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IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:       99,485
COMMITMENTS
      27    1,079    4,926   94,532   93,480   99,485   99,485        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -2,322)
       0     -819    1,281   -3,603   -2,784   -2,322   -2,322        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      5.0     95.0     94.0    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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,848
COMMITMENTS
     744      766    1,431   44,379   44,623   46,554   46,820      294       28

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      2,462)
     342      260       -2    2,122    2,204    2,462    2,462        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.6      3.1     94.7     95.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        2       43       44       45       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,307
COMMITMENTS
       0        0        0   12,126   12,128   12,126   12,128      181      179

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,847)
       0        0        0    1,847    1,847    1,847    1,847        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     98.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       29       24       29       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       16,828
COMMITMENTS
     540      552      750   14,346   14,417   15,636   15,719    1,192    1,109

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,449)
     100      118      -14    1,280    1,209    1,366    1,313       83      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.3      4.5     85.3     85.7     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        6       45       46       51       53
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,304
COMMITMENTS
     243      108      554    6,795    6,880    7,592    7,542      712      762

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        499)
       0      -10       71      439      441      510      502      -11       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.3      6.7     81.8     82.9     91.4     90.8      8.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        6       46       52       52       60
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,392
COMMITMENTS
       0        0      120    5,726    5,830    5,846    5,950      546      442

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        173)
       0        0       45       95       68      140      113       33       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.9     89.6     91.2     91.5     93.1      8.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        1       21       23       22       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,606
COMMITMENTS
     160      347      873    7,082    7,157    8,115    8,377      491      229

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        573)
      20       20      199      488      428      707      647     -134      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.0     10.1     82.3     83.2     94.3     97.3      5.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       30       28       33       31
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,418
COMMITMENTS
      75       75       45    2,943    2,696    3,063    2,816      355      602

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        372)
      40      -20       15      283      477      338      472       34     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.2      1.3     86.1     78.9     89.6     82.4     10.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       21       23       23       25
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,288
COMMITMENTS
      54       69      121    1,599    1,609    1,774    1,799      514      489

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        182)
     -15       -5        5      109      136       99      136       83       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.0      5.3     69.9     70.3     77.5     78.6     22.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       23       26       27
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,616
COMMITMENTS
       0        0        0    9,486    9,586    9,486    9,586      130       30

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      645      645      645      645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,057
COMMITMENTS
       0      214      240    8,491    8,558    8,731    9,012      326       45

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      2.6     93.8     94.5     96.4     99.5      3.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       21       19       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,884
COMMITMENTS
       0    2,483      222   22,643   20,179   22,865   22,884       19        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        765)
       0      675      -90      836      180      746      765       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      1.0     98.9     88.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       23       27       24       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      330,309
COMMITMENTS
  48,179   28,547   68,452  171,175  206,510  287,807  303,509   42,503   26,800

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -1,066)
      14    4,200     -176   -4,455   -4,420   -4,618     -396    3,552     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      8.6     20.7     51.8     62.5     87.1     91.9     12.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      42       33       51       72       74      147      131
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,204,881
COMMITMENTS
 247,312  330,570  467,794  403,813  359,924  1118918  1158287   85,963   46,594

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     10,745)
   8,773   11,242    4,977   -6,512   -9,298    7,238    6,921    3,507    3,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     27.4     38.8     33.5     29.9     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     121       95      149       77       73      284      243
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,526,387
COMMITMENTS
  97,573   36,867  514,445  908,217  972,272  1520235  1523584    6,152    2,804

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     25,195)
     877    2,128   17,681    6,134    5,201   24,692   25,009      503      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.4     33.7     59.5     63.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      45       25       59       66       64      133      126
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      124,689
COMMITMENTS
  33,129   46,921   28,616   59,622   46,478  121,366  122,015    3,322    2,674

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      6,530)
   1,811      628    2,022    2,926    3,859    6,759    6,509     -229       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     37.6     22.9     47.8     37.3     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       10       17       23       23       44       42
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       48,419
COMMITMENTS
  21,435   17,259   16,368   10,279   14,234   48,082   47,861      337      558

