GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 53,583: 1,026 60 583 51,872 52,507 53,481 53,150: 102 433 Old : 53,583: 1,026 60 583 51,872 52,507 53,481 53,150: 102 433 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 4,411: 240 60 80 4,087 4,180 4,407 4,320: 4 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.1 1.1 96.8 98.0 99.8 99.2: 0.2 0.8 Old : 100.0: 1.9 0.1 1.1 96.8 98.0 99.8 99.2: 0.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 3 1 1 45 45 48 47: Old : 57: 3 1 1 45 45 48 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3 Old : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,689: 0 0 0 12,476 12,574 12,476 12,574: 213 115 Old : 12,689: 0 0 0 12,476 12,574 12,476 12,574: 213 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 293: 0 0 0 243 293 243 293: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.3 99.1 98.3 99.1: 1.7 0.9 Old : 100.0: 0.0 0.0 0.0 98.3 99.1 98.3 99.1: 1.7 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 0 0 28 30 28 30: Old : 38: 0 0 0 28 30 28 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3 Old : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 11,015: 132 364 193 9,618 9,194 9,943 9,751: 1,072 1,264 Old : 11,015: 132 364 193 9,618 9,194 9,943 9,751: 1,072 1,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 234: 30 12 -8 174 228 196 232: 38 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 3.3 1.8 87.3 83.5 90.3 88.5: 9.7 11.5 Old : 100.0: 1.2 3.3 1.8 87.3 83.5 90.3 88.5: 9.7 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 3 5 34 40 39 45: Old : 46: 2 3 5 34 40 39 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9 Old : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,051: 911 63 97 6,670 7,039 7,678 7,199: 373 852 Old : 8,051: 911 63 97 6,670 7,039 7,678 7,199: 373 852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 712: 118 20 30 661 777 809 827: -97 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 0.8 1.2 82.8 87.4 95.4 89.4: 4.6 10.6 Old : 100.0: 11.3 0.8 1.2 82.8 87.4 95.4 89.4: 4.6 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 5 2 2 54 56 60 59: Old : 67: 5 2 2 54 56 60 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4 Old : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,086: 0 0 0 3,258 2,527 3,258 2,527: 828 1,559 Old : 4,086: 0 0 0 3,258 2,527 3,258 2,527: 828 1,559 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 125: 0 0 0 209 103 209 103: -84 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 79.7 61.8 79.7 61.8: 20.3 38.2 Old : 100.0: 0.0 0.0 0.0 79.7 61.8 79.7 61.8: 20.3 38.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 18 20 18 20: Old : 21: 0 0 0 18 20 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0 Old : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,378: 390 599 90 2,417 2,522 2,897 3,211: 481 167 Old : 3,378: 390 599 90 2,417 2,522 2,897 3,211: 481 167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 231: 30 105 0 284 201 314 306: -83 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 17.7 2.7 71.6 74.7 85.8 95.1: 14.2 4.9 Old : 100.0: 11.5 17.7 2.7 71.6 74.7 85.8 95.1: 14.2 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 1 1 22 20 26 22: Old : 32: 3 1 1 22 20 26 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0 Old : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,214: 0 140 101 1,628 1,698 1,729 1,939: 485 275 Old : 2,214: 0 140 101 1,628 1,698 1,729 1,939: 485 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 8: 0 0 0 -9 12 -9 12: 17 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.3 4.6 73.5 76.7 78.1 87.6: 21.9 12.4 Old : 100.0: 0.0 6.3 4.6 73.5 76.7 78.1 87.6: 21.9 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 2 21 22 23 24: Old : 27: 0 2 2 21 22 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0 Old : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 10,641: 0 0 0 10,596 10,354 10,596 10,354: 45 287 Old : 10,641: 0 0 0 10,596 10,354 10,596 10,354: 45 287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 1,648: 0 0 0 1,648 1,648 1,648 1,648: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.6 97.3 99.6 97.3: 0.4 2.7 Old : 100.0: 0.0 0.0 0.0 99.6 97.3 99.6 97.3: 0.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 0 0 26 18 26 18: Old : 30: 0 0 0 26 18 26 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0 Old : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,970: 0 1,247 436 22,534 21,287 22,970 22,970: 0 0 Old : 22,970: 0 1,247 436 22,534 21,287 22,970 22,970: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 2,083: 0 330 0 2,083 1,753 2,083 2,083: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 1.9 98.1 92.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.4 1.9 98.1 92.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 2 1 27 29 28 31: Old : 36: 0 2 1 27 29 28 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5 Old : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 363,734: 55,328 33,351 72,023 192,847 235,306 320,198 340,680: 43,536 23,053 Old : 363,734: 55,328 33,351 72,023 192,847 235,306 320,198 340,680: 43,536 23,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -3,441: 4,519 3,987 -1,782 -2,699 551 37 2,756: -3,478 -6,197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 9.2 19.8 53.0 64.7 88.0 93.7: 12.0 6.3 Old : 100.0: 15.2 9.2 19.8 53.0 64.7 88.0 93.7: 12.0 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 169: 42 25 44 83 91 150 138: Old : 169: 42 25 44 83 91 150 138: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.9 23.6 25.0 33.9 9.2 14.2 16.0 20.0 Old : 14.9 23.6 25.0 33.9 9.2 14.2 16.0 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 68,590: 117 6,170 26,113 40,261 35,194 66,491 67,477: 2,098 1,113 Old : 68,590: 117 6,170 26,113 40,261 35,194 66,491 67,477: 2,098 1,113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -15,793: -369 -1,332 -6,670 -8,344 -7,635 -15,382 -15,637: -411 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.0 38.1 58.7 51.3 96.9 98.4: 3.1 1.6 Old : 100.0: 0.2 9.0 38.1 58.7 51.3 96.9 98.4: 3.