GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,193 COMMITMENTS 780 850 1,548 35,583 35,795 37,911 38,193 282 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,113) 74 219 1 -10,176 -10,305 -10,101 -10,085 -12 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.2 4.1 93.2 93.7 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 3 2 39 42 41 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,635 COMMITMENTS 0 0 0 15,442 15,470 15,442 15,470 193 165 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,857) 0 0 0 1,845 1,871 1,845 1,871 12 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 28 24 28 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,413 COMMITMENTS 147 463 640 13,602 13,347 14,389 14,450 1,024 963 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,219) -427 -123 -45 -1,683 -1,939 -2,155 -2,107 -64 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.0 4.2 88.3 86.6 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 5 43 48 48 54 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,656 COMMITMENTS 368 53 606 6,062 6,386 7,036 7,045 620 611 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,226) 54 -55 -123 -1,049 -909 -1,118 -1,087 -108 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.7 7.9 79.2 83.4 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 2 6 48 52 54 59 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,870 COMMITMENTS 0 0 120 5,305 5,314 5,425 5,434 445 436 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -593) 0 0 0 -482 -520 -482 -520 -111 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 2.0 90.4 90.5 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 1 23 22 24 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,182 COMMITMENTS 115 401 879 6,728 6,707 7,722 7,987 460 195 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -540) -45 -6 -19 -405 -481 -469 -506 -71 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.9 10.7 82.2 82.0 94.4 97.6 5.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 29 28 32 31 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,975 COMMITMENTS 120 0 30 2,503 2,341 2,653 2,371 322 604 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -519) 30 -65 -20 -490 -402 -480 -487 -39 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 1.0 84.1 78.7 89.2 79.7 10.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 20 20 22 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,516 COMMITMENTS 70 49 65 1,918 2,008 2,053 2,122 463 394 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -144) -4 -26 -43 -43 24 -90 -45 -54 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.9 2.6 76.2 79.8 81.6 84.3 18.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 25 24 27 27 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,895 COMMITMENTS 0 0 0 8,770 8,847 8,770 8,847 125 48 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,994) 0 0 0 -1,989 -2,012 -1,989 -2,012 -5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 21 22 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,851 COMMITMENTS 0 197 240 7,302 7,339 7,542 7,776 309 75 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,266) 0 -17 0 -1,229 -1,279 -1,229 -1,296 -37 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 3.1 93.0 93.5 96.1 99.0 3.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 18 18 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,321 COMMITMENTS 0 2,559 493 22,808 20,269 23,301 23,321 20 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -857) 0 62 -12 -846 -907 -858 -857 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 2.1 97.8 86.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 25 27 26 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,708 COMMITMENTS 49,365 33,113 39,459 165,679 195,083 254,503 267,655 38,205 25,053 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -7,568) -2,377 2,095 -6,016 1,849 -2,841 -6,544 -6,762 -1,024 -806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 11.3 13.5 56.6 66.6 86.9 91.4 13.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 38 27 39 72 72 132 121 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,152,312 COMMITMENTS 239,717 356,326 438,769 401,957 315,942 1080443 1111037 71,869 41,275 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -12,487) -17,320 7,873 2,051 6,882 -25,693 -8,387 -15,769 -4,100 3,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 30.9 38.1 34.9 27.4 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 112 96 130 77 65 265 227 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 127,858 COMMITMENTS 44,784 56,937 21,740 58,668 47,508 125,192 126,185 2,666 1,673 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -7,782) 393 4,738 -8,076 -108 -4,483 -7,791 -7,821 9 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 44.5 17.0 45.9 37.2 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 11 15 22 22 42 40 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,448,687 COMMITMENTS 583,407 60,090 667,920 1159161 1696660 2410488 2424670 38,199 24,017 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -140,181) -20,143 -347 -36,386 -92,487 -107,027 -149,016 -143,760 8,835 3,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 2.5 27.3 47.3 69.3 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 36 12 40 83 77 134 119 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,345 COMMITMENTS 99,925 243,480 182,421 657,029 515,809 939,375 941,710 8,970 6,635 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -85,717) -3,401 -4,700 -50,737 -34,428 -31,928 -88,566 -87,365 2,849 1,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 25.7 19.2 69.3 54.4 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 27 29 35 35 69 72 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,745 COMMITMENTS 1,764 0 228 5,300 6,770 7,292 6,998 453 747 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -245) 105 0 -45 -290 -375 -230 -420 -15 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 0.0 2.9 68.4 87.4 94.2 90.4 5.