GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,635 COMMITMENTS 1,959 630 0 44,595 45,993 46,554 46,623 81 12 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,808) 222 0 0 1,589 1,814 1,811 1,814 -3 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.4 0.0 95.6 98.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 2 0 34 40 36 42 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,503 COMMITMENTS 100 0 0 20,372 20,443 20,472 20,443 31 60 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -534) 0 0 0 -233 -234 -233 -234 -301 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.4 99.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 30 30 31 30 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,069 COMMITMENTS 0 461 367 5,645 5,162 6,012 5,990 1,057 1,079 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 76) 0 15 -10 60 136 50 141 26 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 5.2 79.9 73.0 85.0 84.7 15.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 22 21 23 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,877 COMMITMENTS 513 80 536 9,680 10,352 10,729 10,968 1,148 909 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 616) 141 -116 45 425 672 611 601 5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.7 4.5 81.5 87.2 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 4 40 45 45 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,730 COMMITMENTS 35 144 69 8,869 8,859 8,973 9,072 757 658 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 529) 5 -48 -5 521 672 521 619 8 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.5 0.7 91.2 91.0 92.2 93.2 7.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 2 2 48 58 50 61 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,875 COMMITMENTS 0 0 0 8,865 8,855 8,865 8,855 10 20 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 99.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 18 18 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,501 COMMITMENTS 47,784 18,852 43,187 190,719 232,575 281,690 294,614 43,811 30,887 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,234) -7,561 3,233 2,510 5,544 1,214 493 6,957 2,741 -3,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 5.8 13.3 58.6 71.5 86.5 90.5 13.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 40 25 48 74 81 140 137 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,703 COMMITMENTS 1,025 393 737 20,553 21,639 22,315 22,769 1,388 934 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,416) 50 -50 250 866 1,316 1,166 1,516 250 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.7 3.1 86.7 91.3 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 3 6 6 47 51 55 58 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,294 COMMITMENTS 575 1,350 225 18,966 17,599 19,766 19,174 1,528 2,120 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,125) 0 -450 150 975 1,425 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 6.3 1.1 89.1 82.6 92.8 90.0 7.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 25 23 28 26 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,736 COMMITMENTS 5,689 50 300 9,687 13,304 15,676 13,654 60 2,082 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -459) -600 0 0 141 -459 -459 -459 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 0.3 1.9 61.6 84.5 99.6 86.8 0.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 16 13 17 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,959 COMMITMENTS 657 0 239 2,939 3,045 3,835 3,284 1,124 1,675 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 0.0 4.8 59.3 61.4 77.3 66.2 22.7 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 15 17 18 19 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 707,788 COMMITMENTS 86,638 244,145 240,288 310,493 182,283 637,419 666,716 70,369 41,072 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -42,318) 2,707 -7,070 -16,394 -12,641 -5,209 -26,328 -28,673 -15,990 -13,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 34.5 33.9 43.9 25.8 90.1 94.2 9.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 75 79 108 89 66 233 196 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,662 COMMITMENTS 2,733 98 2,066 62,317 62,607 67,116 64,771 6,546 8,891 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 605) 706 35 -225 124 893 605 703 0 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.1 2.8 84.6 85.0 91.1 87.9 8.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 19 18 23 22 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,152 COMMITMENTS 2,461 0 4,533 35,730 30,553 42,724 35,086 5,428 13,066 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -124) 0 0 -162 0 0 -162 -162 38 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 9.4 74.2 63.5 88.7 72.9 11.3 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 11 15 14 18 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,072 COMMITMENTS 1,322 2,869 400 71,858 69,244 73,580 72,513 10,492 11,559 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,567) -827 0 0 4,394 3,443 3,567 3,443 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.4 0.5 85.5 82.4 87.5 86.3 12.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 27 27 29 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,008 COMMITMENTS 0 0 0 73,488 79,509 73,488 79,509 13,520 7,499 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 376) 0 0 0 1,741 248 1,741 248 -1,365 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.5 91.4 84.5 91.4 15.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 22 22 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,385 COMMITMENTS 3,691 1,444 6,042 68,962 78,631 78,695 86,117 13,690 6,268 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,364) -486 487 503 1,133 768 1,150 1,758 214 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.6 6.5 74.6 85.1 85.2 93.2 14.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 4 24 23 28 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,375 COMMITMENTS 369 8,507 4,752 89,695 79,208 94,816 92,467 5,559 7,908 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -1,081) -1,242 -452 -403 1,122 534 -523 -321 -558 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.5 4.7 89.4 78.9 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 3 19 25 23 28 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 30,687 COMMITMENTS 0 4,078 2,046 26,323 21,657 28,369 27,781 2,318 2,906 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -306) 0 -571 141 -447 552 -306 122 0 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.3 6.7 85.8 70.6 92.4 90.5 7.