GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,057 COMMITMENTS 1,353 680 0 44,522 45,317 45,875 45,997 182 60 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,908) -144 50 0 2,081 1,881 1,937 1,931 -29 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.5 0.0 96.7 98.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 0 38 40 39 43 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,665 COMMITMENTS 150 120 25 20,445 20,424 20,620 20,569 45 96 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 788) 0 0 0 788 788 788 788 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.6 0.1 98.9 98.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 28 28 30 30 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,952 COMMITMENTS 0 455 388 5,009 5,083 5,397 5,926 1,555 1,026 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 72) 0 15 -15 15 45 0 45 72 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 5.6 72.1 73.1 77.6 85.2 22.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 20 20 21 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,701 COMMITMENTS 340 192 540 8,653 8,864 9,533 9,596 1,168 1,105 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 375) 19 -16 15 322 522 356 521 19 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.8 5.0 80.9 82.8 89.1 89.7 10.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 5 37 41 42 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,769 COMMITMENTS 42 163 102 7,997 8,124 8,141 8,389 628 380 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 623) 15 30 25 606 558 646 613 -23 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.9 1.2 91.2 92.6 92.8 95.7 7.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 3 3 47 58 50 63 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,987 COMMITMENTS 0 0 0 7,912 7,877 7,912 7,877 75 110 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 98.6 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 15 18 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,868 COMMITMENTS 51,138 15,867 66,386 203,889 253,487 321,413 335,741 46,455 32,127 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 7,068) 2,349 -742 -520 -1,223 9,161 606 7,898 6,462 -830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 4.3 18.0 55.4 68.9 87.4 91.3 12.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 38 27 48 65 78 127 135 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 89,501 COMMITMENTS 8 4,146 25,706 56,016 52,701 81,730 82,554 7,771 6,948 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,419) -54 -452 1,671 2,721 2,977 4,339 4,197 80 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 28.7 62.6 58.9 91.3 92.2 8.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 7 13 13 20 20 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,918 COMMITMENTS 841 250 610 20,705 21,457 22,156 22,317 1,762 1,601 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,810) -462 0 60 3,078 1,950 2,676 2,010 134 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.0 2.6 86.6 89.7 92.6 93.3 7.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 4 5 48 47 55 54 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,290 COMMITMENTS 975 2,700 225 18,500 16,505 19,700 19,430 1,590 1,860 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 255) 45 0 150 105 255 300 405 -45 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 12.7 1.1 86.9 77.5 92.5 91.3 7.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 23 21 27 25 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,469 COMMITMENTS 4,894 50 300 11,135 14,037 16,329 14,387 140 2,082 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -75) 150 0 0 -50 0 100 0 -175 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 0.3 1.8 67.6 85.2 99.1 87.4 0.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 16 13 17 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,147 COMMITMENTS 0 127 0 2,070 1,520 2,070 1,647 77 500 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.0 96.4 70.8 96.4 76.7 3.6 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 15 11 15 14 GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,890 COMMITMENTS 0 0 0 7,154 7,695 7,154 7,695 736 195 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 324) 0 0 0 264 339 264 339 60 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.7 97.5 90.7 97.5 9.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 15 14 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 962,729 COMMITMENTS 159,357 223,407 340,160 368,002 344,847 867,519 908,413 95,210 54,315 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 53,193) 7,069 8,970 36,120 6,143 6,574 49,332 51,664 3,861 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 23.2 35.3 38.2 35.8 90.1 94.4 9.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 82 99 128 83 73 248 228 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,143 COMMITMENTS 1,498 0 2,616 66,485 67,142 70,599 69,758 6,544 7,385 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,700) 395 0 358 1,069 914 1,822 1,272 -122 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 3.4 86.2 87.0 91.5 90.4 8.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 3 20 20 23 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,531 COMMITMENTS 2,114 0 400 50,971 49,252 53,485 49,652 14,046 17,879 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,570) 0 0 0 1,262 3,007 1,262 3,007 308 -1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.6 75.5 72.9 79.2 73.5 20.8 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 23 24 24 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,727 COMMITMENTS 0 0 0 69,783 78,517 69,783 78,517 14,944 6,210 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 3,582) 0 0 0 3,582 3,582 3,582 3,582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 82.4 92.7 82.4 92.7 17.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 21 19 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,796 COMMITMENTS 155 2,754 4,788 69,987 74,588 74,930 82,130 11,866 4,666 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,472) 155 -1,123 613 254 2,949 1,022 2,439 450 -967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.2 5.5 80.6 85.9 86.3 94.6 13.