```
  
 
IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE                 Code-006GEC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 EUA)                              OPEN INTEREST:      102,565
COMMITMENTS
      27      954    6,241   96,297   95,370  102,565  102,565       -0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      3,081)
       0     -125    1,315    1,766    1,891    3,081    3,081       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      6.1     93.9     93.0    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        3        9       13       13       18
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,306
COMMITMENTS
     706      631    1,547   45,759   46,100   48,012   48,278      294       28

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,458)
     -38     -135      116    1,380    1,477    1,458    1,458        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.3      3.2     94.7     95.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        2       41       43       43       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,778
COMMITMENTS
       0        0        0   13,597   13,599   13,597   13,599      181      179

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,471)
       0        0        0    1,471    1,471    1,471    1,471        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     98.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       30       26       30       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       17,632
COMMITMENTS
     574      586      685   15,285   15,286   16,544   16,557    1,088    1,075

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        804)
      34       34      -65      939      869      908      838     -104      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.3      3.9     86.7     86.7     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        7       46       47       53       55
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,882
COMMITMENTS
     314      108      729    7,111    7,295    8,154    8,132      728      750

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        578)
      71        0      175      316      415      562      590       16      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.2      8.2     80.1     82.1     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        3        7       46       53       53       62
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,463
COMMITMENTS
       0        0      120    5,787    5,834    5,907    5,954      556      509

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         71)
       0        0        0       61        4       61        4       10       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.9     89.5     90.3     91.4     92.1      8.6      7.9

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,722
COMMITMENTS
     160      407      898    7,133    7,188    8,191    8,493      531      229

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        116)
       0       60       25       51       31       76      116       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      4.7     10.3     81.8     82.4     93.9     97.4      6.1      2.6

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,494
COMMITMENTS
      90       65       50    2,993    2,743    3,133    2,858      361      636

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         76)
      15      -10        5       50       47       70       42        6       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.9      1.4     85.7     78.5     89.7     81.8     10.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       22       25       24       27
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,660
COMMITMENTS
      74       75      108    1,961    1,984    2,143    2,167      517      493

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        372)
      20        6      -13      362      375      369      368        3        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.8      4.1     73.7     74.6     80.6     81.5     19.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       26       24       29       28
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,373
COMMITMENTS
       0        0        0    2,353    2,283    2,353    2,283       20       90

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     96.2     99.2     96.2      0.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       13       12       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,889
COMMITMENTS
       0        0        0   10,759   10,859   10,759   10,859      130       30

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,273)
       0        0        0    1,273    1,273    1,273    1,273        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       20       22       20
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        9,117
COMMITMENTS
       0      214      240    8,531    8,618    8,771    9,072      346       45

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       40       60       40       60       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      2.6     93.6     94.5     96.2     99.5      3.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       21       18       23
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,178
COMMITMENTS
       0    2,497      505   23,654   21,176   24,159   24,178       19        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,294)
       0       14      283    1,011      997    1,294    1,294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      2.1     97.8     87.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,269
COMMITMENTS
  50,353   29,465   54,991  169,276  203,912  274,621  288,368   40,649   26,901

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -15,040)
   2,174      918  -13,461   -1,899   -2,598  -13,186  -15,141   -1,854      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      9.3     17.4     53.7     64.7     87.1     91.5     12.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      41       26       42       71       72      137      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,199,193
COMMITMENTS
 259,478  353,802  459,896  400,166  345,964  1119539  1159661   79,654   39,532

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -5,688)
  12,166   23,232   -7,898   -3,647  -13,960      621    1,374   -6,309   -7,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     29.5     38.4     33.4     28.8     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     124       92      148       75       72      284      239
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,387,745
COMMITMENTS
  91,617   30,890  445,827  843,937  906,122  1381381  1382839    6,364    4,905

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:   -138,643)
  -5,956   -5,977  -68,618  -64,280  -66,149 -138,854 -140,744      212    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.2     32.1     60.8     65.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      45       18       52       59       52      118      108