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 16 14 18 17 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,916 COMMITMENTS 8,451 5,132 3,876 74,933 83,176 87,260 92,184 11,656 6,732 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,496) 2,159 -1,277 -742 -195 2,207 1,222 188 274 1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.2 3.9 75.8 84.1 88.2 93.2 11.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 4 23 26 27 30 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,955 COMMITMENTS 6,076 2,420 0 101,777 101,600 107,853 104,020 3,102 6,935 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,596) 3,596 0 0 0 3,596 3,596 3,596 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.2 0.0 91.7 91.6 97.2 93.7 2.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 17 19 19 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 225,296 COMMITMENTS 10,438 10,161 3,921 202,101 205,623 216,460 219,705 8,836 5,591 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 2,469) -1,483 8 571 3,297 1,617 2,385 2,196 84 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.5 1.7 89.7 91.3 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 1 4 41 38 47 43 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 149,796 COMMITMENTS 4,743 859 2,712 129,674 141,151 137,129 144,722 12,667 5,074 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,939) 445 0 334 3,320 3,731 4,099 4,065 -160 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.6 1.8 86.6 94.2 91.5 96.6 8.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 2 28 26 30 29 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 246,904 COMMITMENTS 6,185 0 17,305 205,370 218,474 228,860 235,779 18,044 11,125 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,430) -2,013 0 970 2,381 548 1,338 1,518 92 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 7.0 83.2 88.5 92.7 95.5 7.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 4 34 36 38 40 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,020 COMMITMENTS 104 0 2,732 44,004 46,684 46,840 49,416 8,180 5,604 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -704) -856 0 428 -276 -1,132 -704 -704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 5.0 80.0 84.8 85.1 89.8 14.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 15 16 16 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,247 COMMITMENTS 242 1,258 682 62,296 63,634 63,220 65,574 6,027 3,673 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,771) 0 0 0 3,771 3,771 3,771 3,771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.8 1.0 90.0 91.9 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 16 14 18 16 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,902,007 COMMITMENTS 565,282 122,102 876,513 1411846 1875720 2853641 2874335 48,366 27,672 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 17,534) -17,228 4,219 9,688 11,437 -5,066 3,897 8,841 13,637 8,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 4.2 30.2 48.7 64.6 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 38 26 56 110 101 174 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 891,541 COMMITMENTS 109,461 138,258 152,961 625,008 597,411 887,430 888,630 4,111 2,911 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -106,166) -48,662 -7,688 -20,677 -36,330 -78,141 -105,669 -106,506 -497 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 15.5 17.2 70.1 67.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 21 33 40 38 79 76 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,994 COMMITMENTS 59 800 80 2,710 1,948 2,849 2,828 145 166 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 501) -11 99 33 424 349 446 481 55 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 26.7 2.7 90.5 65.1 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 13 14 15 18 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,120 COMMITMENTS 0 0 0 1,191 1,447 1,191 1,447 929 673 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 56.2 68.3 56.2 68.3 43.8 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 22 23 22 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,280 COMMITMENTS 2,420 156 914 37,202 39,929 40,536 40,999 744 281 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 896) 640 -60 110 276 846 1,026 896 -130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.4 2.2 90.1 96.7 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 4 35 29 41 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,159 COMMITMENTS 0 44 0 6,861 7,033 6,861 7,077 298 82 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -84) 0 0 0 -84 -84 -84 -84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 95.8 98.2 95.8 98.9 4.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 15 13 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,859 COMMITMENTS 0 594 504 18,365 17,504 18,869 18,602 990 1,257 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 398) -26 514 26 418 -346 418 194 -20 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 2.5 92.5 88.1 95.0 93.7 5.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 23 19 25 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,014 COMMITMENTS 0 1,110 500 29,917 30,204 30,417 31,814 1,597 200 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -142) 0 0 0 -52 -162 -52 -162 -90 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 1.6 93.4 94.3 95.0 99.4 5.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 27 24 29 26 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,482 COMMITMENTS 750 0 8 11,706 12,144 12,464 12,152 1,018 1,330 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 276) -8 0 8 36 52 36 60 240 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.1 86.8 90.1 92.4 90.1 7.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 20 17 22 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,102 COMMITMENTS 702 0 0 13,641 14,726 14,343 14,726 759 376 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 188) 0 0 0 174 454 174 454 14 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 90.3 97.5 95.0 97.5 5.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 21 21 23 21 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| 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: 12,126 COMMITMENTS 0 0 0 10,912 11,356 10,912 11,356 1,214 770 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 68) 0 0 0 44 32 44 32 24 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.0 93.7 90.0 93.7 10.