GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,924 COMMITMENTS 1,125 473 0 43,506 44,288 44,631 44,761 293 163 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 452) 180 -17 0 328 505 508 488 -56 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.1 0.0 96.8 98.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 0 38 36 39 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,868 COMMITMENTS 250 120 50 22,493 22,578 22,793 22,748 75 120 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -95) 0 0 0 -95 -95 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.2 98.4 98.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 31 30 33 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,539 COMMITMENTS 247 216 472 6,174 6,197 6,893 6,885 646 654 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -90) -30 0 0 -45 -46 -75 -46 -15 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.9 6.3 81.9 82.2 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 28 25 29 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,449 COMMITMENTS 233 463 602 10,347 10,194 11,182 11,259 1,267 1,190 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 328) 35 257 -2 195 31 228 286 100 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.7 4.8 83.1 81.9 89.8 90.4 10.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 5 6 39 41 45 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,129 COMMITMENTS 23 211 53 9,436 9,298 9,512 9,562 617 567 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 556) 0 10 -6 603 648 597 652 -41 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.1 0.5 93.2 91.8 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 1 4 3 52 57 55 62 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,327 COMMITMENTS 127 0 83 4,620 4,995 4,830 5,078 1,497 1,249 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 35) 30 0 -30 25 60 25 30 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 1.3 73.0 78.9 76.3 80.3 23.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 19 17 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,246 COMMITMENTS 870 0 0 1,937 2,907 2,807 2,907 439 339 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 9) 60 0 0 -66 9 -6 9 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 0.0 0.0 59.7 89.6 86.5 89.6 13.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 21 20 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,425 COMMITMENTS 0 0 0 1,568 1,502 1,568 1,502 857 923 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 73) 0 0 0 85 60 85 60 -12 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 64.7 61.9 64.7 61.9 35.3 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 14 13 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,889 COMMITMENTS 0 0 0 8,889 8,889 8,889 8,889 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 23 19 23 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,656 COMMITMENTS 44,810 15,490 37,984 178,529 217,410 261,323 270,884 34,333 24,772 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -18,201) -5,998 -783 -3,386 -4,943 -14,129 -14,327 -18,298 -3,874 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 5.2 12.8 60.4 73.5 88.4 91.6 11.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 38 25 44 69 74 128 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 25,080 COMMITMENTS 993 45 750 22,756 23,385 24,499 24,180 581 900 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,262) 193 0 300 671 1,402 1,164 1,702 98 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.2 3.0 90.7 93.2 97.7 96.4 2.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 1 3 44 47 49 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,540 COMMITMENTS 1,040 1,850 75 18,685 18,155 19,800 20,080 1,740 1,460 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,535) 135 50 -25 -2,045 -2,860 -1,935 -2,835 -600 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 8.6 0.3 86.7 84.3 91.9 93.2 8.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 1 24 26 28 29 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,830 COMMITMENTS 6,889 50 300 11,401 16,398 18,590 16,748 240 2,082 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -161) 810 0 -246 -725 85 -161 -161 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 0.3 1.6 60.5 87.1 98.7 88.9 1.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 11 16 15 17 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,192 COMMITMENTS 0 50 0 2,090 2,052 2,090 2,102 102 90 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 40 0 40 0 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 95.3 93.6 95.3 95.9 4.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 18 15 19 GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,982 COMMITMENTS 0 0 0 7,204 7,690 7,204 7,690 778 292 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 5 -10 5 10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.3 96.3 90.3 96.3 9.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 15 13 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 720,062 COMMITMENTS 91,613 261,459 226,509 315,119 185,767 633,241 673,735 86,821 46,327 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -8,114) 1,462 -5,510 -6,975 -3,360 -222 -8,873 -12,707 759 4,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 36.3 31.5 43.8 25.8 87.9 93.6 12.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 100 101 122 85 69 252 235 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,570 COMMITMENTS 375 460 1,793 66,897 68,691 69,065 70,944 7,505 5,626 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,386) -683 163 -510 -2,875 -4,349 -4,068 -4,696 -318 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.6 2.3 87.4 89.7 90.2 92.7 9.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 23 24 26 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 46,557 COMMITMENTS 532 3,268 4,036 35,247 25,757 39,815 33,061 6,742 13,496 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,546) -130 -2,559 1,128 -3,901 -147 -2,903 -1,578 -643 -1,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.0 8.7 75.7 55.3 85.5 71.0 14.5 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 16 18 19 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,998 COMMITMENTS 2,420 0 586 56,303 55,374 59,309 55,960 9,689 13,038 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -7,135) -450 0 0 -9,216 -8,725 -9,666 -8,725 2,531 1,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.8 81.6 80.3 86.0 81.1 14.0 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 24 26 27 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,511 COMMITMENTS 0 0 0 77,561 81,227 77,561 81,227 10,950 7,284 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,166) 0 0 0 1,156 1,166 1,156 1,166 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.6 91.8 87.6 91.8 12.