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 0 4 15 17 21 21 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 27,111 COMMITMENTS 8,860 9,648 6,595 11,456 10,378 26,911 26,621 200 490 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -348) 1,102 -811 -73 -1,122 980 -93 96 -255 -444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 35.6 24.3 42.3 38.3 99.3 98.2 0.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 14 18 13 12 34 34 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,950 COMMITMENTS 4,845 2,890 2,980 2,720 4,435 10,545 10,305 405 645 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -955) 45 -1,785 60 -1,325 490 -1,220 -1,235 265 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 26.4 27.2 24.8 40.5 96.3 94.1 3.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 10 14 9 10 26 25 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,679 COMMITMENTS 1,632 1,143 831 17,104 17,357 19,567 19,331 112 348 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,936) 75 -1,427 -82 -3,901 -2,391 -3,908 -3,900 -28 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 5.8 4.2 86.9 88.2 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 5 9 27 38 39 48 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,678 COMMITMENTS 65 0 35 1,953 1,955 2,053 1,990 625 688 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -730) -155 0 35 -487 -776 -607 -741 -123 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 1.3 72.9 73.0 76.7 74.3 23.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 17 19 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,044 COMMITMENTS 77 449 40 1,611 1,338 1,728 1,827 316 217 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -529) -64 -159 -20 -505 -305 -589 -484 60 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 22.0 2.0 78.8 65.5 84.5 89.4 15.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 24 24 26 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,652 COMMITMENTS 3,578 2,656 3,007 46,867 47,959 53,452 53,622 1,200 1,030 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,560) -190 238 -1,306 -2,921 -3,476 -4,417 -4,544 -143 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.9 5.5 85.8 87.8 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 3 30 29 36 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,098 COMMITMENTS 84 0 0 5,358 5,763 5,442 5,763 656 335 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 87.9 94.5 89.2 94.5 10.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 14 16 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,746 COMMITMENTS 1,270 294 1,576 9,786 11,352 12,632 13,222 1,114 524 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,009) -96 8 28 -893 -907 -961 -871 -48 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.1 11.5 71.2 82.6 91.9 96.2 8.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 20 18 23 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,652 COMMITMENTS 0 1,544 0 6,238 4,734 6,238 6,278 1,414 1,374 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -450) 0 214 -124 -596 -504 -720 -414 270 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.2 0.0 81.5 61.9 81.5 82.0 18.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 17 13 17 15 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,381 COMMITMENTS 2,226 440 482 8,155 10,003 10,863 10,925 518 456 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -592) -30 0 18 -547 -685 -559 -667 -33 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 3.9 4.2 71.7 87.9 95.4 96.0 4.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 18 21 21 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,804 COMMITMENTS 530 1,080 598 16,047 16,396 17,175 18,074 1,629 730 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,372) -32 -212 -18 -1,243 -1,128 -1,293 -1,358 -79 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.7 3.2 85.3 87.2 91.3 96.1 8.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 27 26 31 29 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,856 COMMITMENTS 1,010 0 120 5,019 5,835 6,149 5,955 1,707 1,901 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -452) -120 0 0 -281 -627 -401 -627 -51 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 1.5 63.9 74.3 78.3 75.8 21.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 15 18 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,960 COMMITMENTS 794 1,506 1,660 6,754 6,540 9,208 9,706 1,752 1,254 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -865) -160 -144 30 -998 -1,161 -1,128 -1,275 263 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 13.7 15.1 61.6 59.7 84.0 88.6 16.