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 8 10 17 17 27 27: Old : 27: 2 8 10 17 17 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 45.9 65.8 66.7 15.2 12.2 18.0 16.9 Old : 40.5 45.9 65.8 66.7 15.2 12.2 18.0 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 17,132: 435 205 765 15,932 16,155 17,132 17,125: 0 7 Old : 17,132: 435 205 765 15,932 16,155 17,132 17,125: 0 7 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 1,801: 50 -200 650 1,101 1,451 1,801 1,901: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 1.2 4.5 93.0 94.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.5 1.2 4.5 93.0 94.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 4 1 5 44 47 50 53: Old : 64: 4 1 5 44 47 50 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0 Old : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,314: 1,224 410 100 5,900 6,714 7,224 7,224: 90 90 Old : 7,314: 1,224 410 100 5,900 6,714 7,224 7,224: 90 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -597: 213 -205 -100 -690 -272 -577 -577: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 5.6 1.4 80.7 91.8 98.8 98.8: 1.2 1.2 Old : 100.0: 16.7 5.6 1.4 80.7 91.8 98.8 98.8: 1.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 6 3 1 22 21 28 25: Old : 40: 6 3 1 22 21 28 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0 Old : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0 Old : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0 Old : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 16 12 16 12: Old : 25: 0 0 0 16 12 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0 Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 991,974: 144,086 305,942 362,675 416,953 274,840 923,714 943,458: 68,261 48,517 Old : 991,974: 144,086 305,942 362,675 416,953 274,840 923,714 943,458: 68,261 48,517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -29,850: 282 -192 -19,930 -10,062 -10,829 -29,710 -30,951: -140 1,101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 30.8 36.6 42.0 27.7 93.1 95.1: 6.9 4.9 Old : 100.0: 14.5 30.8 36.6 42.0 27.7 93.1 95.1: 6.9 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 323: 74 135 138 95 86 261 277: Old : 323: 74 135 138 95 86 261 277: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.5 21.8 32.8 33.3 12.2 12.2 18.5 18.3 Old : 20.5 21.8 32.8 33.3 12.2 12.2 18.5 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,708,135: 60,887 83,971 595,815 1,045,808 1,021,650 1,702,510 1,701,436: 5,624 6,698 Old : 1,708,135: 60,887 83,971 595,815 1,045,808 1,021,650 1,702,510 1,701,436: 5,624 6,698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -99,701: -11,489 -15,054 -47,557 -40,773 -37,257 -99,820 -99,868: 119 167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 4.9 34.9 61.2 59.8 99.7 99.6: 0.3 0.4 Old : 100.0: 3.6 4.9 34.9 61.2 59.8 99.7 99.6: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 137: 37 29 53 68 63 130 120: Old : 137: 37 29 53 68 63 130 120: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 34.0 54.5 55.1 3.7 3.9 6.0 6.0 Old : 33.4 34.0 54.5 55.1 3.7 3.9 6.0 6.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 57,464: 25,675 23,493 20,142 10,760 13,663 56,577 57,298: 887 166 Old : 57,464: 25,675 23,493 20,142 10,760 13,663 56,577 57,298: 887 166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 1,014: -240 -204 1,886 -574 -398 1,071 1,284: -57 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 40.9 35.1 18.7 23.8 98.5 99.7: 1.5 0.3 Old : 100.0: 44.7 40.9 35.1 18.7 23.8 98.5 99.7: 1.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 10 10 15 12 15 28 34: Old : 37: 10 10 15 12 15 28 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 59.3 90.9 77.3 42.5 33.6 46.4 44.4 Old : 74.6 59.3 90.9 77.3 42.5 33.6 46.4 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 59,223: 618 8,256 2,538 53,693 43,676 56,849 54,470: 2,374 4,753 Old : 59,223: 618 8,256 2,538 53,693 43,676 56,849 54,470: 2,374 4,753 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -4,808: -480 -1,168 -180 -3,628 -2,815 -4,288 -4,163: -520 -645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 13.9 4.3 90.7 73.7 96.0 92.0: 4.0 8.0 Old : 100.0: 1.0 13.9 4.3 90.7 73.7 96.0 92.0: 4.0 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 3 13 18 16 21: Old : 23: 1 2 3 13 18 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2 Old : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 57,550: 3,723 3,564 581 45,910 45,645 50,214 49,790: 7,336 7,760 Old : 57,550: 3,723 3,564 581 45,910 45,645 50,214 49,790: 7,336 7,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -3,200: -16 0 -100 -2,958 -2,813 -3,074 -2,913: -126 -287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 6.2 1.0 79.8 79.3 87.3 86.5: 12.7 13.5 Old : 100.0: 6.5 6.2 1.0 79.8 79.3 87.3 86.5: 12.7 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 14 16 15 18: Old : 20: 1 1 1 14 16 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6 Old : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 94,576: 3,646 0 2,848 78,144 87,487 84,638 90,336: 9,938 4,240 Old : 94,576: 3,646 0 2,848 78,144 87,487 84,638 90,336: 9,938 4,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -5,257: -438 0 -162 -3,804 -4,549 -4,404 -4,710: -853 -547 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.0 3.0 82.6 92.5 89.5 95.5: 10.5 4.5 Old : 100.0: 3.9 0.0 3.0 82.6 92.5 89.5 95.5: 10.5 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 0 3 19 22 22 25: Old : 29: 3 0 3 19 22 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 40.6 64.3 63.6 31.7 37.1 49.0 55.5 Old : 42.7 40.6 64.3 63.6 31.7 37.1 49.0 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,388,800: 460,683 161,405 652,115 1,242,320 1,554,215 2,355,118 2,367,735: 33,682 21,065 Old : 2,388,800: 460,683 161,405 652,115 1,242,320 1,554,215 2,355,118 2,367,735: 33,682 21,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -101,281: -3,439 15,420 -34,323 -64,038 -82,913 -101,800 -101,816: 519 535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 6.8 27.3 52.0 65.1 98.6 99.1: 1.4 0.9 Old : 100.0: 19.3 6.8 27.3 52.0 65.1 98.6 99.1: 1.