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 24 23 24 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,445 COMMITMENTS 0 3,261 4,071 79,718 78,830 83,789 86,162 7,656 5,283 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,154) -1,632 1,617 -532 2,751 194 587 1,279 567 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.5 87.2 86.2 91.6 94.2 8.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 28 27 31 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,834 COMMITMENTS 0 3,505 7,073 98,668 93,057 105,741 103,635 6,093 8,199 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 994) 0 -1,078 684 -18 602 666 208 328 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 6.3 88.2 83.2 94.6 92.7 5.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 20 28 22 30 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,340 COMMITMENTS 0 5,032 2,346 29,781 22,989 32,127 30,367 2,213 3,973 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,482) 0 -421 81 -694 182 -613 -158 -869 -1,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.7 6.8 86.7 66.9 93.6 88.4 6.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 16 14 18 16 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,678 COMMITMENTS 0 0 0 32,901 40,097 32,901 40,097 14,777 7,581 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,152) 0 0 0 -2,032 -2,852 -2,032 -2,852 -1,120 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 69.0 84.1 69.0 84.1 31.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 17 21 17 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,275 COMMITMENTS 5,107 5,978 4,338 85,913 85,664 95,358 95,980 5,917 5,295 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 2,813) -484 3,501 -237 3,534 -452 2,813 2,812 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.9 4.3 84.8 84.6 94.2 94.8 5.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 5 29 35 34 40 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,074 COMMITMENTS 1,362 8,453 2,485 52,356 38,929 56,203 49,867 3,871 10,207 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,985) 339 369 -350 -3,704 -5,184 -3,715 -5,165 -270 1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 14.1 4.1 87.2 64.8 93.6 83.0 6.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 14 14 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,869 COMMITMENTS 1,364 3,640 496 106,997 103,445 108,857 107,581 2,012 3,288 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -8,970) 480 -600 -480 -8,970 -7,650 -8,970 -8,730 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.3 0.4 96.5 93.3 98.2 97.0 1.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 17 18 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 219,263 COMMITMENTS 9,379 9,919 6,120 194,767 197,449 210,266 213,488 8,997 5,775 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,936) 714 -1,750 1,484 -8,391 -4,759 -6,193 -5,025 1,257 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.5 2.8 88.8 90.1 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 4 38 37 44 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 146,483 COMMITMENTS 1,115 425 2,801 129,919 140,231 133,835 143,457 12,648 3,026 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,984) 203 425 -919 -3,634 -4,260 -4,350 -4,754 -634 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.3 1.9 88.7 95.7 91.4 97.9 8.6 2.1 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 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 256,961 COMMITMENTS 17,725 1,297 11,544 207,741 230,534 237,010 243,375 19,951 13,586 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -12,352) 3,893 -454 -2,704 -13,448 -8,708 -12,259 -11,866 -93 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.5 4.5 80.8 89.7 92.2 94.7 7.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 37 38 42 42 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,841 COMMITMENTS 792 1,379 933 67,639 68,390 69,364 70,702 6,477 5,139 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -6,042) -270 -106 -18 -5,390 -5,130 -5,678 -5,254 -364 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.8 1.2 89.2 90.2 91.5 93.2 8.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 18 15 21 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,925,876 COMMITMENTS 599,907 101,152 919,434 1381098 1893864 2900439 2914450 25,437 11,426 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -75,098) 4,510 3,090 -9,004 -69,358 -68,473 -73,852 -74,387 -1,246 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 3.5 31.4 47.2 64.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 37 28 57 104 101 171 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,008,893 COMMITMENTS 104,860 88,912 232,963 668,140 681,213 1005963 1003088 2,930 5,805 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -106,629) -46,013 9,726 -46,149 -14,455 -74,938 -106,617 -111,361 -12 4,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.8 23.1 66.2 67.5 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 24 22 32 42 43 80 83 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,655 COMMITMENTS 110 110 41 1,212 1,185 1,363 1,336 292 319 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 17) 60 15 41 -101 -45 0 11 17 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.6 2.5 73.2 71.6 82.4 80.7 17.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 16 14 18 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,884 COMMITMENTS 682 316 294 35,260 35,657 36,236 36,267 648 617 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -280) -456 -648 120 -88 -313 -424 -841 144 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.9 0.8 95.6 96.7 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 1 3 35 31 40 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,496 COMMITMENTS 344 0 0 8,748 9,369 9,092 9,369 404 127 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 21) 0 0 0 0 0 0 0 21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 92.1 98.7 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 12 18 13 18 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,227 COMMITMENTS 2,940 0 58 15,975 19,074 18,973 19,132 1,254 1,095 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -901) -44 0 -14 -749 -876 -807 -890 -94 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 0.0 0.3 79.0 94.3 93.8 94.6 6.