GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,264 COMMITMENTS 360 47 28 35,488 36,084 35,876 36,159 388 105 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,368) 128 47 28 3,148 3,238 3,304 3,313 64 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.1 0.1 97.9 99.5 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 34 36 36 37 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,508 COMMITMENTS 960 120 100 20,137 21,012 21,197 21,232 311 276 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 136) -190 0 0 326 131 136 131 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 0.5 93.6 97.7 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 30 35 32 37 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,459 COMMITMENTS 1,587 63 505 4,747 6,076 6,839 6,644 620 815 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 227) -5 12 168 223 110 386 290 -159 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 0.8 6.8 63.6 81.5 91.7 89.1 8.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 20 24 23 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,594 COMMITMENTS 331 227 446 9,730 10,304 10,507 10,977 1,087 617 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 693) 144 31 322 386 407 852 760 -159 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.0 3.8 83.9 88.9 90.6 94.7 9.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 4 4 37 40 42 46 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,540 COMMITMENTS 215 135 73 7,757 7,619 8,045 7,827 495 713 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 618) 15 -75 5 639 574 659 504 -41 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.6 0.9 90.8 89.2 94.2 91.7 5.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 2 40 47 42 51 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,584 COMMITMENTS 0 342 66 4,338 4,380 4,404 4,788 1,180 796 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 240) 0 -10 0 310 344 310 334 -70 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 1.2 77.7 78.4 78.9 85.7 21.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 23 23 24 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,610 COMMITMENTS 90 315 75 2,364 2,658 2,529 3,048 1,081 562 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 190) 0 15 0 87 259 87 274 103 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 8.7 2.1 65.5 73.6 70.1 84.4 29.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 19 18 22 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,485 COMMITMENTS 28,265 17,874 31,854 159,073 173,602 219,192 223,330 34,293 30,155 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,490) 1,471 -303 -1,383 7,651 6,818 7,739 5,132 751 3,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.1 12.6 62.8 68.5 86.5 88.1 13.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 28 28 43 62 63 116 113 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,046 COMMITMENTS 91 309 0 15,650 15,527 15,741 15,836 305 210 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,334) 0 0 0 2,209 2,314 2,209 2,314 125 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.9 0.0 97.5 96.8 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 0 39 43 40 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,485 COMMITMENTS 560 0 0 12,220 12,936 12,780 12,936 705 549 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,260) 435 0 0 1,825 1,936 2,260 1,936 0 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 90.6 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 23 22 26 22 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,512 COMMITMENTS 0 0 0 1,512 1,352 1,512 1,352 0 160 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -2,211) -75 0 0 -1,861 -1,996 -1,936 -1,996 -275 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 89.4 100.0 89.4 0.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 11 15 11 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 707,605 COMMITMENTS 70,068 212,750 273,101 285,959 181,713 629,128 667,564 78,477 40,041 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 15,533) -4,903 -7,000 20,008 -736 5,505 14,369 18,513 1,164 -2,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 30.1 38.6 40.4 25.7 88.9 94.3 11.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 48 85 89 77 60 186 180 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,331 COMMITMENTS 3,874 0 2,199 81,913 82,897 87,986 85,096 9,345 12,235 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,243) 893 0 -80 146 3,374 959 3,294 1,284 -1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 2.3 84.2 85.2 90.4 87.4 9.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 23 25 25 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,128 COMMITMENTS 3,343 8,993 1,964 45,039 32,118 50,346 43,075 6,782 14,053 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 991) 674 134 194 424 582 1,292 910 -301 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 15.7 3.4 78.8 56.2 88.1 75.4 11.9 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 4 18 15 22 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,837 COMMITMENTS 3,649 0 496 64,057 69,271 68,202 69,767 8,635 7,070 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 881) 642 0 -309 -2,792 835 -2,459 526 3,340 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.6 83.4 90.2 88.8 90.8 11.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 27 30 29 31 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,778 COMMITMENTS 0 0 0 82,240 83,298 82,240 83,298 16,538 15,480 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 4,796) 0 0 0 2,707 4,341 2,707 4,341 2,089 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.3 84.3 83.3 84.3 16.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 20 20 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,710 COMMITMENTS 2,015 0 857 31,443 33,265 34,315 34,122 4,395 4,588 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -144) -93 0 11 0 -124 -82 -113 -62 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 2.2 81.2 85.9 88.6 88.1 11.