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 15 15 18 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,508 COMMITMENTS 0 1,876 804 8,361 7,428 9,165 10,108 1,343 400 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -610) -88 -104 -72 -77 -424 -237 -600 -373 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.9 7.7 79.6 70.7 87.2 96.2 12.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 19 14 21 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,462 COMMITMENTS 0 0 0 53,462 53,462 53,462 53,462 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,521) 0 0 0 -1,521 -1,521 -1,521 -1,521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 25 18 25 18 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 834,103 COMMITMENTS 0 0 0 834,103 834,103 834,103 834,103 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -45,038) 0 0 0 -45,038 -45,038 -45,038 -45,038 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 18 18 18 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,722 COMMITMENTS 805 0 0 66,662 67,595 67,467 67,595 255 127 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -6,321) 0 0 0 -6,321 -6,300 -6,321 -6,300 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.4 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 17 29 19 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 889,446 COMMITMENTS 848 0 0 888,598 889,446 889,446 889,446 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -103,219) 0 0 0 -103,219 -103,219 -103,219 -103,219 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 20 24 21 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,690 COMMITMENTS 5,530 0 2,260 46,645 52,430 54,435 54,690 255 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,166) -105 0 -1,260 -1,801 -1,906 -3,166 -3,166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.0 4.1 85.3 95.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 28 21 31 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,104,678 COMMITMENTS 32,892 97,840 8,325 1063461 998,513 1104678 1104678 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -64,948) -3,465 -3,850 -2,310 -59,173 -58,788 -64,948 -64,948 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 8.9 0.8 96.3 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 29 26 33 29 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,192 COMMITMENTS 0 3,457 0 39,172 35,480 39,172 38,937 20 255 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,132) 0 -105 0 -3,111 -3,027 -3,111 -3,132 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.0 99.9 90.5 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 19 15 19 17 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,722 COMMITMENTS 200 5,200 0 35,522 30,522 35,722 35,722 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,300) -210 -105 0 -1,300 -2,195 -1,510 -2,300 -790 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.6 0.0 99.4 85.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 16 21 17 22 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,093 COMMITMENTS 4,155 0 2,025 13,913 18,068 20,093 20,093 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,318) -1,911 0 0 -1,407 -3,318 -3,318 -3,318 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 0.0 10.1 69.2 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 11 16 13 18 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 7,880 COMMITMENTS 126 0 0 7,479 6,480 7,605 6,480 275 1,400 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 94.9 82.2 96.5 82.2 3.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 14 15 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,395 COMMITMENTS 60 2,401 0 19,272 17,974 19,332 20,375 1,063 20 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 4,029) -63 210 0 3,858 3,840 3,795 4,050 234 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.8 0.0 94.5 88.1 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 20 15 21 17 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,310 COMMITMENTS 0 60 0 11,973 12,101 11,973 12,161 337 149 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -291) 0 -63 0 -228 -187 -228 -250 -63 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 97.3 98.3 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 12 16 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 606,899 COMMITMENTS 0 20,963 23,400 583,499 562,536 606,899 606,899 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -69,685) 0 -5,390 0 -69,685 -64,295 -69,685 -69,685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 3.9 96.