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      136,967
COMMITMENTS
  45,078   52,195   29,992   58,838   52,146  133,908  134,333    3,059    2,634

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     12,278)
  11,949    5,274    1,376     -784    5,668   12,541   12,318     -264      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     38.1     21.9     43.0     38.1     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14        9       16       24       24       46       42
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       50,040
COMMITMENTS
  22,104   17,591   16,934   10,766   14,949   49,803   49,473      236      566

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,621)
     669      332      566      487      715    1,722    1,613     -101        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2     35.2     33.8     21.5     29.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       14       11       10       17       22       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,588,868
COMMITMENTS
 603,550   60,437  704,306  1251648  1803687  2559504  2568430   29,364   20,438

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     39,142)
    -869    4,992   18,683   22,449   14,397   40,263   38,072   -1,121    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      2.3     27.2     48.3     69.7     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      39       13       42       94       85      146      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,034,062
COMMITMENTS
 103,326  248,180  233,158  691,457  547,737  1027941  1029075    6,121    4,987

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     14,130)
     447   11,090    2,344   11,499    1,110   14,290   14,544     -160     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     24.0     22.5     66.9     53.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       30       33       42       39       81       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,990
COMMITMENTS
   1,659        0      273    5,590    7,145    7,522    7,418      468      572

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         85)
      45        0       30      100       80      175      110      -90      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      0.0      3.4     70.0     89.4     94.1     92.8      5.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        0        5       15       17       21       22
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       27,459
COMMITMENTS
   7,758   10,459    6,668   12,578    9,398   27,004   26,525      455      934

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,374)
      75      270      562      622      332    1,259    1,164      115      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     38.1     24.3     45.8     34.2     98.3     96.6      1.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       14       20       13       12       35       33
 
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE        Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,905
COMMITMENTS
   4,800    4,675    2,920    4,045    3,945   11,765   11,540      140      365

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        275)
     125      480        0      140     -215      265      265       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     39.3     24.5     34.0     33.1     98.8     96.9      1.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       11       16        8       10       27       27
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,072
COMMITMENTS
   1,557    2,573      913   21,362   20,102   23,832   23,588      240      484

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        849)
    -120     -160       44      931      956      855      840       -6        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     10.7      3.8     88.7     83.5     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        6        8       32       40       44       50
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,410
COMMITMENTS
     220        0        0    2,440    2,731    2,660    2,731      750      679

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        335)
       1        0      -35      283      284      249      249       86       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      0.0     71.6     80.1     78.0     80.1     22.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17       16       18       16
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,573
COMMITMENTS
     141      608       60    2,116    1,643    2,317    2,311      256      262

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        320)
      20       92       20      277      193      317      305        3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     23.6      2.3     82.2     63.9     90.1     89.8      9.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       27       27       30       30
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      124,573
COMMITMENTS
   3,729    4,026   12,151  106,829  106,900  122,708  123,077    1,865    1,496

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        663)
     250       37      411       27      295      688      744      -24      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      3.2      9.8     85.8     85.8     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        5       32       33       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,134
COMMITMENTS
   2,083      286    1,741   16,148   18,445   19,972   20,472    1,162      662

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         78)
      66       20      -68      116      126      114       78      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      1.4      8.2     76.4     87.3     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       22       18       25       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,119
COMMITMENTS
       0    1,330      124    6,851    5,255    6,975    6,709    1,144    1,410

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      366       -0      366       -0     -241      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.4      1.5     84.4     64.7     85.9     82.6     14.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       19       14       20       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,068
COMMITMENTS
   2,256      400      504    8,702   10,731   11,462   11,635      606      433

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         37)
    -192       -4        2      564       92      374       90     -337      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      3.3      4.2     72.1     88.9     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       18       21       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,176
COMMITMENTS
     562    1,292      616   17,290   17,524   18,468   19,432    1,708      744

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        232)