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 3 22 22 25 26 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,132 COMMITMENTS 0 10,096 4,628 95,388 82,905 100,016 97,629 6,116 8,503 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 68) 0 -713 -793 3,389 1,196 2,596 -310 -2,528 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.5 4.4 89.9 78.1 94.2 92.0 5.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 17 24 19 27 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 33,366 COMMITMENTS 0 4,665 3,165 28,340 21,886 31,505 29,716 1,861 3,650 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -3,450) 0 -430 92 -4,145 -2,995 -4,053 -3,333 603 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.0 9.5 84.9 65.6 94.4 89.1 5.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 17 14 19 16 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,874 COMMITMENTS 2,270 3,266 5,085 78,644 84,914 85,999 93,265 11,875 4,609 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 964) -755 469 293 1,426 202 964 964 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.3 5.2 80.4 86.8 87.9 95.3 12.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 4 24 31 28 35 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,644,200 COMMITMENTS 53,649 119,662 517,099 1069644 1003975 1640392 1640736 3,808 3,464 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 3,164) -35 3,038 3,024 1,224 -1,745 4,214 4,317 -1,050 -1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 7.3 31.4 65.1 61.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 37 48 68 56 63 131 141 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,515 COMMITMENTS 2,480 3,020 0 99,091 94,414 101,571 97,434 3,944 8,081 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -730) 0 0 0 -730 -730 -730 -730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.9 0.0 93.9 89.5 96.3 92.3 3.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 16 19 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 224,327 COMMITMENTS 10,641 10,099 4,691 199,802 203,802 215,134 218,592 9,193 5,735 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,572) 16 -484 76 1,480 2,568 1,572 2,160 1,000 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.5 2.1 89.1 90.9 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 1 4 36 38 43 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 144,606 COMMITMENTS 4,812 580 2,896 125,590 137,771 133,298 141,247 11,308 3,359 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 450) 728 -372 -317 1,447 840 1,858 151 -1,408 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.4 2.0 86.8 95.3 92.2 97.7 7.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 29 26 32 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 249,307 COMMITMENTS 25,675 178 11,744 197,199 226,009 234,618 237,931 14,689 11,376 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,823) 1,964 178 1,485 -3,085 -1,128 364 535 -2,187 -2,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.1 4.7 79.1 90.7 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 5 32 36 38 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,920,665 COMMITMENTS 636,893 95,833 885,847 1367342 1920451 2890082 2902131 30,583 18,534 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 10,651) -11,510 7,466 -2,786 28,389 7,321 14,093 12,001 -3,442 -1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 3.3 30.3 46.8 65.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 42 22 58 102 100 172 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 946,126 COMMITMENTS 117,896 137,115 177,753 646,212 627,425 941,861 942,293 4,265 3,833 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,685) 7,324 9,743 -333 -8,257 -11,667 -1,266 -2,257 -419 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 14.5 18.8 68.3 66.3 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 33 18 37 44 41 89 84 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,924 COMMITMENTS 0 306 58 1,733 1,388 1,791 1,752 133 172 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 74) 0 -10 0 41 39 41 29 33 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.9 3.0 90.1 72.1 93.1 91.1 6.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 8 10 9 14 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,330 COMMITMENTS 1,556 1,491 2,583 124,280 125,010 128,419 129,083 911 246 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,091) -81 5 275 1,120 781 1,314 1,060 -222 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.2 2.0 96.1 96.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 4 5 35 33 40 38 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,667 COMMITMENTS 0 44 0 7,347 7,559 7,347 7,603 320 64 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 86) 0 0 0 86 86 86 86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 95.8 98.6 95.8 99.2 4.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 12 13 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,528 COMMITMENTS 620 0 557 24,227 24,415 25,404 24,972 1,124 1,556 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 873) -0 0 -4 877 967 873 964 -0 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 2.1 91.3 92.0 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 21 20 24 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,966 COMMITMENTS 0 868 586 28,978 29,762 29,564 31,216 2,402 750 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 182) 0 116 4 112 172 116 292 66 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 1.8 90.7 93.1 92.5 97.7 7.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 22 24 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,062 COMMITMENTS 772 0 0 11,482 11,942 12,254 11,942 808 1,120 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 40) 0 0 0 330 40 330 40 -290 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 0.0 87.9 91.4 93.8 91.4 6.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 21 17 23 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,118 COMMITMENTS 0 0 0 40,082 40,656 40,082 40,656 1,035 462 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 513) -0 0 0 508 497 508 497 5 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 98.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 21 23 22 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| 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: 12,516 COMMITMENTS 0 0 0 11,948 10,718 11,948 10,718 568 1,798 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -88) 0 0 0 -108 -1,508 -108 -1,508 20 1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 85.6 95.5 85.6 4.5 14.