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 20 13 21 15 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,738 COMMITMENTS 4,240 119,360 0 844,498 729,378 848,738 848,738 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -65,450) -3,850 -3,850 0 -61,600 -61,600 -65,450 -65,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 14.1 0.0 99.5 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 21 17 22 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 443,885 COMMITMENTS 77,317 24,418 37,966 328,602 381,501 443,885 443,885 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -44,328) -5,612 24,418 -24,803 -13,913 -43,943 -44,328 -44,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 5.5 8.6 74.0 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 14 16 17 18 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 201,064 COMMITMENTS 0 4,680 0 201,064 196,384 201,064 201,064 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,630) 0 0 0 5,630 5,630 5,630 5,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 14 15 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,165 COMMITMENTS 2,175 0 63 30,390 32,752 32,628 32,815 537 350 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 616) 0 0 63 553 553 616 616 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 0.2 91.6 98.8 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 1 37 37 39 38 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,057 COMMITMENTS 1,710 0 0 3,875 5,812 5,585 5,812 472 245 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -285) 75 0 0 -488 -231 -413 -231 128 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 0.0 0.0 64.0 96.0 92.2 96.0 7.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 15 13 15 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,138 COMMITMENTS 102 1,000 41 5,733 4,780 5,876 5,821 262 317 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,324) -15 50 -25 -2,248 -2,311 -2,288 -2,286 -36 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 16.3 0.7 93.4 77.9 95.7 94.8 4.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 24 25 26 28 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,551 COMMITMENTS 695 0 0 8,349 9,167 9,044 9,167 507 384 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -803) -155 0 -60 -615 -691 -830 -751 27 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 87.4 96.0 94.7 96.0 5.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 19 18 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,206 COMMITMENTS 104 0 0 3,726 4,048 3,830 4,048 376 158 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -583) -34 0 0 -488 -560 -522 -560 -61 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 88.6 96.2 91.1 96.2 8.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 16 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,549,067 COMMITMENTS 346,065 152,232 493,578 632,606 829,299 1472249 1475109 76,818 73,958 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 26,934) 7,220 -6,579 24,403 -3,855 7,079 27,768 24,903 -834 2,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 9.8 31.9 40.8 53.5 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 102 81 139 86 92 266 257 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,800 COMMITMENTS 58,054 15,022 653 67,934 106,476 126,641 122,151 41,159 45,649 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,649) -4,058 -2,148 -891 -7,011 -4,431 -11,960 -7,470 1,311 -3,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 9.0 0.4 40.5 63.5 75.5 72.8 24.5 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 5 4 17 19 24 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,206 COMMITMENTS 7,234 1,347 8,592 53,047 54,107 68,873 64,046 2,333 7,160 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 524) 517 0 -1 -42 475 474 474 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.9 12.1 74.5 76.0 96.7 89.9 3.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 2 6 17 16 27 22 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,999 COMMITMENTS 2,768 4,323 14,094 39,131 37,740 55,993 56,157 2,006 1,842 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 6,678) 213 225 3,000 3,540 3,503 6,753 6,728 -75 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 7.5 24.3 67.5 65.1 96.5 96.8 3.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 4 14 12 18 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,841 COMMITMENTS 3,139 5,639 10,677 13,038 9,412 26,854 25,728 1,987 3,113 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,352) -14 63 668 620 500 1,274 1,231 78 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 19.6 37.0 45.2 32.6 93.1 89.2 6.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 5 7 12 12 20 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,194 COMMITMENTS 17,536 1,890 324 3,064 20,166 20,924 22,380 2,270 814 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 408) 2,041 -501 -322 -1,552 1,214 167 391 241 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.6 8.1 1.4 13.2 86.9 90.2 96.5 9.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 82 19 5 19 37 102 60 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 61,309 COMMITMENTS 44,789 6,319 955 7,983 52,390 53,727 59,664 7,582 1,645 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 48) 1,038 -571 347 -1,126 -223 259 -447 -211 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 10.3 1.6 13.0 85.5 87.6 97.3 12.