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 23 20 23 20 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 18,869 COMMITMENTS 0 982 0 18,722 17,740 18,722 18,722 147 147 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 99.2 94.0 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 13 8 13 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 54,249 COMMITMENTS 220 400 0 53,194 53,749 53,414 54,149 835 100 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.7 0.0 98.1 99.1 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 20 10 21 11 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 886,299 COMMITMENTS 0 31,040 0 886,299 855,259 886,299 886,299 0 0 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 7 15 10 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 101,801 COMMITMENTS 0 5,575 0 101,801 96,186 101,801 101,761 0 40 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,325) 0 0 0 1,623 1,325 1,623 1,325 -298 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 14 17 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,691,430 COMMITMENTS 0 73,840 0 1691430 1617590 1691430 1691430 0 0 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 40,750) 0 0 0 40,750 40,750 40,750 40,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 18 12 18 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 174,089 COMMITMENTS 6,777 0 0 167,312 173,354 174,089 173,354 0 735 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 96.1 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 21 28 24 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,769,912 COMMITMENTS 107,616 0 0 2662296 2769912 2769912 2769912 0 0 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,761) 0 0 0 4,761 4,761 4,761 4,761 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 20 23 23 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 62,213 COMMITMENTS 80 3,090 0 62,091 58,677 62,171 61,767 42 446 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.0 0.0 99.8 94.3 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 15 21 16 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,056,368 COMMITMENTS 0 83,880 0 1056368 972,488 1056368 1056368 0 0 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 23,400) 0 0 0 23,400 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 15 15 16 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 59,571 COMMITMENTS 8,970 579 45 50,301 58,907 59,316 59,531 255 40 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,660) 5,120 0 0 2,540 7,660 7,660 7,660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 1.0 0.1 84.4 98.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 24 25 26 27 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,045,422 COMMITMENTS 129,300 35,400 0 916,122 1010022 1045422 1045422 0 0 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 79,258) 46,640 0 0 32,618 79,258 79,258 79,258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 3.4 0.0 87.6 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 0 24 24 26 26 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,761 COMMITMENTS 280 84 20 15,990 16,501 16,290 16,605 471 156 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 217) 0 0 0 217 217 217 217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.5 0.1 95.4 98.4 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 29 31 30 33 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,411 COMMITMENTS 225 0 60 6,421 6,891 6,706 6,951 705 460 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 15) -60 0 60 30 -30 30 30 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.8 86.6 93.0 90.5 93.8 9.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 24 21 25 22 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,029 COMMITMENTS 235 0 130 11,419 11,803 11,784 11,933 245 96 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 38) 0 0 -25 38 33 13 8 25 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 1.1 94.9 98.1 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 25 19 26 20 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,520 COMMITMENTS 83 245 24 13,882 14,056 13,989 14,325 531 195 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 819) 0 -65 0 749 869 749 804 70 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.7 0.2 95.6 96.8 96.3 98.7 3.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 27 30 29 31 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,249 COMMITMENTS 0 285 25 9,985 9,879 10,010 10,189 239 60 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,544) 0 0 0 1,594 1,544 1,594 1,544 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.2 97.4 96.4 97.7 99.4 2.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 15 16 16 17 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,604 COMMITMENTS 0 125 85 6,109 6,003 6,194 6,213 410 391 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 737) 0 -115 30 707 652 737 567 0 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 1.3 92.5 90.9 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 20 19 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,182,804 COMMITMENTS 237,667 162,174 254,117 602,507 707,843 1094291 1124134 88,513 58,670 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -67,270) -12,503 -1,648 4,745 -7,004 -14,280 -14,762 -11,183 -52,508 -56,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 13.7 21.5 50.9 59.8 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 109 90 138 79 99 273 253 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,391 COMMITMENTS 37,599 33,458 2,548 150,879 135,416 191,026 171,422 20,365 39,969 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,423) -563 -818 255 3,787 5,684 3,479 5,121 -56 -1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 15.8 1.2 71.4 64.1 90.4 81.1 9.