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 19 22 20 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,352 COMMITMENTS 494 10,579 2,346 77,939 68,189 80,779 81,114 5,573 5,238 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,552) 0 2,490 -1,181 4,678 449 3,497 1,758 -945 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 12.3 2.7 90.3 79.0 93.5 93.9 6.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 2 27 28 30 32 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 132,418 COMMITMENTS 4,623 765 8,387 108,381 114,138 121,391 123,290 11,027 9,128 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,203) 704 0 364 176 4,079 1,244 4,443 -41 -3,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 6.3 81.8 86.2 91.7 93.1 8.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 3 20 32 23 35 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 39,739 COMMITMENTS 217 6,542 2,324 31,829 23,817 34,370 32,683 5,369 7,056 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -425) -440 336 -107 550 680 3 909 -428 -1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 16.5 5.8 80.1 59.9 86.5 82.2 13.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 15 14 18 17 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,753 COMMITMENTS 217 13,972 18,868 57,888 45,907 76,973 78,747 8,780 7,006 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,042) 0 -77 434 3,942 1,984 4,376 2,341 -1,334 701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 16.3 22.0 67.5 53.5 89.8 91.8 10.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 3 12 15 16 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,485 COMMITMENTS 0 0 0 46,821 44,573 46,821 44,573 9,664 11,912 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,164) 0 0 0 -56 2,169 -56 2,169 1,220 -1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.9 78.9 82.9 78.9 17.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 22 21 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,602 COMMITMENTS 6,544 2,026 7,158 70,184 70,890 83,886 80,074 6,716 10,528 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,928) -3,521 0 1,883 4,836 -109 3,198 1,774 -1,270 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.2 7.9 77.5 78.2 92.6 88.4 7.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 26 28 31 33 COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,966 COMMITMENTS 0 9,190 4,144 64,042 59,418 68,186 72,752 6,780 2,214 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 146) 0 -3,322 360 -214 3,108 146 146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.3 5.5 85.4 79.3 91.0 97.0 9.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 14 14 15 16 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,971 COMMITMENTS 0 8,473 2,673 52,131 38,973 54,804 50,119 5,167 9,852 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -2,168) 0 -1,732 -59 -2,414 -659 -2,473 -2,450 305 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.1 4.5 86.9 65.0 91.4 83.6 8.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 14 12 16 14 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,451 COMMITMENTS 2,266 12,082 3,172 27,453 21,022 32,891 36,276 17,560 14,175 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 23.9 6.3 54.4 41.7 65.2 71.9 34.8 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 4 14 15 18 20 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,260 COMMITMENTS 1,405 1,943 1,450 34,593 32,480 37,448 35,873 6,812 8,387 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 185) 248 -1,798 -341 247 4,180 154 2,041 31 -1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.4 3.3 78.2 73.4 84.6 81.1 15.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 18 17 21 20 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 135,721 COMMITMENTS 4,280 1,472 0 129,981 130,709 134,261 132,181 1,460 3,540 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 12,684) 0 1,472 0 11,224 11,436 11,224 12,908 1,460 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.1 0.0 95.8 96.3 98.9 97.4 1.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 219,273 COMMITMENTS 7,954 7,308 7,031 192,170 198,374 207,155 212,713 12,118 6,560 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,526) -1,492 -609 1,748 3,946 2,083 4,202 3,222 -676 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.3 3.2 87.6 90.5 94.5 97.0 5.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 3 5 41 33 48 39 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 168,288 COMMITMENTS 494 1,783 3,949 153,497 157,918 157,940 163,650 10,348 4,638 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -705) 494 -1,258 -580 -574 1,443 -660 -395 -45 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 2.3 91.2 93.8 93.9 97.2 6.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 3 34 29 37 32 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 267,759 COMMITMENTS 1,670 3,886 16,728 231,627 232,938 250,025 253,552 17,734 14,207 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,722) -168 -5,151 4,437 3,478 6,504 7,747 5,790 975 2,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.5 6.2 86.5 87.0 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 3 4 41 40 45 44 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 133,736 COMMITMENTS 2,089 6,823 2,430 126,767 121,464 131,286 130,717 2,450 3,019 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,145) 0 1,500 -1,710 1,123 -377 -587 -587 -558 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.1 1.8 94.8 90.8 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 6 4 33 33 39 39 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 46,853 COMMITMENTS 0 616 0 41,829 37,880 41,829 38,496 5,024 8,357 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,963) 0 0 0 4,051 2,169 4,051 2,169 -2,088 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 89.3 80.8 89.3 82.2 10.