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,901)
   1,345    1,023       50      513      847    1,908    1,919       -7      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     35.6     33.8     21.2     29.4     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       12       10       10       17       22       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,549,726
COMMITMENTS
 604,419   55,445  685,623  1229199  1789290  2519241  2530358   30,485   19,368

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,359)
  27,614    2,810  -12,976  -13,051   10,319    1,587      153     -228    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      2.2     26.9     48.2     70.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      38       13       42       92       86      143      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,019,932
COMMITMENTS
 102,879  237,090  230,814  679,958  546,627  1013651  1014531    6,281    5,401

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     24,900)
   6,738    9,833    8,370   10,967    9,171   26,075   27,374   -1,175   -2,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     23.2     22.6     66.7     53.6     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      18       28       33       39       38       77       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,905
COMMITMENTS
   1,614        0      243    5,490    7,065    7,347    7,308      558      597

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -15)
    -135        0       60       45     -135      -30      -75       15       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      0.0      3.1     69.4     89.4     92.9     92.4      7.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        4       13       16       19       20
 
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS)                            OPEN INTEREST:        9,253
COMMITMENTS
   1,640      542      120    7,382    8,247    9,142    8,909      111      344

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        705)
     440     -105        0      265      825      705      720        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      5.9      1.3     79.8     89.1     98.8     96.3      1.2      3.7

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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       26,085
COMMITMENTS
   7,683   10,189    6,106   11,956    9,066   25,745   25,361      340      724

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,500)
    -391      759    1,113      851      249    1,573    2,121      -73     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     39.1     23.4     45.8     34.8     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       15       21       13       12       35       35
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,630
COMMITMENTS
   4,675    4,195    2,920    3,905    4,160   11,500   11,275      130      355

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        675)
      55     -265      625      -90      315      590      675       85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     36.1     25.1     33.6     35.8     98.9     96.9      1.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       12       16        8       10       27       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,222
COMMITMENTS
   1,677    2,733      869   20,431   19,146   22,977   22,748      246      475

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,514)
       0      191       -2    1,576    1,385    1,574    1,574      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     11.8      3.7     88.0     82.4     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        6        8       30       39       43       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,253
COMMITMENTS
     121      516       40    1,839    1,450    2,000    2,006      253      247

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         76)
      30       17       20      169      134      219      171     -143      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     22.9      1.8     81.6     64.4     88.8     89.0     11.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       26       25       29       28
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      123,909
COMMITMENTS
   3,479    3,989   11,740  106,801  106,604  122,020  122,333    1,889    1,576

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        149)
       3      333     -441      550      129      112       21       37      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.2      9.5     86.2     86.0     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        4       32       33       39       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,056
COMMITMENTS
   2,018      266    1,808   16,032   18,320   19,858   20,394    1,198      662

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         38)
    -124       24       20      142       -6       38       38       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.3      8.6     76.1     87.0     94.3     96.9      5.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       17       24       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,994
COMMITMENTS
       0    1,330      124    6,485    5,255    6,609    6,709    1,385    1,285

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      348      152      348      152     -178       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.6      1.6     81.1     65.7     82.7     83.9     17.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       14       19       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,031
COMMITMENTS
   2,448      404      502    8,138   10,639   11,088   11,545      943      486

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        182)
     272        3      -98      -38      221      136      126       46       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      3.4      4.2     67.6     88.4     92.2     96.0      7.8      4.0

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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,944
COMMITMENTS
     202    1,292      616   17,298   17,292   18,116   19,200    1,828      744

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70      280       70      280        0     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.5      3.1     86.7     86.7     90.8     96.3      9.2      3.7

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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,174
COMMITMENTS
   1,130        0      120    5,158    6,632    6,408    6,752    1,766    1,422

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0        0        0        0        0     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.0      1.5     63.1     81.1     78.4     82.6     21.6     17.4

