GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,608 COMMITMENTS 956 225 157 36,323 37,157 37,436 37,539 172 69 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,021) 0 0 0 1,039 1,021 1,039 1,021 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 0.4 96.6 98.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 1 36 35 38 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,827 COMMITMENTS 250 120 75 22,427 22,512 22,752 22,707 75 120 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -618) 0 0 0 -603 -618 -603 -618 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.3 98.2 98.6 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 30 31 32 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,443 COMMITMENTS 322 216 472 5,975 6,037 6,769 6,725 674 718 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 258) 0 0 0 335 314 335 314 -77 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.9 6.3 80.3 81.1 90.9 90.4 9.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 25 22 26 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,427 COMMITMENTS 165 136 595 9,529 9,635 10,289 10,366 1,138 1,061 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 390) 0 77 19 472 476 491 572 -101 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.2 5.2 83.4 84.3 90.0 90.7 10.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 2 5 39 43 44 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,435 COMMITMENTS 278 155 147 7,272 7,320 7,697 7,622 738 813 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 298) 38 30 17 255 300 310 347 -12 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.8 1.7 86.2 86.8 91.3 90.4 8.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 2 2 48 52 50 56 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,999 COMMITMENTS 750 0 0 1,672 2,623 2,422 2,623 577 376 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 27) 60 0 0 -48 17 12 17 15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 0.0 0.0 55.8 87.5 80.8 87.5 19.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 19 17 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,352 COMMITMENTS 0 0 0 1,480 1,432 1,480 1,432 872 920 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 55) 0 0 0 80 -5 80 -5 -25 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 62.9 60.9 62.9 60.9 37.1 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 13 12 13 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,514 COMMITMENTS 0 0 0 8,454 8,454 8,454 8,454 60 60 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 625) 0 0 0 625 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 18 20 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,823 COMMITMENTS 52,089 14,416 38,542 175,906 226,401 266,537 279,359 39,286 26,464 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 7,452) 4,126 1,177 727 1,863 8,416 6,716 10,320 736 -2,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 4.7 12.6 57.5 74.0 87.2 91.3 12.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 32 23 44 65 69 122 119 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,021 COMMITMENTS 500 0 575 19,333 19,326 20,408 19,901 613 1,120 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,954) 0 0 50 1,854 1,704 1,904 1,754 50 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 2.7 92.0 91.9 97.1 94.7 2.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 0 4 40 47 46 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,935 COMMITMENTS 905 1,200 100 18,590 19,475 19,595 20,775 2,340 1,160 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 5.5 0.5 84.8 88.8 89.3 94.7 10.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 24 28 28 30 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,949 COMMITMENTS 5,404 50 921 12,384 16,163 18,709 17,134 240 1,815 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 675) 375 0 150 150 525 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.3 4.9 65.4 85.3 98.7 90.4 1.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 11 16 15 18 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,602 COMMITMENTS 0 50 0 1,500 1,502 1,500 1,552 102 50 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -659) 0 0 0 -356 -174 -356 -174 -303 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 93.6 93.8 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 18 13 19 GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,858 COMMITMENTS 0 0 0 7,234 7,565 7,234 7,565 624 293 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 81) 0 0 0 75 54 75 54 6 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.1 96.3 92.1 96.3 7.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 15 14 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 732,986 COMMITMENTS 94,803 248,823 256,623 294,170 187,708 645,596 693,154 87,390 39,832 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 20,557) 10,976 3,776 12,850 -9,807 -1,329 14,019 15,297 6,538 5,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 33.9 35.0 40.1 25.6 88.1 94.6 11.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 82 92 106 86 66 233 211 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,775 COMMITMENTS 332 120 2,601 71,445 72,934 74,378 75,655 6,397 5,120 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -432) -428 0 0 -2,191 -492 -2,619 -492 2,187 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 3.2 88.4 90.3 92.1 93.7 7.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 25 27 28 30 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,596 COMMITMENTS 722 4,674 3,776 37,711 25,563 42,209 34,013 7,387 15,583 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 40) 170 107 -298 120 183 -8 -8 48 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.4 7.6 76.0 51.5 85.1 68.6 14.9 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 16 17 19 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,758 COMMITMENTS 3,615 0 892 64,454 63,780 68,961 64,672 6,797 11,086 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 122) 0 0 0 122 122 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 1.2 85.1 84.2 91.0 85.4 9.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 3 26 28 30 31 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,920 COMMITMENTS 0 0 0 75,985 79,605 75,985 79,605 10,935 7,315 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 178) 0 0 0 178 178 178 178 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.4 91.6 87.4 91.6 12.