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 21 18 23 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,399 COMMITMENTS 120 560 590 28,584 29,685 29,294 30,835 2,105 564 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -609) 20 -20 -10 -515 -481 -505 -511 -104 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.8 1.9 91.0 94.5 93.3 98.2 6.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 25 22 27 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,621 COMMITMENTS 0 0 0 23,145 23,029 23,145 23,029 476 592 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,230) 0 0 0 -1,224 -1,142 -1,224 -1,142 -6 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 97.5 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 14 16 14 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,368 COMMITMENTS 800 0 0 11,488 12,474 12,288 12,474 1,080 894 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -146) -20 0 0 -52 -140 -72 -140 -74 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 85.9 93.3 91.9 93.3 8.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 18 21 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,220 COMMITMENTS 0 0 0 11,005 11,624 11,005 11,624 1,215 596 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -294) 0 0 0 -520 -358 -520 -358 226 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 95.1 90.1 95.1 9.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 18 17 18 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| 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: 12,844 COMMITMENTS 0 0 0 12,356 10,894 12,356 10,894 488 1,950 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -524) 0 0 0 -514 -598 -514 -598 -10 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.2 84.8 96.2 84.8 3.8 15.2 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 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 21,626 COMMITMENTS 0 1,140 0 21,436 20,296 21,436 21,436 190 190 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -945) 0 -126 0 -924 -798 -924 -924 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 99.1 93.8 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 8 12 9 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 94,304 COMMITMENTS 0 6,325 0 94,304 87,979 94,304 94,304 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,390) 0 -420 0 -4,390 -3,970 -4,390 -4,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 100.0 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 14 16 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,568,816 COMMITMENTS 0 81,600 0 1568816 1487216 1568816 1568816 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -51,632) 0 -4,080 0 -51,632 -47,552 -51,632 -51,632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 12 14 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 145,523 COMMITMENTS 7,990 0 0 137,533 144,573 145,523 144,573 0 950 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -9,290) -1,806 0 0 -7,484 -9,185 -9,290 -9,185 0 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.0 94.5 99.3 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 18 27 21 27 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,154,634 COMMITMENTS 108,392 0 0 2046242 2154634 2154634 2154634 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -84,878) 3,672 0 -12,240 -76,310 -72,638 -84,878 -84,878 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 0 16 22 19 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 44,642 COMMITMENTS 38 3,195 42 44,477 40,982 44,557 44,219 85 423 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -504) 0 -315 0 -441 -147 -441 -462 -63 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.2 0.1 99.6 91.8 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 15 12 16 14 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 712,357 COMMITMENTS 0 64,240 0 712,357 648,117 712,357 712,357 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -33,288) 0 -2,040 0 -33,288 -31,248 -33,288 -33,288 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 12 14 12 15 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 46,462 COMMITMENTS 1,290 320 0 45,172 46,142 46,462 46,462 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -140) -3,930 110 -110 3,900 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 0.0 97.2 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 0 17 25 18 27 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 762,503 COMMITMENTS 27,151 0 2,304 733,048 760,199 762,503 762,503 0 0 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -24,308) -69,886 0 -24 45,602 -24,284 -24,308 -24,308 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.3 96.1 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 18 23 20 24 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,595 COMMITMENTS 291 84 74 21,473 22,251 21,838 22,409 757 186 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 253) 0 0 0 253 253 253 253 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 0.3 95.0 98.5 96.6 99.2 3.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 31 35 32 37 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,121 COMMITMENTS 217 0 0 7,723 7,896 7,940 7,896 181 225 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -924) -20 0 0 -899 -1,041 -919 -1,041 -5 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 95.1 97.2 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 19 22 19 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,821 COMMITMENTS 250 0 140 14,149 14,591 14,539 14,731 282 90 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,123) 55 0 -120 -1,040 -973 -1,105 -1,093 -18 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.9 95.5 98.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 22 21 23 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,164,511 COMMITMENTS 215,729 187,135 267,723 607,591 645,206 1091043 1100064 73,468 64,447 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 5,415) -9,475 1,463 2 19,129 10,435 9,656 11,900 -4,241 -6,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 16.1 23.0 52.2 55.4 93.7 94.5 6.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 99 103 147 82 94 271 265 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,806 COMMITMENTS 33,608 31,421 1,043 142,080 120,358 176,731 152,822 27,075 50,984 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -8,090) -125 -1,929 5 -5,172 -4,991 -5,292 -6,915 -2,798 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 15.4 0.5 69.7 59.1 86.7 75.0 13.