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 33 33 41 41 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,288 COMMITMENTS 182 1,435 275 88,103 87,548 88,560 89,258 1,728 1,030 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 4,065) 0 0 0 4,190 4,090 4,190 4,090 -125 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.6 0.3 97.6 97.0 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 2 3 2 49 55 52 60 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,715 COMMITMENTS 15,442 29,582 10,101 100,929 85,430 126,472 125,113 5,243 6,602 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -18,031) -6,992 -915 -5,635 -4,375 -9,777 -17,002 -16,327 -1,029 -1,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 22.5 7.7 76.6 64.9 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 13 15 24 24 43 42 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,781 COMMITMENTS 350 3,435 1,968 21,391 19,005 23,709 24,408 2,072 1,373 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,879) -146 794 488 1,750 1,200 2,092 2,482 -213 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 13.3 7.6 83.0 73.7 92.0 94.7 8.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 4 14 16 19 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,010 COMMITMENTS 1,980 2,250 1,739 74,641 80,056 78,360 84,045 27,650 21,965 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 618) 0 0 0 561 365 561 365 57 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.1 1.6 70.4 75.5 73.9 79.3 26.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 26 23 29 25 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,257 COMMITMENTS 0 1,518 0 42,177 40,587 42,177 42,105 80 152 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 95) 0 300 0 95 540 95 840 0 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 99.8 96.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 3 0 27 36 27 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,916 COMMITMENTS 14,909 1,651 213 4,742 20,520 19,864 22,384 3,052 532 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 382) 60 169 -203 641 574 498 540 -116 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 7.2 0.9 20.7 89.5 86.7 97.7 13.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 88 13 6 23 29 114 46 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,981 COMMITMENTS 23,772 2,189 254 5,586 31,750 29,612 34,193 5,369 788 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 325) 93 355 49 174 154 316 558 9 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 6.3 0.7 16.0 90.8 84.7 97.7 15.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 91 16 4 13 32 108 50 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 257,325 COMMITMENTS 75,872 17,548 23,531 140,135 203,631 239,538 244,710 17,787 12,615 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -12,152) -3,869 -1,405 -1,451 -2,466 -5,411 -7,786 -8,267 -4,366 -3,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 6.8 9.1 54.5 79.1 93.1 95.1 6.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 63 20 47 75 92 162 143 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,185 COMMITMENTS 1,933 0 423 15,105 16,014 17,461 16,437 5,724 6,748 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 102) 37 0 -17 73 -161 93 -178 9 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 1.8 65.1 69.1 75.3 70.9 24.7 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 17 18 20 21 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,041 COMMITMENTS 1,454 0 125 6,959 8,410 8,538 8,535 503 506 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 567) 0 0 50 467 417 517 467 50 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.0 1.4 77.0 93.0 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 0 2 28 32 34 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,044 COMMITMENTS 2,499 0 0 40,310 43,719 42,809 43,719 1,235 325 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 615) 0 0 0 651 600 651 600 -36 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 0.0 91.5 99.3 97.2 99.3 2.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 0 34 30 36 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,434 COMMITMENTS 3,010 0 0 20,150 22,180 23,160 22,180 274 1,254 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,534) 150 0 0 1,390 1,540 1,540 1,540 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.0 0.0 86.0 94.6 98.8 94.6 1.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 25 16 28 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,690 COMMITMENTS 2,500 50 0 13,090 14,440 15,590 14,490 100 1,200 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 550) 0 0 0 600 600 600 600 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.3 0.0 83.4 92.0 99.4 92.4 0.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 0 29 30 32 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,993 COMMITMENTS 244 90 11 2,632 3,063 2,887 3,164 1,106 829 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 108) 43 0 11 -13 37 41 48 67 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.3 0.3 65.9 76.7 72.3 79.2 27.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 20 18 22 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,225 COMMITMENTS 420 0 0 15,560 16,215 15,980 16,215 245 10 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 662) 0 0 0 662 662 662 662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 95.9 99.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 19 22 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,434 COMMITMENTS 1,773 0 41 17,501 19,315 19,315 19,356 119 78 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,322) -353 0 14 1,661 1,308 1,322 1,322 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.2 90.1 99.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 0 3 31 34 37 37 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,293 COMMITMENTS 486 294 58 9,638 9,881 10,182 10,233 111 60 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 576) 224 0 0 277 576 501 576 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.9 0.6 93.6 96.0 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 22 23 25 26 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,939 COMMITMENTS 9,633 311 1,802 39,904 50,335 51,339 52,448 2,600 1,491 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 142) -1,186 -287 464 789 -35 67 142 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.6 3.3 74.0 93.3 95.2 97.2 4.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 33 36 39 41 RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,389 COMMITMENTS 5,237 550 1,827 13,862 18,031 20,926 20,408 3,463 3,981 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 405) -162 0 225 521 -416 584 -191 -179 596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 2.3 7.5 56.8 73.9 85.8 83.7 14.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 5 12 14 17 19
Updated November 30, 2009