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 24 22 24 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,332 COMMITMENTS 3,901 1,194 5,536 70,723 75,238 80,160 81,968 6,172 4,364 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,273) -1,325 98 633 5,598 2,027 4,906 2,758 -1,633 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.4 6.4 81.9 87.1 92.9 94.9 7.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 4 27 26 31 31 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,214 COMMITMENTS 0 3,099 7,308 97,031 92,274 104,339 102,681 5,875 7,533 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,491) 0 -1,972 1,003 728 384 1,731 -585 -240 2,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 6.6 88.0 83.7 94.7 93.2 5.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 3 19 28 22 31 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,852 COMMITMENTS 0 5,509 1,965 30,219 22,487 32,184 29,961 2,668 4,891 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 152) 0 -234 328 -758 -92 -430 2 582 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.8 5.6 86.7 64.5 92.3 86.0 7.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 16 13 18 15 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,598 COMMITMENTS 14,181 5,023 11,726 48,581 54,278 74,488 71,027 4,110 7,571 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 7,034) 2,369 -2,354 1,938 2,605 6,976 6,912 6,560 122 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 6.4 14.9 61.8 69.1 94.8 90.4 5.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 15 17 18 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,406 COMMITMENTS 0 0 0 34,631 42,345 34,631 42,345 15,775 8,061 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 972) 0 0 0 972 972 972 972 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 68.7 84.0 68.7 84.0 31.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 18 20 18 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,891 COMMITMENTS 4,728 959 5,135 74,806 81,378 84,669 87,472 8,222 5,419 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 649) -1,215 700 -767 1,721 566 -261 499 910 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.0 5.5 80.5 87.6 91.1 94.2 8.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 5 25 30 30 35 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,348 COMMITMENTS 1,011 5,254 3,834 52,362 43,233 57,207 52,321 4,141 9,027 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 488) -214 1,006 -642 1,344 0 488 364 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.6 6.2 85.4 70.5 93.2 85.3 6.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 12 15 14 17 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 118,833 COMMITMENTS 0 5,216 0 116,701 110,209 116,701 115,425 2,132 3,408 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,500 1,500 1,500 1,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 98.2 92.7 98.2 97.1 1.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 20 17 20 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 216,413 COMMITMENTS 7,618 12,248 4,201 197,005 194,428 208,824 210,877 7,589 5,536 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -801) -483 -583 646 -1,693 -920 -1,530 -857 729 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.7 1.9 91.0 89.8 96.5 97.4 3.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 5 40 37 46 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 150,444 COMMITMENTS 325 29 3,917 135,895 142,719 140,137 146,665 10,307 3,779 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,249) -142 29 22 5,088 6,290 4,968 6,341 1,281 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 2.6 90.3 94.9 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 31 27 33 29 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 262,480 COMMITMENTS 13,432 1,041 13,397 216,940 233,815 243,769 248,253 18,711 14,227 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,655) -1,386 315 771 2,634 2,299 2,019 3,385 636 -730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.4 5.1 82.7 89.1 92.9 94.6 7.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 5 37 39 42 44 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 81,763 COMMITMENTS 1,062 1,485 951 72,909 73,400 74,922 75,836 6,841 5,927 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -1,039) 0 0 0 -1,039 -1,039 -1,039 -1,039 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.8 1.2 89.2 89.8 91.6 92.8 8.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 19 16 22 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,854,115 COMMITMENTS 655,391 93,826 832,386 1337625 1914065 2825402 2840277 28,713 13,838 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 31,343) -8,373 -7,806 15,530 25,569 22,489 32,726 30,213 -1,383 1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 3.3 29.2 46.9 67.1 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 42 24 56 100 97 165 156 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,055,984 COMMITMENTS 151,104 63,781 264,235 637,836 726,563 1053175 1054579 2,809 1,405 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 14,048) 6,551 2,776 -1,598 8,778 12,563 13,731 13,741 317 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 6.0 25.0 60.4 68.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 31 20 36 43 43 87 86 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,544 COMMITMENTS 50 95 0 1,210 1,193 1,260 1,288 284 256 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.2 0.0 78.4 77.3 81.6 83.4 18.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 17 16 18 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,362 COMMITMENTS 1,130 1,246 182 35,586 35,878 36,898 37,306 464 56 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -98) 0 0 0 -102 -98 -102 -98 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.3 0.5 95.2 96.0 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 4 37 31 43 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,923 COMMITMENTS 344 80 0 8,196 8,737 8,540 8,817 383 106 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 344) 344 0 0 0 344 344 344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.9 0.0 91.9 97.9 95.7 98.8 4.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 12 17 13 18 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,284 COMMITMENTS 2,992 0 72 16,822 20,038 19,886 20,110 1,398 1,174 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -20 0 -20 0 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 0.3 79.0 94.1 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 22 20 24 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,867 COMMITMENTS 100 580 600 28,596 30,025 29,296 31,205 2,571 662 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.8 1.9 89.7 94.2 91.9 97.9 8.