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 166: 37 22 49 99 90 159 141: Old : 166: 37 22 49 99 90 159 141: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3 Old : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,050,908: 154,042 86,137 216,037 675,841 744,055 1,045,920 1,046,229: 4,988 4,679 Old : 1,050,908: 154,042 86,137 216,037 675,841 744,055 1,045,920 1,046,229: 4,988 4,679 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -56,331: -36,182 -1,518 -17,657 -2,628 -30,498 -56,467 -49,673: 136 -6,658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 8.2 20.6 64.3 70.8 99.5 99.6: 0.5 0.4 Old : 100.0: 14.7 8.2 20.6 64.3 70.8 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 84: 19 18 32 40 40 75 74: Old : 84: 19 18 32 40 40 75 74: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7 Old : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 17,278: 116 1,321 160 16,687 15,557 16,963 17,038: 315 240 Old : 17,278: 116 1,321 160 16,687 15,557 16,963 17,038: 315 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,552: -305 -278 26 -2,219 -2,259 -2,498 -2,511: -54 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 7.6 0.9 96.6 90.0 98.2 98.6: 1.8 1.4 Old : 100.0: 0.7 7.6 0.9 96.6 90.0 98.2 98.6: 1.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 6 4 38 45 43 52: Old : 61: 2 6 4 38 45 43 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 33.8 54.3 54.3 24.6 30.9 36.0 40.1 Old : 33.6 33.8 54.3 54.3 24.6 30.9 36.0 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,491: 0 333 112 1,481 1,195 1,593 1,640: 898 851 Old : 2,491: 0 333 112 1,481 1,195 1,593 1,640: 898 851 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 149: 0 48 34 101 214 135 296: 14 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.4 4.5 59.5 48.0 64.0 65.8: 36.0 34.2 Old : 100.0: 0.0 13.4 4.5 59.5 48.0 64.0 65.8: 36.0 34.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 5 3 19 19 22 24: Old : 24: 0 5 3 19 19 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5 Old : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,513: 52 48 41 947 1,052 1,040 1,141: 473 372 Old : 1,513: 52 48 41 947 1,052 1,040 1,141: 473 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 98: -28 0 -60 219 255 131 195: -33 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 3.2 2.7 62.6 69.5 68.7 75.4: 31.3 24.6 Old : 100.0: 3.4 3.2 2.7 62.6 69.5 68.7 75.4: 31.3 24.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 20 24 22 26: Old : 26: 1 1 2 20 24 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2 Old : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 191,783: 19,742 2,726 21,330 148,650 166,278 189,722 190,335: 2,061 1,448 Old : 191,783: 19,742 2,726 21,330 148,650 166,278 189,722 190,335: 2,061 1,448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -9,059: -30 -691 -1,266 -7,731 -7,469 -9,028 -9,426: -31 367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 1.4 11.1 77.5 86.7 98.9 99.2: 1.1 0.8 Old : 100.0: 10.3 1.4 11.1 77.5 86.7 98.9 99.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 5 2 6 35 33 42 39: Old : 44: 5 2 6 35 33 42 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 49.8 72.4 80.8 15.4 15.2 18.2 20.6 Old : 43.5 49.8 72.4 80.8 15.4 15.2 18.2 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 27,568: 675 1,012 2,793 22,873 23,103 26,340 26,908: 1,228 660 Old : 27,568: 675 1,012 2,793 22,873 23,103 26,340 26,908: 1,228 660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -277: 100 434 47 -376 -656 -229 -175: -48 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 3.7 10.1 83.0 83.8 95.5 97.6: 4.5 2.4 Old : 100.0: 2.4 3.7 10.1 83.0 83.8 95.5 97.6: 4.5 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 3 23 21 26 25: Old : 30: 2 2 3 23 21 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 51.8 74.1 72.4 29.4 23.7 35.0 32.1 Old : 50.4 51.8 74.1 72.4 29.4 23.7 35.0 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,027: 510 858 290 7,136 7,536 7,936 8,684: 2,091 1,343 Old : 10,027: 510 858 290 7,136 7,536 7,936 8,684: 2,091 1,343 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -131: -25 120 0 62 -379 37 -259: -168 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 8.6 2.9 71.2 75.2 79.1 86.6: 20.9 13.4 Old : 100.0: 5.1 8.6 2.9 71.2 75.2 79.1 86.6: 20.9 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 2 16 14 18 17: Old : 20: 1 2 2 16 14 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 52.3 57.8 75.3 30.2 40.8 45.6 55.1 Old : 35.7 52.3 57.8 75.3 30.2 40.8 45.6 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 11,808: 3,037 232 290 7,616 9,965 10,944 10,488: 864 1,320 Old : 11,808: 3,037 232 290 7,616 9,965 10,944 10,488: 864 1,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 34: 1,679 -434 23 -1,584 617 117 206: -83 -172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 2.0 2.5 64.5 84.4 92.7 88.8: 7.3 11.2 Old : 100.0: 25.7 2.0 2.5 64.5 84.4 92.7 88.8: 7.3 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 2 12 15 15 17: Old : 20: 2 1 2 12 15 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 40.8 80.4 66.9 47.9 31.1 60.0 48.5 Old : 53.6 40.8 80.4 66.9 47.9 31.1 60.0 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 27,278: 2,550 3,190 228 22,299 22,394 25,077 25,812: 2,201 1,466 Old : 27,278: 2,550 3,190 228 22,299 22,394 25,077 25,812: 2,201 1,466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 133: 328 390 -86 204 9 446 313: -313 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 11.7 0.8 81.7 82.1 91.9 94.6: 8.1 5.4 Old : 100.0: 9.3 11.7 0.8 81.7 82.1 91.9 94.6: 8.