     360        0        0       -8      232      352      232     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.4      3.1     85.7     86.9     91.5     96.3      8.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       27       26       31       29
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,308
COMMITMENTS
   1,130        0      120    5,300    6,462    6,550    6,582    1,758    1,726

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        134)
       0        0        0      142     -170      142     -170       -8      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.0      1.4     63.8     77.8     78.8     79.2     21.2     20.8

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,825
COMMITMENTS
     954    1,650    1,630    7,752    7,701   10,336   10,981    1,489      844

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         58)
    -192        0        0      250      -62       58      -62        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     14.0     13.8     65.6     65.1     87.4     92.9     12.6      7.1

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,118
COMMITMENTS
      88    1,980      876    8,438    7,852    9,402   10,708    1,716      410

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         84)
     -40       32       40       72        0       72       72       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     17.8      7.9     75.9     70.6     84.6     96.3     15.4      3.7

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,983
COMMITMENTS
       0        0        0   54,983   54,983   54,983   54,983        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        364)
       0        0        0      364      364      364      364        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:       30)
       0        0        0       23       18       23       18
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       19       19       19
 
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      427,872
COMMITMENTS
  45,145  347,253        0  382,727   80,619  427,872  427,872        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      9,360)
       0    9,360        0    9,360        0    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     81.2      0.0     89.4     18.8    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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       74,043
COMMITMENTS
     805        0        0   72,983   73,895   73,788   73,895      255      148

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        913)
     765        0        0      148      913      913      913        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.6     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       16       28       18       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:      992,665
COMMITMENTS
     848        0        0  991,817  992,665  992,665  992,665        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,769)
       0        0        0    2,769    2,769    2,769    2,769        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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,856
COMMITMENTS
   5,635        0    3,520   48,446   54,336   57,601   57,856      255        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      6.1     83.7     93.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       28       22       31       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,169,626
COMMITMENTS
  36,357  101,690   10,635  1122634  1057301  1169626  1169626        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,448)
       0        0        0    2,448    2,448    2,448    2,448        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 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      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 11/27/12          |
--------------------------------------------------------------| 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   36,822   32,717   37,232   38,022      790        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -280        0     -280        0      280        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     14.0      0.0     96.8     86.0     97.9    100.0      2.1      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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       23,411
COMMITMENTS
   6,066        0    2,025   15,320   21,386   23,411   23,411        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      0.0      8.6     65.4     91.4    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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,368
COMMITMENTS
     123    2,191        0   15,416   14,136   15,539   16,327      829       41

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        189)
       0      300        0      189     -111      189      189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     13.4      0.0     94.2     86.4     94.9     99.7      5.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       19       15       20       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,601
COMMITMENTS
       0      123        0   12,201   12,288   12,201   12,411      400      190

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     96.8     97.5     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       11       15       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      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 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     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 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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       15       16       18       19
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| 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 11/20/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,908
COMMITMENTS
     413      209      139    9,317    9,542    9,869    9,890       39       18

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -143)
      28      -17      -23     -167     -115     -162     -155       19       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.1      1.4     94.0     96.3     99.6     99.8      0.4      0.2

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,549
COMMITMENTS
   2,175        0        0   29,837   32,199   32,012   32,199      537      350

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        625)
       0     -232        0      638      880      638      648      -13      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.0     91.7     98.9     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       37       37       39       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,342
COMMITMENTS
   1,635        0        0    4,363    6,043    5,998    6,043      344      299

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.0      0.0     68.8     95.3     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       15       13       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,462
COMMITMENTS
     117      950       66    7,981    7,091    8,164    8,107      298      355

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         32)