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 24 21 26 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,571 COMMITMENTS 0 0 0 24,089 23,891 24,089 23,891 482 680 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 96) 0 0 0 96 96 96 96 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 97.2 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 14 17 14 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,400 COMMITMENTS 820 0 0 11,050 12,518 11,870 12,518 1,530 882 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -4) 0 0 0 -10 20 -10 20 6 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 82.5 93.4 88.6 93.4 11.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 18 19 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,498 COMMITMENTS 0 0 0 11,519 11,970 11,519 11,970 979 528 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 548) 0 0 0 554 434 554 434 -6 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.2 95.8 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 17 16 17 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,476 COMMITMENTS 0 0 0 11,978 10,978 11,978 10,978 498 1,498 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 294) 0 0 0 294 174 294 174 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 88.0 96.0 88.0 4.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 22 18 22 18 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 22,571 COMMITMENTS 1,060 1,266 0 21,300 21,094 22,360 22,360 211 211 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 5.6 0.0 94.4 93.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 10 13 11 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 521,708 COMMITMENTS 4,080 19,200 12,240 505,388 490,268 521,708 521,708 0 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 31,380) 0 0 0 31,380 31,380 31,380 31,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.7 2.3 96.9 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 5 16 7 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 98,474 COMMITMENTS 0 6,888 4,997 93,477 86,589 98,474 98,474 0 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 687) 0 -320 320 367 687 687 687 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 5.1 94.9 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 15 11 16 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,620,448 COMMITMENTS 0 139,360 39,280 1581168 1441808 1620448 1620448 0 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 2.4 97.6 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 14 11 15 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 153,978 COMMITMENTS 10,006 406 5,546 138,426 146,971 153,978 152,923 0 1,055 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 825) 525 320 0 300 505 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.3 3.6 89.9 95.4 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 1 17 26 22 27 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,238,360 COMMITMENTS 177,744 0 43,905 2016711 2194455 2238360 2238360 0 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -3,563) 0 0 0 -3,563 -3,563 -3,563 -3,563 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 2.0 90.1 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 16 20 20 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 41,321 COMMITMENTS 38 3,510 42 41,093 37,304 41,173 40,856 148 465 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 220 0 220 0 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.5 0.1 99.4 90.3 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 14 14 15 16 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 40,617 COMMITMENTS 5,220 210 110 34,777 40,297 40,107 40,617 510 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 125) -110 210 110 125 -195 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.5 0.3 85.6 99.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 20 24 22 26 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 726,533 COMMITMENTS 98,189 0 1,176 627,168 725,357 726,533 726,533 0 0 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -705) -3,138 0 768 1,665 -1,473 -705 -705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 0.2 86.3 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 18 21 20 22 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,298 COMMITMENTS 20 84 120 20,606 20,948 20,746 21,152 552 146 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -771) 20 0 -20 2 -781 2 -801 -773 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.6 96.8 98.4 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 32 35 33 37 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,765 COMMITMENTS 230 0 0 8,342 8,657 8,572 8,657 193 108 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 95.2 98.8 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 22 20 23 20 MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,773 COMMITMENTS 200 0 65 18,008 18,698 18,273 18,763 500 10 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 560) -50 0 0 490 560 440 560 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.3 95.9 99.6 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 17 18 18 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,427 COMMITMENTS 390 0 440 14,347 14,842 15,177 15,282 250 145 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 860) 0 0 0 870 830 870 830 -10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 2.9 93.0 96.2 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 23 21 24 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,172,385 COMMITMENTS 214,274 187,197 279,466 594,530 634,308 1088270 1100971 84,115 71,414 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -30,213) -5,282 1,786 5,882 -27,043 -34,008 -26,443 -26,340 -3,770 -3,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 16.0 23.8 50.7 54.1 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 104 87 147 86 91 277 252 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,399 COMMITMENTS 31,907 40,704 3,328 145,339 113,739 180,574 157,771 25,825 48,628 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,412) -3,545 1,999 -259 1,671 -643 -2,133 1,097 3,545 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 19.7 1.6 70.4 55.1 87.5 76.4 12.5 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 4 28 27 33 34 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,464 COMMITMENTS 1,445 725 2,345 56,489 57,234 60,279 60,304 185 160 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,109) 200 25 -375 2,254 2,454 2,079 2,104 30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 3.9 93.4 94.