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 20,323 COMMITMENTS 0 1,114 0 20,154 19,040 20,154 20,154 169 169 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 0.0 99.2 93.7 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 14 8 14 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 39,564 COMMITMENTS 264 44 0 38,035 39,520 38,299 39,564 1,265 0 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,103) 0 -525 0 6,548 4,628 6,548 4,103 -2,445 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.1 0.0 96.1 99.9 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 16 6 17 7 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 90,795 COMMITMENTS 0 5,905 0 90,795 84,890 90,795 90,795 0 0 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 15 14 15 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,503,650 COMMITMENTS 0 77,760 0 1503650 1425890 1503650 1503650 0 0 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 153,437 COMMITMENTS 7,019 0 0 146,418 152,592 153,437 152,592 0 845 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 11,446) 0 0 0 11,446 11,567 11,446 11,567 0 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 0.0 95.4 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 20 28 23 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,195,237 COMMITMENTS 111,928 0 0 2083309 2195237 2195237 2195237 0 0 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 62,259) 0 0 0 62,259 62,259 62,259 62,259 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.0 94.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 17 21 20 21 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 45,197 COMMITMENTS 80 3,090 0 45,053 41,639 45,133 44,729 64 468 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.8 0.0 99.7 92.1 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 14 18 15 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 49,517 COMMITMENTS 1,728 100 110 47,679 49,267 49,517 49,477 0 40 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,680) 416 100 0 1,264 1,540 1,680 1,640 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.2 0.2 96.3 99.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 24 24 27 26 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 849,190 COMMITMENTS 38,345 29,245 5,152 805,693 814,793 849,190 849,190 0 0 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 15,922) 10,042 5,845 4,000 1,880 6,077 15,922 15,922 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 3.4 0.6 94.9 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 21 22 24 25 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,724 COMMITMENTS 330 84 20 17,860 18,414 18,210 18,518 514 206 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -0) 0 0 0 -0 -0 -0 -0 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.4 0.1 95.4 98.3 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 1 29 34 30 36 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,948 COMMITMENTS 310 0 0 7,885 8,333 8,195 8,333 753 615 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 207) 0 0 0 -63 117 -63 117 270 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 88.1 93.1 91.6 93.1 8.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 21 23 21 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,215 COMMITMENTS 280 0 125 12,523 13,003 12,928 13,128 287 87 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -9) 0 0 -35 5 -11 -30 -46 21 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.9 94.8 98.4 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 22 19 23 20 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,849 COMMITMENTS 0 400 137 9,366 9,076 9,503 9,613 346 236 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 327) 0 -30 -47 370 424 323 347 4 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 1.4 95.1 92.2 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 28 26 29 27 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,516 COMMITMENTS 0 165 35 4,056 4,075 4,091 4,275 425 241 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 427) 0 105 -25 402 362 377 442 50 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.8 89.8 90.2 90.6 94.7 9.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 16 19 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,963,498 COMMITMENTS 256,417 104,786 1024928 1563351 1708210 2844697 2837924 118,802 125,575 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 59,572) 21,823 632 45,023 -12,024 7,451 54,823 53,107 4,750 6,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.5 34.6 52.8 57.6 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 152 108 204 87 100 341 320 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,416 COMMITMENTS 5,652 28,048 19,962 68,887 45,384 94,501 93,394 915 2,022 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,108) 713 3,740 -298 3,360 -1,344 3,775 2,098 -1,667 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 29.4 20.9 72.2 47.6 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 9 15 18 20 34 36 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,443 COMMITMENTS 35,429 35,812 1,101 149,586 135,703 186,116 172,616 29,327 42,827 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,590) 280 448 208 11,995 6,276 12,483 6,932 -7,893 -2,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 16.6 0.5 69.4 63.0 86.4 80.1 13.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 4 28 28 33 35 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,899 COMMITMENTS 38,267 11,622 51,134 120,234 147,238 209,634 209,994 3,265 2,906 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 12,655) 5,786 979 2,831 4,036 8,500 12,654 12,310 1 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.5 24.0 56.5 69.2 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 12 37 30 30 73 69 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 644,236 COMMITMENTS 45,491 2,959 80,113 494,785 540,239 620,390 623,312 23,846 20,924 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 44,413) 2,102 321 6,474 36,726 38,106 45,303 44,901 -889 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.5 12.4 76.8 83.9 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 1 11 32 33 43 44 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,163 COMMITMENTS 152 1,980 200 72,356 71,153 72,708 73,333 2,455 1,830 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,688) 0 -50 0 3,538 3,588 3,538 3,538 1,150 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.6 0.3 96.3 94.7 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 5 3 46 51 51 57 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,751 COMMITMENTS 20,515 43,561 16,460 132,143 105,303 169,118 165,324 5,633 9,427 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 853) 245 -303 2,699 -1,999 -1,782 945 614 -92 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 24.9 9.4 75.6 60.3 96.8 94.6 3.