GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,151 COMMITMENTS 1,959 660 0 44,808 46,174 46,767 46,834 384 317 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 516) 0 30 0 213 181 213 211 303 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 1.4 0.0 95.0 97.9 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 2 0 37 41 39 43 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,468 COMMITMENTS 100 0 0 20,336 20,408 20,436 20,408 32 60 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -36 -35 -36 -35 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,543 COMMITMENTS 476 216 182 5,675 6,080 6,333 6,478 1,210 1,065 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 474) 476 -245 -185 30 918 321 488 153 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 2.9 2.4 75.2 80.6 84.0 85.9 16.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 21 20 22 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,707 COMMITMENTS 411 105 465 10,313 10,724 11,189 11,294 1,518 1,413 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 830) -102 25 -71 633 372 460 326 370 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.8 3.7 81.2 84.4 88.1 88.9 11.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 3 41 45 46 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,120 COMMITMENTS 35 154 64 9,149 9,225 9,248 9,443 872 677 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 390) 0 10 -5 280 366 275 371 115 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.5 0.6 90.4 91.2 91.4 93.3 8.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 2 2 49 58 51 61 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,174 COMMITMENTS 0 0 0 9,164 9,094 9,164 9,094 10 80 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 299) 0 0 0 299 239 299 239 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 99.1 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 18 19 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,065 COMMITMENTS 48,958 22,348 60,335 204,648 245,669 313,940 328,352 49,124 34,713 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -4,960) 1,839 -304 -2,602 -4,938 -3,436 -5,700 -6,341 740 1,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 6.2 16.6 56.4 67.7 86.5 90.4 13.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 41 24 45 66 76 131 129 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 87,616 COMMITMENTS 1,004 5,601 24,733 57,480 53,228 83,217 83,563 4,399 4,054 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,160) 494 3 -153 -1,564 -1,538 -1,223 -1,689 -1,938 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 6.4 28.2 65.6 60.8 95.0 95.4 5.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 5 9 16 16 25 25 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 25,311 COMMITMENTS 1,064 393 737 21,322 22,947 23,123 24,077 2,188 1,234 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,608) 39 0 0 769 1,308 808 1,308 800 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 1.6 2.9 84.2 90.7 91.4 95.1 8.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 6 6 45 51 54 58 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,152 COMMITMENTS 375 1,200 375 16,936 15,572 17,686 17,147 1,466 2,005 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,142) -200 -150 150 -2,030 -2,027 -2,080 -2,027 -62 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.3 2.0 88.4 81.3 92.3 89.5 7.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 2 25 24 27 27 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,171 COMMITMENTS 5,434 50 300 9,407 12,739 15,141 13,089 30 2,082 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -565) -255 0 0 -280 -565 -535 -565 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 0.3 2.0 62.0 84.0 99.8 86.3 0.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 15 13 16 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,183 COMMITMENTS 738 0 337 2,947 3,142 4,022 3,479 1,161 1,704 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 224) 81 0 98 8 97 187 195 37 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.0 6.5 56.9 60.6 77.6 67.1 22.4 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 15 17 19 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 910,468 COMMITMENTS 150,093 221,524 320,123 356,398 315,742 826,614 857,388 83,854 53,080 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 18,389) -5,299 2,532 6,748 7,333 24 8,783 9,304 9,606 9,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 24.3 35.2 39.1 34.7 90.8 94.2 9.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 77 80 110 95 75 242 204 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,586 COMMITMENTS 2,956 98 1,585 58,604 59,251 63,145 60,934 6,441 8,652 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -4,076) 223 0 -481 -3,713 -3,356 -3,971 -3,837 -105 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.1 2.3 84.2 85.1 90.7 87.6 9.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 17 22 20 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,851 COMMITMENTS 1,656 2,869 400 64,722 62,975 66,778 66,244 11,073 11,607 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -6,221) 334 0 0 -7,136 -6,269 -6,802 -6,269 581 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.7 0.5 83.1 80.9 85.8 85.1 14.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 24 26 27 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| 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 11/24/09 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,729 COMMITMENTS 3,691 1,444 6,042 70,808 79,158 80,541 86,644 12,188 6,085 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 344) 0 0 0 1,846 527 1,846 527 -1,502 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.6 6.5 76.4 85.4 86.9 93.4 13.