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 17 20 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,223,337 COMMITMENTS 732,419 149,219 1068802 1394330 1986296 3195551 3204317 27,786 19,020 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 63,738) 4,068 12,794 18,481 41,329 33,915 63,878 65,190 -140 -1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 4.6 33.2 43.3 61.6 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 34 17 47 102 95 154 144 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,256,431 COMMITMENTS 158,236 283,006 402,945 688,387 566,547 1249568 1252498 6,863 3,933 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 23,531) 15,183 15,701 5,991 932 1,158 22,106 22,850 1,425 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 22.5 32.1 54.8 45.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 17 33 43 35 33 80 81 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,688 COMMITMENTS 1,726 760 631 28,645 30,014 31,002 31,405 686 283 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,498) -20 0 0 1,518 1,464 1,498 1,464 0 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.4 2.0 90.4 94.7 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 6 31 28 38 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,770 COMMITMENTS 2,840 2 204 17,462 20,908 20,506 21,114 1,264 656 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 0.0 0.9 80.2 96.0 94.2 97.0 5.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 18 16 20 18 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,675 COMMITMENTS 0 0 0 12,461 12,291 12,461 12,291 1,214 1,384 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 89.9 91.1 89.9 8.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 15 17 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,195 COMMITMENTS 0 800 500 25,993 27,169 26,493 28,469 2,702 726 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 583) 0 0 0 904 564 904 564 -321 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 1.7 89.0 93.1 90.7 97.5 9.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 26 22 28 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,690 COMMITMENTS 0 0 0 28,472 27,946 28,472 27,946 218 744 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 558) 0 0 0 558 558 558 558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 97.4 99.2 97.4 0.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 16 17 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,782 COMMITMENTS 100 0 0 11,824 12,332 11,924 12,332 858 450 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -240) 0 0 0 -240 -240 -240 -240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 92.5 96.5 93.3 96.5 6.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 16 13 16 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| 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: 9,828 COMMITMENTS 0 0 0 9,336 9,252 9,336 9,252 492 576 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -52) 0 0 0 -52 -82 -52 -82 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 94.1 95.0 94.1 5.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 112,889 COMMITMENTS 0 9,682 0 111,745 101,271 111,745 110,953 1,144 1,936 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 20,045) 0 640 0 19,405 19,405 19,405 20,045 640 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 99.0 89.7 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 0 19 25 19 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 1,910,059 COMMITMENTS 0 147,223 14,080 1895979 1718396 1910059 1879699 0 30,360 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 452,904) -1,183 10,647 0 454,087 442,257 452,904 452,904 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.7 99.3 90.0 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 15 20 16 23 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,993 COMMITMENTS 0 0 0 15,928 15,639 15,928 15,639 65 354 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,539) 0 0 0 -1,544 -1,395 -1,544 -1,395 5 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 97.8 99.6 97.8 0.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 20 22 20 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,622 COMMITMENTS 0 0 0 4,548 5,487 4,548 5,487 1,074 135 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 80.9 97.6 80.9 97.6 19.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 20 19 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,237,590 COMMITMENTS 239,563 222,985 303,667 623,432 640,457 1166662 1167109 70,928 70,481 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -16,652) 4,839 17,537 1,486 -15,100 -24,730 -8,775 -5,707 -7,877 -10,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 18.0 24.5 50.4 51.8 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 89 102 142 77 84 249 254 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,861 COMMITMENTS 20,084 21,963 12,021 122,739 115,684 154,844 149,668 44,017 49,193 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 8,275) 187 4,267 21 6,285 3,769 6,493 8,057 1,782 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.0 6.0 61.7 58.2 77.9 75.3 22.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 5 21 22 27 29 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,823 COMMITMENTS 975 3,102 1,050 48,593 46,441 50,618 50,593 205 230 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 3,590) 575 -25 -25 3,027 3,602 3,577 3,552 13 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 6.1 2.1 95.6 91.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 2 36 41 41 45 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,430 COMMITMENTS 17,871 38,216 34,033 122,999 101,656 174,903 173,905 8,527 9,525 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,104) 95 -659 1,113 338 1,517 1,546 1,971 558 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 20.8 18.6 67.1 55.4 95.4 94.8 4.