -115        0     -573     -504     -642     -619      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     12.6      0.0     93.2     86.8     94.1     99.4      5.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       13       19       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      653,608
COMMITMENTS
       0   26,353   23,400  630,208  603,855  653,608  653,608        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -68,441)
       0  -11,280        0  -68,441  -57,161  -68,441  -68,441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      3.6     96.4     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       13       20       15
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      918,124
COMMITMENTS
   8,090  123,210        0  910,034  794,914  918,124  918,124        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -21,498)
  -3,760   -3,760        0  -17,738  -17,738  -21,498  -21,498        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     13.4      0.0     99.1     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       19       20       20       21
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      456,527
COMMITMENTS
  81,552   31,578   55,860  319,115  369,089  456,527  456,527        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -5,693)
   3,098   25,192  -27,475   18,684   -3,410   -5,693   -5,693        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.9     12.2     69.9     80.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       15       18       18
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      157,994
COMMITMENTS
       0    4,680        0  157,994  153,314  157,994  157,994        0        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -10,528)
       0        0        0  -10,528  -10,528  -10,528  -10,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0    100.0     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       13       10       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,571
COMMITMENTS
     370      182      156    9,015    9,221    9,541    9,559       30       12

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        -13)
      -3      -12        2      -22      -12      -23      -22       10        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.9      1.6     94.2     96.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       18       20       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,867
COMMITMENTS
   2,175        0        0   26,115   28,547   28,290   28,547      577      320

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,790)
       0        0        0   -2,752   -2,624   -2,752   -2,624      -38     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.0     90.5     98.9     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       34       36       36       36
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,325
COMMITMENTS
     117      850       66    7,851    7,061    8,034    7,977      291      348

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,854)
     -39       75       -1   -1,698   -1,858   -1,738   -1,784     -116      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     10.2      0.8     94.3     84.8     96.5     95.8      3.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       24       28       27
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,595
COMMITMENTS
     850        0       60    9,113    9,994   10,023   10,054      572      541

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -1,327)
     -95        0        0   -1,440   -1,689   -1,535   -1,689      208      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      0.6     86.0     94.3     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       16       18       18       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,721
COMMITMENTS
     138       25        0    4,152    4,528    4,290    4,553      431      168

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -485)
       0        0        0     -414     -461     -414     -461      -71      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.5      0.0     87.9     95.9     90.9     96.4      9.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,555,522
COMMITMENTS
 367,667  134,209  903,123  1202224  1434586  2473014  2471918   82,508   83,604

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      4,575)
  -2,501    5,114   29,057  -16,753  -35,537    9,803   -1,366   -5,228    5,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      5.3     35.3     47.0     56.1     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     169      113      222      104      105      377      353
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      150,419
COMMITMENTS
  25,275   34,592   27,120   96,361   85,624  148,756  147,336    1,663    3,083

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,944)
  -1,966   -1,977   -1,815     -523      397   -4,305   -3,396      361     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     23.0     18.0     64.1     56.9     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        9       12       23       26       38       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      172,513
COMMITMENTS
  59,515   14,368      388   70,182  106,698  130,085  121,454   42,428   51,059

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -12,540)
  -1,947   -1,017     -285   -8,024   -4,492  -10,256   -5,794   -2,284   -6,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      8.3      0.2     40.7     61.8     75.4     70.4     24.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        3       17       17       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,931
COMMITMENTS
   9,444    1,858   17,462   35,660   43,327   62,566   62,647    2,365    2,284

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        846)
     479     -488        5      509    1,525      992    1,042     -146     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      2.9     26.9     54.9     66.7     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15        9       18       22       24       46       43
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      322,343
COMMITMENTS
  25,544    6,950   57,184  235,421  249,907  318,148  314,041    4,195    8,302

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -15,336)
  -3,240    2,864   -5,606   -5,852  -11,381  -14,698  -14,123     -638   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.2     17.7     73.0     77.5     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        4       15       32       32       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,474
COMMITMENTS
   5,736    9,992    8,630   73,229   67,897   87,595   86,519    2,879    3,955

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      5,206)
    -415     -745    2,757    2,786    3,241    5,128    5,253       78      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.0      9.5     80.9     75.0     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        7        8       22       19       32       30
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,197
COMMITMENTS
   2,903    4,023    8,110   39,611   38,937   50,624   51,070    2,573    2,127

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     10,017)
    -117      135    4,272    5,832    5,635    9,987   10,042       30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      7.6     15.2     74.5     73.2     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        6       15       14       22       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,805
COMMITMENTS
       0    3,132    1,927   32,041   28,134   33,968   33,193   22,837   23,612

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -6,001)
       0      123     -667   -5,557   -2,241   -6,224   -2,785      223   -3,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      3.4     56.4     49.5     59.8     58.4     40.2     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       15       17       19       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,590
COMMITMENTS
   5,579    5,747   11,943   16,086   15,489   33,608   33,180    2,982    3,411