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 6 5 41 43 47 51 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,983 COMMITMENTS 22,267 45,950 20,360 132,172 106,717 174,799 173,027 7,184 8,956 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,218) 3,804 2,268 -2,996 2,013 3,791 2,821 3,063 397 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 25.2 11.2 72.6 58.6 96.1 95.1 3.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 21 21 25 24 48 51 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,365 COMMITMENTS 12,782 4,475 3,477 28,140 38,084 44,399 46,036 2,966 1,329 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,421) 213 1,000 -250 2,311 1,416 2,274 2,166 -853 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 9.4 7.3 59.4 80.4 93.7 97.2 6.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 7 15 18 26 26 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,366 COMMITMENTS 10,435 2,080 6,986 60,032 78,403 77,453 87,469 32,913 22,897 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,582) 0 750 -27 1,576 684 1,549 1,407 33 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.9 6.3 54.4 71.0 70.2 79.3 29.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 21 20 25 23 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,322 COMMITMENTS 3,195 948 325 38,727 40,832 42,247 42,105 75 217 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 2.2 0.8 91.5 96.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 1 27 34 29 38 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,323 COMMITMENTS 14,184 3,131 639 2,953 16,274 17,776 20,044 2,547 279 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 545) 166 372 191 83 -52 440 511 105 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 15.4 3.1 14.5 80.1 87.5 98.6 12.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 81 14 7 18 28 105 46 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 24,264 COMMITMENTS 15,039 2,067 241 4,930 20,920 20,210 23,228 4,054 1,036 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 992) 993 22 -9 -220 780 764 793 228 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 8.5 1.0 20.3 86.2 83.3 95.7 16.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 61 12 3 10 30 73 43 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,557 COMMITMENTS 68,670 9,389 17,586 112,552 178,432 198,808 205,407 16,749 10,150 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,477) 4,226 1,504 472 -572 4,154 4,126 6,130 351 -1,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 4.4 8.2 52.2 82.8 92.2 95.3 7.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 58 22 39 72 93 150 139 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,159 COMMITMENTS 1,416 0 244 13,743 16,215 15,403 16,459 5,756 4,700 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 234) 87 0 -6 -123 60 -42 54 276 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 1.2 65.0 76.6 72.8 77.8 27.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 13 16 15 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,825 COMMITMENTS 2,104 0 150 8,088 10,075 10,342 10,225 483 600 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,687) 150 0 0 1,187 1,337 1,337 1,337 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 0.0 1.4 74.7 93.1 95.5 94.5 4.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 0 1 32 28 38 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,663 COMMITMENTS 3,075 0 0 33,897 37,661 36,972 37,661 691 2 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -432) 100 0 0 -532 -432 -432 -432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 90.0 100.0 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 0 0 34 30 37 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,067 COMMITMENTS 976 0 23 18,762 18,677 19,761 18,700 306 1,367 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 685) 0 0 0 685 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.1 93.5 93.1 98.5 93.2 1.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 22 15 24 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,516 COMMITMENTS 150 0 50 16,316 16,361 16,516 16,411 0 105 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,260) 0 0 0 1,260 1,155 1,260 1,155 0 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.3 98.8 99.1 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 27 27 29 28 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,479 COMMITMENTS 382 283 9 2,994 3,594 3,385 3,886 1,094 593 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 59) 84 0 0 -13 155 71 155 -12 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 6.3 0.2 66.8 80.2 75.6 86.8 24.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 20 20 23 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,082 COMMITMENTS 145 0 0 14,030 14,412 14,175 14,412 907 670 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3) 0 0 0 3 3 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 93.0 95.6 94.0 95.6 6.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 11 22 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,423 COMMITMENTS 2,401 952 98 18,389 20,145 20,888 21,195 535 228 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -287) 32 0 0 -319 -287 -287 -287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 4.4 0.5 85.8 94.0 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 2 27 31 32 35 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,739 COMMITMENTS 152 90 0 9,224 9,354 9,376 9,444 363 295 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -238) 107 0 0 -594 -381 -487 -381 249 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.9 0.0 94.7 96.0 96.3 97.0 3.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 27 20 28 21 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,292 COMMITMENTS 7,705 11 1,679 46,195 57,416 55,579 59,106 4,713 1,186 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 966) 908 0 -50 108 1,016 966 966 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 2.8 76.6 95.2 92.2 98.0 7.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 3 32 38 38 41
Updated August 14, 2009