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 21 24 23 22 49 51 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,603 COMMITMENTS 4,441 5,145 7,669 17,151 17,098 29,261 29,912 3,342 2,691 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,599) -122 0 500 873 861 1,251 1,361 348 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 15.8 23.5 52.6 52.4 89.7 91.7 10.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 7 9 11 17 20 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,103 COMMITMENTS 0 6,350 460 53,876 42,038 54,336 48,848 12,767 18,255 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -1,118) 0 345 280 -1,568 -1,236 -1,288 -611 170 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.5 0.7 80.3 62.6 81.0 72.8 19.0 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 15 16 16 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,447 COMMITMENTS 2,565 8,786 11,489 54,601 45,853 68,655 66,128 31,792 34,319 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: -6) 0 -105 30 163 -558 193 -633 -199 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 8.7 11.4 54.4 45.6 68.3 65.8 31.7 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 4 16 16 20 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,501 COMMITMENTS 0 8,170 40 34,461 26,291 34,501 34,501 0 0 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,527) 0 75 0 1,527 1,452 1,527 1,527 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.7 0.1 99.9 76.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 7 1 24 30 25 37 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,760 COMMITMENTS 8,856 3,092 27 1,916 8,985 10,799 12,104 1,961 656 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 337) 287 -345 -1 -83 800 203 454 134 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 24.2 0.2 15.0 70.4 84.6 94.9 15.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 46 17 3 16 26 63 45 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,945 COMMITMENTS 10,869 1,669 38 5,502 17,054 16,409 18,761 3,536 1,184 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,018) 527 -60 8 113 1,012 648 960 370 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 8.4 0.2 27.6 85.5 82.3 94.1 17.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 39 11 3 12 24 52 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,594 COMMITMENTS 52,061 4,597 12,078 107,507 158,158 171,646 174,833 15,948 12,761 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 6,661) 2,198 -150 -2,095 5,203 7,581 5,306 5,336 1,355 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 2.5 6.4 57.3 84.3 91.5 93.2 8.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 49 20 33 75 83 140 123 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,253 COMMITMENTS 0 50 0 5,153 5,007 5,153 5,057 100 196 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 1,110) 0 0 0 1,110 1,110 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 98.1 95.3 98.1 96.3 1.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 24 26 24 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,456 COMMITMENTS 1,688 0 0 24,547 27,388 26,235 27,388 1,221 68 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,281) 500 -275 0 1,769 2,492 2,269 2,217 12 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 89.4 99.8 95.6 99.8 4.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 0 32 26 35 26 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,861 COMMITMENTS 0 515 25 19,695 19,626 19,720 20,166 1,141 695 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 923) 0 175 0 773 748 773 923 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.1 94.4 94.1 94.5 96.7 5.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 18 12 19 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,504 COMMITMENTS 474 50 0 13,030 13,454 13,504 13,504 0 0 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,299) 324 0 0 1,975 2,299 2,299 2,299 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.4 0.0 96.5 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 0 26 24 28 25 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,351 COMMITMENTS 0 482 0 3,258 3,126 3,258 3,608 1,093 743 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 155) 0 85 0 140 88 140 173 15 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 0.0 74.9 71.8 74.9 82.9 25.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 15 16 15 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,070 COMMITMENTS 1,415 837 160 21,884 22,917 23,459 23,914 611 156 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 2,542) 840 384 0 1,546 2,158 2,386 2,542 156 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.5 0.7 90.9 95.2 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 1 21 29 24 32 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,600 COMMITMENTS 30 555 1 4,157 4,750 4,188 5,306 1,412 294 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 96) 0 96 0 0 0 0 96 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.9 0.0 74.2 84.8 74.8 94.8 25.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 11 14 12 18 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,739 COMMITMENTS 208 112 0 8,484 8,567 8,692 8,679 47 60 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 550) 0 22 0 505 483 505 505 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.3 0.0 97.1 98.0 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 24 19 25 20 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,588 COMMITMENTS 3,891 5,705 2,304 38,794 39,695 44,989 47,704 3,599 884 CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST: 500) 84 387 183 32 -86 299 484 201 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 11.7 4.7 79.8 81.7 92.6 98.2 7.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 6 4 25 33 33 41
Updated February 13, 2009