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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,767
COMMITMENTS
   1,146    1,650    1,630    7,502    7,763   10,278   11,043    1,489      724

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        140)
     120        0        0        0      140      120      140       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     14.0     13.9     63.8     66.0     87.3     93.8     12.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| 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
     128    1,948      836    8,366    7,852    9,330   10,636    1,704      398

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
     -80      -80       80       20        0       20        0      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     17.7      7.6     75.8     71.2     84.6     96.4     15.4      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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,619
COMMITMENTS
       0        0        0   54,619   54,619   54,619   54,619        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,655)
       0        0        0    1,655    1,695    1,655    1,695        0      -40

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:       30)
       0        0        0       22       18       22       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,141
COMMITMENTS
       0        0        0  879,141  879,141  879,141  879,141        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,072)
       0        0        0    4,072    4,072    4,072    4,072        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 AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      418,512
COMMITMENTS
  45,145  337,893        0  373,367   80,619  418,512  418,512        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     80.7      0.0     89.2     19.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       11       10       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       73,130
COMMITMENTS
      40        0        0   72,835   72,982   72,875   72,982      255      148

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        382)
       0        0        0      382      382      382      382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.6     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       16       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      989,896
COMMITMENTS
     848        0        0  989,048  989,896  989,896  989,896        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      6,990)
       0        0        0    6,990    6,990    6,990    6,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       20       23       21       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,091
COMMITMENTS
   5,635        0    3,520   47,681   53,571   56,836   57,091      255        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      6.2     83.5     93.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       22       30       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,167,178
COMMITMENTS
  36,357  101,690   10,635  1120186  1054853  1167178  1167178        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     11,230)
       0        0        0   11,230   11,230   11,230   11,230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      8.7      0.9     96.0     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       26       33       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       42,324
COMMITMENTS
       0    3,562        0   42,283   38,507   42,283   42,069       41      255

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60      315       60      315        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.0     99.9     91.0     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,022
COMMITMENTS
     410    5,305        0   37,102   32,717   37,512   38,022      510        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     14.0      0.0     97.6     86.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       15       19       16       20
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,136
COMMITMENTS
   6,066        0    2,025   14,045   20,111   22,136   22,136        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,275)
   1,275        0        0        0    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      0.0      9.1     63.4     90.9    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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,178
COMMITMENTS
     123    1,891        0   15,226   14,246   15,349   16,137      829       41

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        173)
       0        0        0      173      173      173      173        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     11.7      0.0     94.1     88.1     94.9     99.7      5.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       19       14       20       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      676,584
COMMITMENTS
       0   26,353   23,400  653,184  626,831  676,584  676,584        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -424)
       0        0        0     -424     -424     -424     -424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      3.5     96.5     92.6    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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      914,188
COMMITMENTS
   8,090  123,210        0  906,098  790,978  914,188  914,188        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        744)
       0        0        0      744      744      744      744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     13.5      0.0     99.1     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       21       19       22
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      488,213
COMMITMENTS
  82,929        0   62,769  342,515  425,444  488,213  488,213        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      8,286)
   1,377  -31,578    6,909        0   32,955    8,286    8,286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.0     12.9     70.2     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       16       16       19       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      195,434
COMMITMENTS
       0    4,680        0  195,434  190,754  195,434  195,434        0        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.0    100.0     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       14       12       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,051
COMMITMENTS
     385      226      162    9,484    9,656   10,031   10,045       20        6

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        149)
     -13       17       12      150      118      149      147       -0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.3      1.6     94.4     96.1     99.8     99.9      0.2      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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,924
COMMITMENTS
   2,175      232        0   29,199   31,319   31,374   31,551      550      373

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         49)
       0      232        0       16     -216       16       16       33       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.7      0.0     91.5     98.1     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        0       37       36       39       37
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,430
COMMITMENTS
     392      950       66    7,684    7,034    8,142    8,050      288      380