    -275        0        0      297       57       22       57       10      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     11.2      0.8     94.3     83.8     96.5     95.8      3.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       26       27       28       30
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,354
COMMITMENTS
     850        0       60    8,964    9,858    9,874    9,918      480      436

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          5)
    -566        0        0      566        5        0        5        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      0.6     86.6     95.2     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       18       19       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,789
COMMITMENTS
     138        0        0    4,214    4,608    4,352    4,608      437      181

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         36)
    -249        0        0      279       30       30       30        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.0     88.0     96.2     90.9     96.2      9.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,186,268
COMMITMENTS
 356,006  130,476  752,160  990,455  1222298  2098621  2104934   87,647   81,334

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     17,933)
  -2,898   -1,400   13,227    7,214    5,263   17,543   17,090      390      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      6.0     34.4     45.3     55.9     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     153       88      189       95       96      331      309
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,005
COMMITMENTS
   1,912   29,181   17,748   79,271   50,513   98,931   97,441    2,073    3,563

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,172)
    -461    1,391      312    2,352      365    2,203    2,068      -30      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     28.9     17.6     78.5     50.0     97.9     96.5      2.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        6       13       14       20       22
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,449
COMMITMENTS
  62,112   17,170    1,544   74,945  110,907  138,601  129,621   39,848   48,828

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        593)
   1,760    1,792      638      245     -348    2,643    2,082   -2,050   -1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      9.6      0.9     42.0     62.2     77.7     72.6     22.3     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        5       18       18       27       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,855
COMMITMENTS
   8,800    1,791    5,022   19,861   27,407   33,683   34,220    2,173    1,635

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -246)
     -49       66       71     -284     -432     -262     -294       15       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      5.0     14.0     55.4     76.4     93.9     95.4      6.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        4        8       14       14       26       25
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      315,026
COMMITMENTS
  26,552    4,433   54,151  230,140  248,327  310,843  306,912    4,183    8,114

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -3,048)
    -406     -451     -259   -2,426   -2,169   -3,091   -2,879       44     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.4     17.2     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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,682
COMMITMENTS
   6,717    1,347    8,593   53,089   53,632   68,399   63,572    2,283    7,110

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -339)
      40        0       12     -463     -418     -411     -406       72       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      1.9     12.2     75.1     75.9     96.8     89.9      3.2     10.1

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,321
COMMITMENTS
   2,555    4,098   11,094   35,591   34,237   49,240   49,429    2,081    1,892

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        986)
     226       50        0      770      936      996      986      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      8.0     21.6     69.3     66.7     95.9     96.3      4.1      3.7

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,184
COMMITMENTS
       0    4,285    1,059   33,798   28,941   34,857   34,285   23,327   23,899

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,172)
       0      786     -622    1,833    1,776    1,211    1,940      -39     -768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      1.8     58.1     49.7     59.9     58.9     40.1     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        4       16       18       20       22
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,565
COMMITMENTS
   3,486    5,853   10,876   15,778   12,489   30,140   29,218    2,425    3,347

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        668)
     -20      -33      347      291      214      618      528       50      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     18.0     33.4     48.5     38.3     92.6     89.7      7.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        7        8       13       14       24       24
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,188
COMMITMENTS
   2,101      705      269    3,202    4,820    5,572    5,794      616      394

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -628)
    -239      -32      -45     -304     -522     -587     -598      -40      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     11.4      4.4     51.7     77.9     90.0     93.6     10.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        1       11       10       19       15
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,917
COMMITMENTS
   3,812      775    4,993   77,499   79,042   86,304   84,810    7,613    9,108

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        288)
     -20       85     -265      612      481      327      300      -39      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.8      5.3     82.5     84.2     91.9     90.3      8.1      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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,096
COMMITMENTS
  16,120    2,409    1,143    5,802   20,746   23,066   24,298    2,030      798

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,579)
   1,206     -814      125     -344    2,753      986    2,063      593     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2      9.6      4.6     23.1     82.7     91.9     96.8      8.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      81       21       20       34       40      122       77
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       65,325
COMMITMENTS
  44,553    6,367    1,948   11,011   55,856   57,512   64,172    7,813    1,153

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,738)