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 1 23 21 25 23: Old : 26: 2 1 1 23 21 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 55.9 60.0 77.2 24.9 49.8 39.5 56.2 Old : 40.4 55.9 60.0 77.2 24.9 49.8 39.5 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 9,388: 3,528 0 0 4,249 8,040 7,777 8,040: 1,611 1,348 Old : 9,388: 3,528 0 0 4,249 8,040 7,777 8,040: 1,611 1,348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -507: -322 0 -218 -318 18 -858 -200: 351 -307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 0.0 0.0 45.3 85.6 82.8 85.6: 17.2 14.4 Old : 100.0: 37.6 0.0 0.0 45.3 85.6 82.8 85.6: 17.2 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 17 15 18 15: Old : 20: 1 0 0 17 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 49.9 71.7 70.7 58.2 48.0 69.4 64.4 Old : 58.6 49.9 71.7 70.7 58.2 48.0 69.4 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,662: 0 1,244 550 10,060 9,096 10,610 10,890: 1,052 772 Old : 11,662: 0 1,244 550 10,060 9,096 10,610 10,890: 1,052 772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -287: 0 -350 6 -568 97 -562 -247: 275 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.7 4.7 86.3 78.0 91.0 93.4: 9.0 6.6 Old : 100.0: 0.0 10.7 4.7 86.3 78.0 91.0 93.4: 9.0 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 3 2 20 16 22 19: Old : 25: 0 3 2 20 16 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 41.1 65.6 66.2 44.1 32.5 61.0 52.4 Old : 45.8 41.1 65.6 66.2 44.1 32.5 61.0 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 52,219: 0 0 0 52,177 52,219 52,177 52,219: 42 0 Old : 52,219: 0 0 0 52,177 52,219 52,177 52,219: 42 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,436: -2,151 0 -399 135 -2,016 -2,415 -2,415: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 17 14 17 14: Old : 26: 0 0 0 17 14 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 85.3 83.6 97.0 66.3 80.0 81.0 89.9 Old : 66.4 85.3 83.6 97.0 66.3 80.0 81.0 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 891,535: 0 0 0 891,535 891,535 891,535 891,535: 0 0 Old : 891,535: 0 0 0 891,535 891,535 891,535 891,535: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -36,312: -32,918 0 0 -3,394 -36,312 -36,312 -36,312: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 18 15 18 15: Old : 28: 0 0 0 18 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.1 84.7 86.8 96.3 68.0 77.2 82.7 86.5 Old : 69.1 84.7 86.8 96.3 68.0 77.2 82.7 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0 Old : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -31,008: -16,652 0 -9,408 -4,948 -21,600 -31,008 -31,008: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 11 11 11: Old : 20: 0 0 0 11 11 11 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6 Old : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0 Old : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -3,192: 0 0 0 -3,192 -3,192 -3,192 -3,192: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 14 12 14 12: Old : 23: 0 0 0 14 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7 Old : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0 Old : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -64,056: 0 0 0 -64,056 -64,056 -64,056 -64,056: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 14 12 14 12: Old : 22: 0 0 0 14 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5 Old : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 125,774: 210 0 0 125,309 125,774 125,519 125,774: 255 0 Old : 125,774: 210 0 0 125,309 125,774 125,519 125,774: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -9,541: -1,291 0 -1,113 -7,137 -8,428 -9,541 -9,541: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.6 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.2 0.0 0.0 99.6 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 0 0 17 28 18 28: Old : 37: 1 0 0 17 28 18 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 49.4 87.2 71.3 63.9 49.4 82.1 71.3 Old : 64.2 49.4 87.2 71.3 63.9 49.4 82.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 2,169,599: 7,930 0 0 2,161,669 2,169,599 2,169,599 2,169,599: 0 0 Old : 2,169,599: 7,930 0 0 2,161,669 2,169,599 2,169,599 2,169,599: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -186,939: 0 -30,405 -14,886 -172,053 -141,648 -186,939 -186,939: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 0 0 19 29 20 29: Old : 40: 1 0 0 19 29 20 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 53.2 88.2 75.4 65.2 53.2 83.9 75.4 Old : 67.2 53.2 88.2 75.4 65.2 53.2 83.9 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 45,736: 2,004 1,223 678 43,054 43,835 45,736 45,736: 0 0 Old : 45,736: 2,004 1,223 678 43,054 43,835 45,736 45,736: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 990: -1,885 -315 -525 3,400 1,830 990 990: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 2.7 1.5 94.1 95.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.4 2.7 1.5 94.1 95.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 3 2 28 23 31 27: Old : 38: 2 3 2 28 23 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 51.3 60.9 70.8 39.1 50.9 59.1 66.5 Old : 39.6 51.3 60.9 70.8 39.1 50.9 59.1 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,101,438: 46,920 55,450 9,285 1,045,233 1,036,703 1,101,438 1,101,438: 0 0 Old : 1,101,438: 46,920 55,450 9,285 1,045,233 1,036,703 1,101,438 1,101,438: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 7,119: -12,900 45,408 -3,875 23,894 -34,414 7,119 7,119: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 5.0 0.8 94.9 94.1 100.0 100.0: 0.0 0.0 Old : 100.0: 4.3 5.0 0.8 94.9 94.