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 104 24 13 26 31 137 62 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,735 COMMITMENTS 110,436 36,811 36,273 103,395 187,847 250,104 260,931 23,631 12,804 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,328) 2,572 2,748 -165 -6,358 -5,679 -3,951 -3,096 623 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 13.4 13.3 37.8 68.6 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 77 30 52 73 82 175 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,865 COMMITMENTS 3,354 1,208 204 6,740 6,654 10,298 8,066 1,567 3,799 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -6,315) -1,339 -283 -125 -4,614 -6,170 -6,078 -6,578 -237 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 10.2 1.7 56.8 56.1 86.8 68.0 13.2 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 14 17 17 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,113 COMMITMENTS 8,803 400 492 7,628 14,445 16,923 15,337 1,190 2,776 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,231) -983 -400 -300 -1,856 -2,416 -3,139 -3,116 -92 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 2.2 2.7 42.1 79.7 93.4 84.7 6.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 10 16 13 18 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 11,178 COMMITMENTS 5,220 6,725 756 4,804 3,517 10,780 10,998 398 180 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 60.2 6.8 43.0 31.5 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 2 5 6 13 12 GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,415 COMMITMENTS 555 465 135 7,695 7,815 8,385 8,415 30 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -290) -145 0 0 -145 -290 -290 -290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 5.5 1.6 91.4 92.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 10 14 15 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,214 COMMITMENTS 50 2,992 300 8,864 5,752 9,214 9,044 0 170 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,849) 50 -1,937 -21 -2,878 -907 -2,849 -2,865 0 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 32.5 3.3 96.2 62.4 100.0 98.2 0.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 4 28 25 32 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,901 COMMITMENTS 1,906 450 0 32,516 34,392 34,422 34,842 479 59 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,600) -102 -500 0 -5,571 -5,097 -5,673 -5,597 73 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.3 0.0 93.2 98.5 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 1 0 43 30 50 31 NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-022A66 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,389 COMMITMENTS 675 650 0 5,618 5,739 6,293 6,389 96 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -830) -125 0 0 -679 -830 -804 -830 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.2 0.0 87.9 89.8 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 8 15 9 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,299 COMMITMENTS 371 150 0 8,705 9,149 9,076 9,299 223 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,548) -80 0 0 -1,458 -1,548 -1,538 -1,548 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.6 0.0 93.6 98.4 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 21 17 23 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,699 COMMITMENTS 1,400 6,304 75 12,224 7,320 13,699 13,699 0 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,365) 400 250 -125 -1,640 -1,490 -1,365 -1,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 46.0 0.5 89.2 53.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 4 2 26 20 31 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,000 COMMITMENTS 1,683 25 0 5,287 6,975 6,970 7,000 30 0 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,011) -298 0 0 -660 -1,011 -958 -1,011 -53 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.4 0.0 75.5 99.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 11 12 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,889 COMMITMENTS 2,711 6,514 10,810 49,314 45,516 62,835 62,840 54 49 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,747) -929 2,057 -1,472 -3,220 -6,321 -5,621 -5,736 -126 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 10.4 17.2 78.4 72.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 10 8 42 47 52 60 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736 COMMITMENTS 521 0 50 4,949 5,227 5,520 5,277 216 459 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,157) -512 0 -50 -528 -1,080 -1,090 -1,130 -67 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.9 86.3 91.1 96.2 92.0 3.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 13 17 14 GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE Code-86565N FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,754 COMMITMENTS 1,594 0 180 1,970 3,304 3,744 3,484 10 270 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 0.0 4.8 52.5 88.0 99.7 92.8 0.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 2 15 8 19 10 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,994 COMMITMENTS 245 3,451 2,301 14,331 10,813 16,877 16,565 117 429 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,521) -612 -2,517 288 -3,146 -1,273 -3,470 -3,502 -51 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 20.3 13.5 84.3 63.6 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 3 21 22 25 28 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,168 COMMITMENTS 3,146 2,062 785 17,305 15,199 21,236 18,046 1,932 5,122 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,790) -717 -524 59 -3,869 -5,009 -4,527 -5,474 -263 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.9 3.4 74.7 65.6 91.7 77.9 8.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 1 16 20 20 23
Updated December 7, 2012