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      1,004)
    -333     -868    1,167      -75      416      760      715      244      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.7     32.6     44.0     42.3     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        8       15       15       16       32       35
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,666
COMMITMENTS
   2,826      786       56    3,149    5,292    6,031    6,133      635      532

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -581)
    -294      -96      -44     -269     -416     -607     -556       26      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     11.8      0.8     47.3     79.4     90.5     92.0      9.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        8        6       14       12       26       24
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,812
COMMITMENTS
   3,647      392    5,574   77,983   79,679   87,204   85,645    7,609    9,167

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -6,216)
    -271     -151   -1,405   -4,334   -4,359   -6,011   -5,914     -205     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.4      5.9     82.3     84.0     92.0     90.3      8.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        7       22       21       29       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,259
COMMITMENTS
  14,325    4,495    1,121    7,235   17,315   22,680   22,931    1,579    1,328

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      1,313)
   1,001      100     -145      594    1,109    1,449    1,064     -136      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0     18.5      4.6     29.8     71.4     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      68       26       14       34       36      108       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,437
COMMITMENTS
  43,598    6,639    3,060   11,824   53,940   58,483   63,639    6,954    1,798

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -847)
  -3,728     -280      173    2,163     -712   -1,391     -819      545      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6     10.1      4.7     18.1     82.4     89.4     97.3     10.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
     106       31       23       33       42      148       87
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,929
COMMITMENTS
  98,879   34,780   40,951  117,450  190,784  257,280  266,515   21,649   12,414

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -6,547)
  -3,056   -3,109    8,364  -12,625  -10,876   -7,317   -5,621      770     -926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     12.5     14.7     42.1     68.4     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      77       27       57       77       89      176      158
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,725
COMMITMENTS
   4,497      279      944    9,595   12,023   15,036   13,246    1,689    3,479

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -5,161)
  -2,370       21     -383   -1,823   -4,578   -4,576   -4,940     -585     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      1.7      5.6     57.4     71.9     89.9     79.2     10.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       16       17       21       20
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,974
COMMITMENTS
   6,541      800      792   10,359   14,758   17,692   16,350    1,282    2,624

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,172)
  -2,869     -400     -258       84   -2,218   -3,043   -2,876     -129     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      4.2      4.2     54.6     77.8     93.2     86.2      6.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       14       18       17       20
 
 
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-26265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,964
COMMITMENTS
     660      465      135    7,909    8,364    8,704    8,964      259        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        274)
     120        0        0      -76      334       44      334      229      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.2      1.5     88.2     93.3     97.1    100.0      2.9      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 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,226
COMMITMENTS
      25    4,917      321   10,880    5,834   11,226   11,072        0      154

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,642)
     -77   -2,113      -18   -2,547     -500   -2,642   -2,631        0      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     43.8      2.9     96.9     52.0    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        7        4       31       26       36       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,529
COMMITMENTS
   1,896      100        0   36,307   38,371   38,203   38,471      326       58

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -13,191)
    -432     -300        0  -12,759  -12,884  -13,191  -13,184        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.3      0.0     94.2     99.6     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        1        0       43       27       49       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,845
COMMITMENTS
     238      150        0    8,284    8,695    8,522    8,845      323        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,365)
     -84        0        0   -2,256   -2,365   -2,340   -2,365      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.7      0.0     93.7     98.3     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       19       16       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,055
COMMITMENTS
     850    4,450      200   11,825    8,405   12,875   13,055      180        0

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -610)
     400      475       50   -1,060   -1,135     -610     -610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     34.1      1.5     90.6     64.4     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       27       20       31       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,165
COMMITMENTS
   2,705    2,904   11,893   46,355   46,231   60,953   61,028      212      137

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -3,070)
  -2,197     -633      304   -1,208   -2,804   -3,101   -3,133       31       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.7     19.4     75.8     75.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        3        6       45       46       55       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,077
COMMITMENTS
     905      100        0    4,889    5,827    5,794    5,927      283      150

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -384)
     138      -50        0     -486     -307     -348     -357      -36      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      1.6      0.0     80.5     95.9     95.3     97.5      4.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       13       16       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,179
COMMITMENTS
   1,092    4,537    2,236   15,674   12,011   19,002   18,784      177      395

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        243)
    -531       41      417      287     -350      173      108       70      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     23.7     11.7     81.7     62.6     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        4       21       25       26       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,544
COMMITMENTS
   4,381    1,804      191   18,172   20,066   22,744   22,061    2,800    3,483

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -4,504)
    -323     -246     -242   -4,914   -3,540   -5,479   -4,028      975     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      7.1      0.7     71.1     78.6     89.0     86.4     11.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       15       24       18       27
```

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Updated November 9, 2012