   2,573     -227      197     -280    3,202    2,490    3,171      248     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2      9.7      3.0     16.9     85.5     88.0     98.2     12.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
     114       24       22       33       39      153       81
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      283,672
COMMITMENTS
 108,594   34,073   40,100  111,539  196,076  260,232  270,249   23,440   13,423

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -16,397)
   6,279    1,082   -6,515  -14,850  -10,149  -15,086  -15,583   -1,311     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     12.0     14.1     39.3     69.1     91.7     95.3      8.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      75       28       56       79       86      184      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,180
COMMITMENTS
   4,693    1,491      329   11,354   12,824   16,376   14,644    1,804    3,536

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        181)
     203        0      -71       24      335      156      264       25      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      8.2      1.8     62.5     70.5     90.1     80.6      9.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        4       18       19       23       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        9,834
COMMITMENTS
     100        0      100    8,689    9,559    8,889    9,659      945      175

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      1.0     88.4     97.2     90.4     98.2      9.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       19       18       20       19
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,344
COMMITMENTS
   9,786      800      792    9,484   16,861   20,062   18,453    1,282    2,891

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,388)
   1,841        0       75     -528    1,163    1,388    1,238        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      3.7      3.7     44.4     79.0     94.0     86.5      6.0     13.5

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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,994
COMMITMENTS
     700      465      135    7,968    8,394    8,803    8,994      191        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         41)
      40        0        0        0       41       40       41        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      5.2      1.5     88.6     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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,063
COMMITMENTS
       0    4,929      321   11,742    6,659   12,063   11,909        0      154

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        356)
       0      162        0      356      194      356      356        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     40.9      2.7     97.3     55.2    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        6        4       32       28       36       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,501
COMMITMENTS
   2,008      950        0   38,087   39,489   40,095   40,439      406       62

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        119)
     112      100        0     -113       19       -1      119      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.3      0.0     94.0     97.5     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        0       44       30       50       32
 
 
NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-022A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,219
COMMITMENTS
     800      650        0    6,297    6,569    7,097    7,219      122        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -150)
    -100      -75        0      -50      -75     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      9.0      0.0     87.2     91.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14        8       15        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,847
COMMITMENTS
     451      150        0   10,163   10,697   10,614   10,847      233        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        326)
     213        0        0      113      326      326      326        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.4      0.0     93.7     98.6     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       22       17       24       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,064
COMMITMENTS
   1,000    6,054      200   13,864    8,810   15,064   15,064        0        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,030)
     150      675        0    1,060      355    1,210    1,030     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     40.2      1.3     92.0     58.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        3       28       23       32       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,011
COMMITMENTS
   1,981       25        0    5,947    7,986    7,928    8,011       83        0

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         50)
     175        0        0     -125       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      0.3      0.0     74.2     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 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,636
COMMITMENTS
   3,640    4,457   12,282   52,534   51,837   68,456   68,576      180       60

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      1,388)
     150      480       47    1,191      861    1,388    1,388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.5     17.9     76.5     75.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       8        6        7       44       47       55       57
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,893
COMMITMENTS
   1,033        0      100    5,477    6,307    6,610    6,407      283      486

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         96)
       0        0        0       96       96       96       96        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      1.5     79.5     91.5     95.9     92.9      4.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        1       15       15       19       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,515
COMMITMENTS
     857    5,968    2,013   17,477   12,086   20,347   20,067      168      448

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        192)
    -116      923     -649      957     -162      192      112        0       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     29.1      9.8     85.2     58.9     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       23       24       28       30
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,958
COMMITMENTS
   3,863    2,586      726   21,174   20,208   25,763   23,520    2,195    4,438

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        611)
    -659      126      367    1,680     -280    1,388      213     -777      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      9.2      2.6     75.7     72.3     92.1     84.1      7.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       18       25       22       29
```

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Updated December 5, 2012