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 3 1 27 22 30 25: Old : 38: 2 3 1 27 22 30 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 57.1 61.4 78.2 39.8 53.8 58.4 74.2 Old : 40.7 57.1 61.4 78.2 39.8 53.8 58.4 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,854: 0 612 0 51,812 50,987 51,812 51,599: 42 255 Old : 51,854: 0 612 0 51,812 50,987 51,812 51,599: 42 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -888: 0 -1,086 -105 -762 303 -867 -888: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 0.0 99.9 98.3 99.9 99.5: 0.1 0.5 Old : 100.0: 0.0 1.2 0.0 99.9 98.3 99.9 99.5: 0.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 0 20 18 20 20: Old : 27: 0 2 0 20 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 63.3 78.6 83.4 51.4 55.2 68.0 73.9 Old : 56.8 63.3 78.6 83.4 51.4 55.2 68.0 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 17,396: 0 5,226 0 17,396 12,170 17,396 17,396: 0 0 Old : 17,396: 0 5,226 0 17,396 12,170 17,396 17,396: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -630: 0 -751 -211 -419 332 -630 -630: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 30.0 0.0 100.0 70.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 30.0 0.0 100.0 70.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 13 7 13 9: Old : 20: 0 2 0 13 7 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 85.0 93.7 99.3 76.7 82.0 93.0 95.1 Old : 76.7 85.0 93.7 99.3 76.7 82.0 93.0 95.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0 Old : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,593: 0 0 0 -1,593 -1,572 -1,593 -1,572: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 10 15 11 15: Old : 21: 1 0 0 10 15 11 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8 Old : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 43,866: 0 855 420 43,320 42,549 43,740 43,824: 126 42 Old : 43,866: 0 855 420 43,320 42,549 43,740 43,824: 126 42 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,575: 0 -2,703 -357 -1,197 1,506 -1,554 -1,554: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 1.0 98.8 97.0 99.7 99.9: 0.3 0.1 Old : 100.0: 0.0 1.9 1.0 98.8 97.0 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 15 16 16 17: Old : 26: 0 1 1 15 16 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.3 55.7 93.0 78.9 65.6 38.2 76.8 61.1 Old : 77.3 55.7 93.0 78.9 65.6 38.2 76.8 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 33,428: 17,548 0 2,917 12,708 30,511 33,173 33,428: 255 0 Old : 33,428: 17,548 0 2,917 12,708 30,511 33,173 33,428: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,023: -1,500 0 -1,230 1,707 207 -1,023 -1,023: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 0.0 8.7 38.0 91.3 99.2 100.0: 0.8 0.0 Old : 100.0: 52.5 0.0 8.7 38.0 91.3 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 9 14 11 16: Old : 20: 2 0 2 9 14 11 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.3 76.7 97.5 91.2 70.7 73.2 81.3 82.1 Old : 80.3 76.7 97.5 91.2 70.7 73.2 81.3 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 19,611: 765 772 147 18,657 18,437 19,569 19,356: 42 255 Old : 19,611: 765 772 147 18,657 18,437 19,569 19,356: 42 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,672: 0 407 -21 -1,630 -2,058 -1,651 -1,672: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 3.9 0.7 95.1 94.0 99.8 98.7: 0.2 1.3 Old : 100.0: 3.9 3.9 0.7 95.1 94.0 99.8 98.7: 0.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 1 16 14 18 16: Old : 24: 1 2 1 16 14 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 56.5 74.5 81.0 41.4 46.3 59.8 62.5 Old : 52.0 56.5 74.5 81.0 41.4 46.3 59.8 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 942,499: 23,400 40,931 1,224 917,875 900,344 942,499 942,499: 0 0 Old : 942,499: 23,400 40,931 1,224 917,875 900,344 942,499 942,499: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -33,307: 0 -1,205 -2,760 -30,547 -29,342 -33,307 -33,307: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 4.3 0.1 97.4 95.5 100.0 100.0: 0.0 0.0 Old : 100.0: 2.5 4.3 0.1 97.4 95.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 1 22 22 24 24: Old : 32: 1 2 1 22 22 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 66.4 78.5 86.0 42.6 49.1 57.0 63.4 Old : 58.8 66.4 78.5 86.0 42.6 49.1 57.0 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 919,931: 93,855 0 0 826,076 919,931 919,931 919,931: 0 0 Old : 919,931: 93,855 0 0 826,076 919,931 919,931 919,931: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 4,998: -17,133 -225 -26,037 48,168 31,260 4,998 4,998: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 0.0 0.0 89.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 10.2 0.0 0.0 89.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 0 17 14 19 14: Old : 26: 2 0 0 17 14 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 82.7 91.1 94.2 59.2 65.9 69.3 72.8 Old : 73.2 82.7 91.1 94.2 59.2 65.9 69.3 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 120,185: 0 3,965 0 120,185 116,220 120,185 120,185: 0 0 Old : 120,185: 0 3,965 0 120,185 116,220 120,185 120,185: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -11,539: 0 -2,040 0 -11,539 -9,499 -11,539 -11,539: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 11 11 11 12: Old : 20: 0 1 0 11 11 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 79.7 96.0 95.8 74.2 73.4 90.7 89.4 Old : 74.2 79.7 96.0 95.8 74.2 73.4 90.7 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,071: 88 1,515 973 8,978 7,542 10,040 10,031: 31 40 Old : 10,071: 88 1,515 973 8,978 7,542 10,040 10,031: 31 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 15.0 9.7 89.1 74.9 99.7 99.6: 0.3 0.4 Old : 100.0: 0.9 15.0 9.7 89.1 74.9 99.7 99.6: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 4 13 15 18 19: Old : 20: 3 2 4 13 15 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 50.7 78.5 72.5 23.1 23.2 27.1 26.7 Old : 54.9 50.7 78.5 72.5 23.1 23.2 27.1 