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         78)
     275        0        0     -207       58       68       58       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     11.3      0.8     91.2     83.4     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       25       28       28
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,349
COMMITMENTS
   1,416        0       60    8,398    9,853    9,874    9,913      475      436

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         10)
     566        0        0     -571       10       -5       10       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      0.6     81.1     95.2     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       16       18       19       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,753
COMMITMENTS
     387        0        0    3,935    4,578    4,322    4,578      431      175

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         30)
     249      -25        0     -219       50       30       25        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      0.0     82.8     96.3     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,168,334
COMMITMENTS
 358,903  131,876  738,933  983,241  1217035  2081078  2087844   87,257   80,490

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -15,805)
    -202   -2,827   -4,194   -7,600   -4,547  -11,996  -11,568   -3,809   -4,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      6.1     34.1     45.3     56.1     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     152       86      177       96      102      326      306
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,832
COMMITMENTS
   2,373   27,790   17,436   76,919   50,147   96,728   95,373    2,104    3,459

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -54,462)
 -19,703  -10,036  -10,178  -25,618  -34,373  -55,498  -54,586    1,036      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     28.1     17.6     77.8     50.7     97.9     96.5      2.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        5        6       13       14       20       22
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,856
COMMITMENTS
  60,352   15,378      906   74,700  111,255  135,958  127,539   41,898   50,317

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,089)
   2,317      644      264    2,363    4,365    4,944    5,273     -855   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      8.6      0.5     42.0     62.6     76.4     71.7     23.6     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        3       18       18       25       24
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,102
COMMITMENTS
   8,849    1,725    4,951   20,145   27,838   33,944   34,514    2,157    1,587

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        517)
    -175        1      486     -190     -393      120       94      396      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      4.8     13.7     55.8     77.1     94.0     95.6      6.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        4        7       14       14       25       24
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      318,074
COMMITMENTS
  26,958    4,884   54,411  232,566  250,497  313,935  309,791    4,139    8,282

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,561)
    -710      -40     -357   -2,435   -3,045   -3,502   -3,441      -59     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.5     17.1     73.1     78.8     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        3       14       33       33       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,021
COMMITMENTS
   6,677    1,347    8,581   53,552   54,050   68,810   63,978    2,211    7,043

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -15,886)
     853   -8,657     -697  -15,779   -9,187  -15,623  -18,541     -263    2,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      1.9     12.1     75.4     76.1     96.9     90.1      3.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        6       17       16       27       22
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,335
COMMITMENTS
   2,329    4,048   11,094   34,821   33,301   48,244   48,443    2,091    1,892

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -5,115)
     199      -50    1,065   -5,847   -6,145   -4,583   -5,130     -532       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.0     22.0     69.2     66.2     95.8     96.2      4.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        4       14       12       18       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,012
COMMITMENTS
       0    3,499    1,681   31,965   27,165   33,646   32,345   23,366   24,667

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:         76)
       0      117        0     -150     -974     -150     -857      226      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      2.9     56.1     47.6     59.0     56.7     41.0     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       15       18       19       23
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,897
COMMITMENTS
   3,505    5,886   10,529   15,487   12,275   29,521   28,690    2,375    3,207

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -2,995)
  -2,512      326      466     -535   -2,602   -2,581   -1,810     -415   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     18.5     33.0     48.6     38.5     92.6     89.9      7.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        8        9       13       14       25       25
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,816
COMMITMENTS
   2,339      737      314    3,506    5,341    6,159    6,392      657      423

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        946)
     167      -77      314      461      751      942      987        4      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     10.8      4.6     51.4     78.4     90.4     93.8      9.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        1       10       10       18       15
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,630
COMMITMENTS
   3,833      690    5,258   76,886   78,561   85,977   84,509    7,653    9,120

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        387)
     327      205     -407      517      823      437      620      -50     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.7      5.6     82.1     83.9     91.8     90.3      8.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        7       23       22       30       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,517
COMMITMENTS
  14,914    3,223    1,019    6,146   17,993   22,079   22,235    1,438    1,282