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 5 27 26 33 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,149 COMMITMENTS 570 1,785 520 59,759 58,744 60,849 61,049 300 100 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -7,105) -75 1,060 -75 -6,895 -8,105 -7,045 -7,120 -60 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.9 0.9 97.7 96.1 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 5 4 43 47 49 54 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,445 COMMITMENTS 19,548 44,361 14,516 138,896 112,205 172,960 171,082 6,485 8,363 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,769) -2,400 452 -225 4,543 1,346 1,918 1,573 -149 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 24.7 8.1 77.4 62.5 96.4 95.3 3.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 18 18 24 23 45 45 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,732 COMMITMENTS 2,096 3,925 1,555 32,833 32,680 36,484 38,160 4,248 2,572 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,523) -10,488 -550 -97 6,440 -3,748 -4,145 -4,395 622 872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.6 3.8 80.6 80.2 89.6 93.7 10.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 4 15 17 20 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,187 COMMITMENTS 4,803 2,283 1,537 66,488 80,116 72,828 83,936 34,359 23,251 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,344) -153 203 -89 -4,329 -4,539 -4,571 -4,425 227 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.1 1.4 62.0 74.7 67.9 78.3 32.1 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 22 20 25 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,038 COMMITMENTS 400 1,248 0 41,428 40,578 41,828 41,826 210 212 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,894) -400 -60 0 -2,479 -2,829 -2,879 -2,889 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.0 0.0 98.5 96.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 0 27 35 28 38 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,655 COMMITMENTS 14,794 2,684 163 4,363 18,281 19,320 21,128 2,335 527 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 269) -374 -296 -79 827 614 374 239 -105 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 12.4 0.8 20.1 84.4 89.2 97.6 10.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 84 12 2 18 24 104 37 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 26,857 COMMITMENTS 16,388 2,353 525 5,308 22,813 22,221 25,691 4,636 1,166 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -196) -744 -47 230 166 -584 -348 -401 152 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 8.8 2.0 19.8 84.9 82.7 95.7 17.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 58 13 3 14 26 73 42 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,857 COMMITMENTS 53,272 10,823 15,470 124,676 170,605 193,418 196,898 13,439 9,959 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -10,934) -8,590 -3,908 -2,039 963 -4,654 -9,666 -10,601 -1,268 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 5.2 7.5 60.3 82.5 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 55 22 38 67 82 144 125 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,475 COMMITMENTS 1,224 0 201 14,498 15,700 15,923 15,901 4,552 4,574 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,481) -213 0 -43 -3,086 -3,416 -3,342 -3,459 -139 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 1.0 70.8 76.7 77.8 77.7 22.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 16 18 18 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,074 COMMITMENTS 2,304 0 100 9,937 12,074 12,341 12,174 733 900 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 560) 50 0 100 210 310 360 410 200 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 0.8 76.0 92.4 94.4 93.1 5.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 0 1 35 33 40 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,622 COMMITMENTS 2,895 0 12 34,964 38,608 37,871 38,620 751 2 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 584) 0 0 0 529 649 529 649 55 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.0 90.5 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 0 1 34 32 37 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,382 COMMITMENTS 885 0 195 22,042 21,812 23,122 22,007 260 1,375 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 275) -85 0 75 285 185 275 260 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.8 94.3 93.3 98.9 94.1 1.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 22 16 25 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,242 COMMITMENTS 450 100 0 18,792 18,842 19,242 18,942 0 300 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.5 0.0 97.7 97.9 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 0 27 29 29 30 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,982 COMMITMENTS 400 188 0 2,472 3,166 2,872 3,354 1,110 628 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -607) -17 -95 -9 -485 -490 -511 -594 -96 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 4.7 0.0 62.1 79.5 72.1 84.2 27.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 16 17 19 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,854 COMMITMENTS 145 0 0 16,195 16,364 16,340 16,364 514 490 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 805) 0 0 0 730 805 730 805 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 96.1 97.1 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 23 15 24 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,106 COMMITMENTS 2,322 714 82 16,254 17,969 18,658 18,765 448 341 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,751) -193 -256 -16 -2,617 -2,532 -2,826 -2,804 75 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.7 0.4 85.1 94.0 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 2 29 32 34 37 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,758 COMMITMENTS 222 90 1 7,215 7,445 7,438 7,536 320 222 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -2,695) -44 0 0 -2,607 -2,621 -2,651 -2,621 -44 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.2 0.0 93.0 96.0 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 22 18 23 20 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,315 COMMITMENTS 9,934 0 1,256 41,768 53,605 52,958 54,861 2,357 454 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -4,475) 1,136 -11 -903 -4,520 -3,592 -4,287 -4,506 -188 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.0 2.3 75.5 96.9 95.7 99.2 4.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 0 4 32 38 40 42
Updated September 4, 2009