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 24,589: 185 66 207 23,989 24,120 24,381 24,393: 208 196 Old : 24,589: 185 66 207 23,989 24,120 24,381 24,393: 208 196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -105: -10 0 30 -125 -118 -105 -88: 0 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.3 0.8 97.6 98.1 99.2 99.2: 0.8 0.8 Old : 100.0: 0.8 0.3 0.8 97.6 98.1 99.2 99.2: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 3 1 4 41 39 45 43: Old : 54: 3 1 4 41 39 45 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2 Old : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,365: 120 0 0 9,032 9,016 9,152 9,016: 213 349 Old : 9,365: 120 0 0 9,032 9,016 9,152 9,016: 213 349 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,304: -15 -35 -130 -1,243 -1,240 -1,388 -1,405: 84 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.0 96.4 96.3 97.7 96.3: 2.3 3.7 Old : 100.0: 1.3 0.0 0.0 96.4 96.3 97.7 96.3: 2.3 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 17 18 18 18: Old : 25: 1 0 0 17 18 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6 Old : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 6,630: 40 70 0 6,306 6,285 6,346 6,355: 284 275 Old : 6,630: 40 70 0 6,306 6,285 6,346 6,355: 284 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -920: 40 -10 0 -810 -716 -770 -726: -150 -194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 1.1 0.0 95.1 94.8 95.7 95.9: 4.3 4.1 Old : 100.0: 0.6 1.1 0.0 95.1 94.8 95.7 95.9: 4.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 0 23 20 24 21: Old : 29: 1 1 0 23 20 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0 Old : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,534: 0 0 0 9,185 9,426 9,185 9,426: 1,349 1,108 Old : 10,534: 0 0 0 9,185 9,426 9,185 9,426: 1,349 1,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,195: 0 0 0 -1,319 -1,137 -1,319 -1,137: 124 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.2 89.5 87.2 89.5: 12.8 10.5 Old : 100.0: 0.0 0.0 0.0 87.2 89.5 87.2 89.5: 12.8 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 22 19 22 19: Old : 29: 0 0 0 22 19 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3 Old : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,556,137: 331,601 107,974 854,265 1,291,655 1,519,344 2,477,522 2,481,584: 78,615 74,553 Old : 2,556,137: 331,601 107,974 854,265 1,291,655 1,519,344 2,477,522 2,481,584: 78,615 74,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -69,654: -12,835 -10,986 -37,261 -24,289 -17,414 -74,385 -65,661: 4,731 -3,993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 4.2 33.4 50.5 59.4 96.9 97.1: 3.1 2.9 Old : 100.0: 13.0 4.2 33.4 50.5 59.4 96.9 97.1: 3.1 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 366: 142 102 191 97 104 334 314: Old : 366: 142 102 191 97 104 334 314: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.0 13.9 28.8 26.2 7.6 6.6 10.6 10.1 Old : 18.0 13.9 28.8 26.2 7.6 6.6 10.6 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 226,490: 102,719 17,352 24,550 98,100 182,231 225,369 224,133: 1,121 2,358 Old : 226,490: 102,719 17,352 24,550 98,100 182,231 225,369 224,133: 1,121 2,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -909: -5,860 1,124 3,913 1,097 -5,705 -849 -669: -59 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 7.7 10.8 43.3 80.5 99.5 99.0: 0.5 1.0 Old : 100.0: 45.4 7.7 10.8 43.3 80.5 99.5 99.0: 0.5 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 9 14 18 27 27 46 49: Old : 52: 9 14 18 27 27 46 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 57.9 83.9 72.7 58.2 56.4 69.9 65.7 Old : 68.2 57.9 83.9 72.7 58.2 56.4 69.9 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 199,190: 45,890 16,686 4,225 115,361 139,780 165,476 160,691: 33,714 38,499 Old : 199,190: 45,890 16,686 4,225 115,361 139,780 165,476 160,691: 33,714 38,499 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -10,691: -2,397 -4,338 -1,154 -2,822 -3,444 -6,373 -8,936: -4,318 -1,755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 8.4 2.1 57.9 70.2 83.1 80.7: 16.9 19.3 Old : 100.0: 23.0 8.4 2.1 57.9 70.2 83.1 80.7: 16.9 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 6 7 9 19 23 30 34: Old : 37: 6 7 9 19 23 30 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1 Old : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 103,473: 19,095 1,428 16,495 64,638 83,377 100,228 101,300: 3,245 2,173 Old : 103,473: 19,095 1,428 16,495 64,638 83,377 100,228 101,300: 3,245 2,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -6,507: 732 -399 -1,406 -5,778 -4,569 -6,452 -6,374: -55 -133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 1.4 15.9 62.5 80.6 96.9 97.9: 3.1 2.1 Old : 100.0: 18.5 1.4 15.9 62.5 80.6 96.9 97.9: 3.1 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 27 7 23 27 25 58 51: Old : 61: 27 7 23 27 25 58 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 46.1 53.0 71.4 14.5 19.3 19.7 25.9 Old : 34.1 46.1 53.0 71.4 14.5 19.3 19.7 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 487,162: 30,425 3,900 85,458 358,276 383,858 474,159 473,215: 13,003 13,947 Old : 487,162: 30,425 3,900 85,458 358,276 383,858 474,159 473,215: 13,003 13,947 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -31,632: -1,037 -318 -10,376 -18,900 -19,748 -30,314 -30,442: -1,319 -1,191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 0.8 17.5 73.5 78.8 97.3 97.1: 2.7 2.9 Old : 100.0: 6.2 0.8 17.5 73.5 78.8 97.3 97.1: 2.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 11 3 14 34 35 48 49: Old : 49: 11 3 14 34 35 48 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 26.0 50.3 44.0 9.2 7.0 14.5 11.1 Old : 31.5 26.0 50.3 44.0 9.2 7.0 14.5 11.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,131: 525 1,216 125 11,459 10,790 12,109 12,131: 22 0 Old : 12,131: 525 1,216 125 11,459 10,790 12,109 12,131: 22 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -4,096: 25 167 -225 -3,896 -4,038 -4,096 -4,096: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 10.0 1.0 94.5 88.9 99.8 100.0: 0.2 0.0 Old : 100.0: 4.3 10.0 1.0 94.5 88.