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 16 18 25 25 46 45 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,385 COMMITMENTS 3,284 2,825 2,229 30,980 32,875 36,493 37,929 3,892 2,456 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -888) 791 -700 -97 -1,600 200 -906 -597 18 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 7.0 5.5 76.7 81.4 90.4 93.9 9.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 6 15 16 22 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,947 COMMITMENTS 4,755 2,001 1,645 68,878 78,245 75,278 81,891 30,669 24,056 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 439) 0 0 0 -46 133 -46 133 485 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.9 1.6 65.0 73.9 71.1 77.3 28.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 20 19 23 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,763 COMMITMENTS 0 1,368 0 39,568 38,293 39,568 39,661 195 102 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 450 150 450 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 99.5 96.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 3 0 26 37 26 40 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,914 COMMITMENTS 14,068 2,341 70 4,638 18,880 18,776 21,291 3,138 623 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 691) 218 -152 5 360 856 583 709 108 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 10.7 0.3 21.2 86.2 85.7 97.2 14.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 84 11 1 12 29 97 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,813 COMMITMENTS 21,518 2,109 40 5,011 28,502 26,569 30,651 5,244 1,162 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,070) 1,562 108 6 167 1,905 1,735 2,019 335 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 6.6 0.1 15.8 89.6 83.5 96.3 16.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 85 10 2 14 32 100 43 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,986 COMMITMENTS 53,293 12,649 31,106 124,183 167,172 208,582 210,928 20,404 18,059 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 11,605) 3,091 -1,557 7,503 -3,734 4,128 6,860 10,074 4,746 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 5.5 13.6 54.2 73.0 91.1 92.1 8.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 46 23 38 70 87 135 131 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,618 COMMITMENTS 1,124 0 285 14,971 14,748 16,380 15,033 5,238 6,585 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 916) 0 0 0 351 536 351 536 565 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 1.3 69.3 68.2 75.8 69.5 24.2 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 16 17 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,494 COMMITMENTS 2,004 150 50 6,857 8,638 8,911 8,838 583 656 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 728) 0 50 0 640 590 640 640 88 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 1.6 0.5 72.2 91.0 93.9 93.1 6.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 1 26 34 31 36 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,600 COMMITMENTS 3,010 180 0 34,397 38,360 37,407 38,540 1,193 60 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,965) 290 0 -60 1,680 2,030 1,910 1,970 55 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.5 0.0 89.1 99.4 96.9 99.8 3.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 0 33 29 37 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,130 COMMITMENTS 915 0 0 18,005 17,870 18,920 17,870 210 1,260 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.0 94.1 93.4 98.9 93.4 1.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 25 16 27 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,692 COMMITMENTS 100 50 75 12,817 13,267 12,992 13,392 700 300 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 596) 0 0 75 -179 521 -104 596 700 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.4 0.5 93.6 96.9 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 25 27 27 29 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,944 COMMITMENTS 372 121 0 2,348 2,844 2,720 2,965 1,224 979 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 96) 0 0 0 103 60 103 60 -7 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 3.1 0.0 59.5 72.1 69.0 75.2 31.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 17 15 19 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,032 COMMITMENTS 300 0 0 15,372 16,007 15,672 16,007 360 25 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,546) 0 0 0 1,521 1,521 1,521 1,521 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 95.9 99.8 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 18 23 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,055 COMMITMENTS 2,977 358 0 15,542 18,512 18,519 18,870 536 185 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 474) 570 0 0 -288 474 282 474 192 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 1.9 0.0 81.6 97.2 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 0 26 31 31 32 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,632 COMMITMENTS 826 267 18 8,607 9,212 9,451 9,497 181 135 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 758) 331 0 0 568 932 899 932 -141 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.8 0.2 89.4 95.6 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 25 21 26 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,832 COMMITMENTS 11,512 270 1,932 39,334 51,685 52,778 53,887 3,054 1,945 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 523) 1,005 0 -639 82 3 448 -636 75 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 0.5 3.5 70.5 92.6 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 1 3 30 33 38 37
Updated October 16, 2009