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -2,012)
     199     -884     -413   -1,487     -661   -1,701   -1,957     -311      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4     13.7      4.3     26.1     76.5     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      67       22       17       31       39      102       77
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       62,587
COMMITMENTS
  41,979    6,594    1,751   11,291   52,655   55,021   61,001    7,566    1,587

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,167)
    -757     -384   -1,382     -926   -1,264   -3,065   -3,029     -102     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1     10.5      2.8     18.0     84.1     87.9     97.5     12.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
     109       28       23       33       36      149       82
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,069
COMMITMENTS
 102,315   32,992   46,615  126,389  206,225  275,318  285,832   24,750   14,237

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      7,496)
   7,082   -1,038    3,774   -5,429    4,691    5,428    7,427    2,069       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     11.0     15.5     42.1     68.7     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      71       29       56       78       87      177      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,999
COMMITMENTS
   4,490    1,491      400   11,330   12,489   16,220   14,380    1,779    3,619

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,013)
    -140    1,362     -603    1,756      397    1,013    1,156        0     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      8.3      2.2     62.9     69.4     90.1     79.9      9.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        4       17       18       22       23
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,956
COMMITMENTS
   7,945      800      717   10,012   15,698   18,674   17,215    1,282    2,741

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        416)
   1,387        0     -375     -596      791      416      416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      4.0      3.6     50.2     78.7     93.6     86.3      6.4     13.7

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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,953
COMMITMENTS
     660      465      135    7,967    8,353    8,762    8,953      191        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0       70       35       70       35      -95      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.2      1.5     89.0     93.3     97.9    100.0      2.1      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 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,707
COMMITMENTS
       0    4,767      321   11,386    6,465   11,707   11,553        0      154

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        200)
    -100      -50        0      300      250      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     40.7      2.7     97.3     55.2    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        7        4       31       28       35       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,382
COMMITMENTS
   1,896      850        0   38,200   39,470   40,096   40,320      286       62

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,898)
       0      850        0    1,938    1,048    1,938    1,898      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.1      0.0     94.6     97.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        2        0       44       31       50       33
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,369
COMMITMENTS
     900      725        0    6,347    6,644    7,247    7,369      122        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      9.8      0.0     86.1     90.2     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       14        8       15       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,521
COMMITMENTS
     238      150        0   10,050   10,371   10,288   10,521      233        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      805      805      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.4      0.0     95.5     98.6     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       22       15       24       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,034
COMMITMENTS
     850    5,379      200   12,804    8,455   13,854   14,034      180        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        404)
       0      429        0      404      -25      404      404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     38.3      1.4     91.2     60.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        3       27       23       31       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,961
COMMITMENTS
   1,806       25        0    6,072    7,936    7,878    7,961       83        0

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        672)
     200        0        0      472      672      672      672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      0.3      0.0     76.3     99.7     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       12       12       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,248
COMMITMENTS
   3,490    3,977   12,235   51,343   50,976   67,068   67,188      180       60

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,243)
     376      506      380    3,487    3,357    4,243    4,243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      5.9     18.2     76.3     75.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        7        7       44       46       55       57
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,797
COMMITMENTS
   1,033        0      100    5,381    6,211    6,514    6,311      283      486

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        492)
       0        0        0      492      384      492      384        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.0      1.5     79.2     91.4     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       14       15       18       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,323
COMMITMENTS
     973    5,045    2,662   16,520   12,248   20,155   19,955      168      368

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        151)
    -226      222      120      239     -191      133      151       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     24.8     13.1     81.3     60.3     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       22       24       27       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,347
COMMITMENTS
   4,522    2,460      359   19,494   20,488   24,375   23,307    2,972    4,040

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        806)
     418      100        0      -41      209      377      309      429      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      9.0      1.3     71.3     74.9     89.1     85.2     10.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       16       23       20       26
```

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Updated November 26, 2012