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 4 2 27 25 30 31: Old : 42: 3 4 2 27 25 30 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4 Old : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 74,939: 4,003 15,061 4,823 64,025 50,085 72,851 69,969: 2,088 4,970 Old : 74,939: 4,003 15,061 4,823 64,025 50,085 72,851 69,969: 2,088 4,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 637: 97 235 -692 1,070 270 475 -187: 162 824 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 20.1 6.4 85.4 66.8 97.2 93.4: 2.8 6.6 Old : 100.0: 5.3 20.1 6.4 85.4 66.8 97.2 93.4: 2.8 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 5 8 13 25 22 39 35: Old : 40: 5 8 13 25 22 39 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2 Old : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 34,835: 3,941 1,178 2,513 24,946 27,807 31,400 31,498: 3,435 3,337 Old : 34,835: 3,941 1,178 2,513 24,946 27,807 31,400 31,498: 3,435 3,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,197: -120 -1,151 -1,122 -425 512 -1,667 -1,761: 470 564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 3.4 7.2 71.6 79.8 90.1 90.4: 9.9 9.6 Old : 100.0: 11.3 3.4 7.2 71.6 79.8 90.1 90.4: 9.9 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 2 3 16 17 22 21: Old : 25: 4 2 3 16 17 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4 Old : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,590: 3,227 100 0 8,315 11,410 11,542 11,510: 48 80 Old : 11,590: 3,227 100 0 8,315 11,410 11,542 11,510: 48 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,095: -100 -50 0 -1,895 -1,920 -1,995 -1,970: -100 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 0.9 0.0 71.7 98.4 99.6 99.3: 0.4 0.7 Old : 100.0: 27.8 0.9 0.0 71.7 98.4 99.6 99.3: 0.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 0 17 17 19 18: Old : 31: 2 1 0 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7 Old : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 27,613: 4,500 1,934 7,840 11,190 13,402 23,530 23,177: 4,082 4,436 Old : 27,613: 4,500 1,934 7,840 11,190 13,402 23,530 23,177: 4,082 4,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,096: -27 -352 -175 -1,502 -1,055 -1,703 -1,582: 607 486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 7.0 28.4 40.5 48.5 85.2 83.9: 14.8 16.1 Old : 100.0: 16.3 7.0 28.4 40.5 48.5 85.2 83.9: 14.8 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 8 7 10 12 12 26 23: Old : 27: 8 7 10 12 12 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 38.8 58.5 58.7 15.8 14.2 20.3 18.4 Old : 39.3 38.8 58.5 58.7 15.8 14.2 20.3 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,061: 2,239 3,243 1,618 17,385 16,026 21,241 20,887: 820 1,175 Old : 22,061: 2,239 3,243 1,618 17,385 16,026 21,241 20,887: 820 1,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,958: 186 -118 -375 -1,708 -1,558 -1,897 -2,051: -61 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 14.7 7.3 78.8 72.6 96.3 94.7: 3.7 5.3 Old : 100.0: 10.1 14.7 7.3 78.8 72.6 96.3 94.7: 3.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 6 17 13 19 22 34 43: Old : 45: 6 17 13 19 22 34 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 39.4 68.7 60.4 18.9 18.0 29.5 24.2 Old : 47.1 39.4 68.7 60.4 18.9 18.0 29.5 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 83,864: 5,524 844 7,526 58,401 60,937 71,452 69,308: 12,412 14,556 Old : 83,864: 5,524 844 7,526 58,401 60,937 71,452 69,308: 12,412 14,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -4,659: -510 1 -1,128 -3,931 -2,914 -5,569 -4,041: 909 -618 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 1.0 9.0 69.6 72.7 85.2 82.6: 14.8 17.4 Old : 100.0: 6.6 1.0 9.0 69.6 72.7 85.2 82.6: 14.8 17.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 5 18 19 23 24: Old : 25: 4 1 5 18 19 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 36.5 55.1 53.6 19.5 17.8 24.4 21.8 Old : 37.9 36.5 55.1 53.6 19.5 17.8 24.4 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 20,537: 10,850 3,726 790 7,703 14,624 19,344 19,141: 1,193 1,396 Old : 20,537: 10,850 3,726 790 7,703 14,624 19,344 19,141: 1,193 1,396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 79: -138 -298 56 138 322 56 80: 23 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 18.1 3.8 37.5 71.2 94.2 93.2: 5.8 6.8 Old : 100.0: 52.8 18.1 3.8 37.5 71.2 94.2 93.2: 5.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 125: 41 36 10 26 36 73 78: Old : 125: 41 36 10 26 36 73 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 38.7 60.6 51.4 48.5 38.4 56.8 50.8 Old : 51.4 38.7 60.6 51.4 48.5 38.4 56.8 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 42,478: 26,518 5,417 851 9,718 33,533 37,086 39,801: 5,392 2,677 Old : 42,478: 26,518 5,417 851 9,718 33,533 37,086 39,801: 5,392 2,677 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 531: 648 -205 -156 324 1,305 816 945: -286 -414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 12.8 2.0 22.9 78.9 87.3 93.7: 12.7 6.3 Old : 100.0: 62.4 12.8 2.0 22.9 78.9 87.3 93.7: 12.7 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 69 33 9 25 37 97 76: Old : 147: 69 33 9 25 37 97 76: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.4 37.8 37.2 53.3 22.5 35.0 35.3 50.2 Old : 23.4 37.8 37.2 53.3 22.5 35.0 35.3 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 288,275: 80,111 20,810 35,101 153,735 219,982 268,947 275,893: 19,327 12,382 Old : 288,275: 80,111 20,810 35,101 153,735 219,982 268,947 275,893: 19,327 12,382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -12,989: -5,732 -2,877 -531 -6,221 -9,119 -12,484 -12,526: -505 -463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 7.2 12.2 53.3 76.3 93.3 95.7: 6.7 4.3 Old : 100.0: 27.8 7.2 12.2 53.3 76.3 93.3 95.7: 6.7 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 200: 75 18 52 78 91 172 147: Old : 200: 75 18 52 78 91 172 147: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.8 24.3 26.6 39.1 11.2 15.1 17.5 23.1 Old : 16.8 24.3 26.6 39.1 11.2 15.1 17.5 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 20,502: 6,843 0 996 6,771 14,172 14,610 15,168: 5,892 5,334 Old : 20,502: 6,843 0 996 6,771 14,172 14,610 15,168: 5,892 5,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -3,684: -1,465 -280 0 -816 -3,123 -2,281 -3,403: -1,403 -281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 0.0 4.9 33.0 69.1 71.3 74.0: 28.7 26.0 Old : 100.0: 33.4 0.0 4.9 33.0 69.1 71.3 74.0: 28.7 26.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 4 0 3 11 16 15 19: Old : 24: 4 0 3 11 16 15 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9 Old : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 28,925: 0 0 0 28,345 26,525 28,345 26,525: 580 2,400 Old : 28,925: 0 0 0 28,345 26,525 28,345 26,525: 580 2,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 3,070: 0 0 0 2,970 2,260 2,970 2,260: 100 810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.0 91.7 98.0 91.7: 2.0 8.3 Old : 100.0: 0.0 0.0 0.0 98.0 91.7 98.0 91.7: 2.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 13 17 13 17: Old : 21: 0 0 0 13 17 13 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0 Old : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,082: 100 0 0 6,949 7,062 7,049 7,062: 33 20 Old : 7,082: 100 0 0 6,949 7,062 7,049 7,062: 33 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 262: 0 0 0 262 262 262 262: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 98.1 99.7 99.5 99.7: 0.5 0.3 Old : 100.0: 1.4 0.0 0.0 98.1 99.7 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 0 0 34 30 35 30: Old : 41: 1 0 0 34 30 35 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4 Old : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 55,650: 300 411 2 54,435 54,497 54,737 54,910: 913 740 Old : 55,650: 300 411 2 54,435 54,497 54,737 54,910: 913 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 499: 0 69 -25 345 194 320 238: 179 261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.7 0.0 97.8 97.9 98.4 98.7: 1.6 1.3 Old : 100.0: 0.5 0.7 0.0 97.8 97.9 98.4 98.7: 1.6 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 1 3 1 43 32 45 35: Old : 53: 1 3 1 43 32 45 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1 Old : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 15,577: 0 250 0 15,457 15,302 15,457 15,552: 120 25 Old : 15,577: 0 250 0 15,457 15,302 15,457 15,552: 120 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -195: 0 -50 0 -195 -145 -195 -195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 99.2 98.2 99.2 99.8: 0.8 0.2 Old : 100.0: 0.0 1.6 0.0 99.2 98.2 99.2 99.8: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 0 21 18 21 20: Old : 28: 0 2 0 21 18 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4 Old : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 6,545: 0 3,250 0 6,545 3,295 6,545 6,545: 0 0 Old : 6,545: 0 3,250 0 6,545 3,295 6,545 6,545: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 100: 0 -50 0 100 150 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 49.7 0.0 100.0 50.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 49.7 0.0 100.0 50.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 0 5 0 29 17 29 22: Old : 42: 0 5 0 29 17 29 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7 Old : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 5,950: 114 0 118 5,409 5,742 5,641 5,860: 309 90 Old : 5,950: 114 0 118 5,409 5,742 5,641 5,860: 309 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : 31: -50 0 50 31 -19 31 31: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 2.0 90.9 96.5 94.8 98.5: 5.2 1.5 Old : 100.0: 1.9 0.0 2.0 90.9 96.5 94.8 98.5: 5.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 1 19 17 20 18: Old : 27: 1 0 1 19 17 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1 Old : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,391: 677 2,323 833 17,799 16,133 19,309 19,289: 82 102 Old : 19,391: 677 2,323 833 17,799 16,133 19,309 19,289: 82 102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,457: -139 -113 57 -2,452 -2,468 -2,534 -2,524: 77 67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 12.0 4.3 91.8 83.2 99.6 99.5: 0.4 0.5 Old : 100.0: 3.5 12.0 4.3 91.8 83.2 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 3 6 5 40 41 45 50: Old : 62: 3 6 5 40 41 45 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8 Old : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,451: 1,358 0 928 9,101 10,469 11,387 11,397: 64 54 Old : 11,451: 1,358 0 928 9,101 10,469 11,387 11,397: 64 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,135: -56 0 71 -2,113 -2,156 -2,098 -2,085: -37 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 0.0 8.1 79.5 91.4 99.4 99.5: 0.6 0.5 Old : 100.0: 11.9 0.0 8.1 79.5 91.4 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 6 0 2 32 29 38 31: Old : 46: 6 0 2 32 29 38 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8 Old : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,956: 10,289 690 676 20,749 29,845 31,714 31,211: 242 745 Old : 31,956: 10,289 690 676 20,749 29,845 31,714 31,211: 242 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -2,372: -922 -175 -57 -1,363 -2,234 -2,342 -2,466: -30 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 2.2 2.1 64.9 93.4 99.2 97.7: 0.8 2.3 Old : 100.0: 32.2 2.2 2.1 64.9 93.4 99.2 97.7: 0.8 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 7 3 5 26 36 33 44: Old : 49: 7 3 5 26 36 33 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9 Old : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011