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 25 24 29 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,948 COMMITMENTS 632 5,994 5,084 89,481 81,500 95,197 92,578 6,751 9,370 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,573) 263 -2,513 332 -214 2,292 381 111 1,192 1,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 5.9 5.0 87.8 79.9 93.4 90.8 6.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 19 26 23 29 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,985 COMMITMENTS 7,595 5,132 4,401 75,477 83,720 87,473 93,253 12,512 6,732 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,069) -856 0 525 544 544 213 1,069 856 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 5.1 4.4 75.5 83.7 87.5 93.3 12.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 4 23 27 27 31 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,559,614 COMMITMENTS 49,500 113,914 474,953 1030337 965,089 1554790 1553956 4,824 5,658 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 27,492) 2,057 -4,935 11,682 14,127 20,699 27,866 27,446 -374 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 7.3 30.5 66.1 61.9 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 44 28 56 57 58 123 120 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,628 COMMITMENTS 0 1,800 0 94,350 89,110 94,350 90,910 3,278 6,718 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -13,327) -6,076 -620 0 -7,427 -12,490 -13,503 -13,110 176 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 96.6 91.3 96.6 93.1 3.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 16 16 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 212,502 COMMITMENTS 7,898 8,803 4,132 188,831 194,437 200,861 207,372 11,641 5,130 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -12,794) -2,540 -1,358 211 -13,270 -11,186 -15,599 -12,333 2,805 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.1 1.9 88.9 91.5 94.5 97.6 5.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 1 5 38 38 45 43 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 143,844 COMMITMENTS 4,685 524 2,125 124,605 135,470 131,415 138,119 12,429 5,725 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -6,798) -58 -335 -587 -5,915 -6,527 -6,560 -7,449 -238 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.4 1.5 86.6 94.2 91.4 96.0 8.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 26 25 28 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 235,844 COMMITMENTS 5,227 290 16,478 197,291 208,849 218,996 225,617 16,848 10,227 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -11,060) -958 290 -827 -8,079 -9,625 -9,864 -10,162 -1,196 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.1 7.0 83.7 88.6 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 4 33 35 37 39 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,758,769 COMMITMENTS 541,314 113,586 831,570 1349499 1794046 2722383 2739202 36,386 19,567 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -143,238) -23,968 -8,516 -44,943 -62,347 -81,674 -131,258 -135,133 -11,980 -8,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 4.1 30.1 48.9 65.0 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 37 25 54 101 93 161 152 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 902,950 COMMITMENTS 111,014 148,748 153,206 634,432 598,566 898,652 900,520 4,298 2,430 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 11,409) 1,553 10,490 245 9,424 1,155 11,222 11,890 187 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 16.5 17.0 70.3 66.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 20 33 41 39 80 78 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,354 COMMITMENTS 80 692 47 2,123 1,496 2,250 2,235 104 119 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -640) 21 -108 -33 -587 -452 -599 -593 -41 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 29.4 2.0 90.2 63.6 95.6 94.9 4.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 11 12 13 16 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,384 COMMITMENTS 0 0 0 1,327 1,621 1,327 1,621 1,057 763 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 264) 0 0 0 136 174 136 174 128 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 55.7 68.0 55.7 68.0 44.3 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 24 23 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 131,067 COMMITMENTS 1,625 2,761 5,152 123,444 122,825 130,221 130,739 846 328 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -7,438) 101 358 -306 -7,330 -7,523 -7,535 -7,470 97 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.1 3.9 94.2 93.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 6 5 35 33 42 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,201 COMMITMENTS 0 44 0 6,903 7,075 6,903 7,119 298 82 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 95.9 98.3 95.9 98.9 4.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,322 COMMITMENTS 16 599 585 21,369 20,696 21,970 21,880 1,352 1,442 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,968) -1 -1 -5 -2,324 -2,147 -2,330 -2,153 362 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.6 2.5 91.6 88.7 94.2 93.8 5.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 3 23 19 26 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,373 COMMITMENTS 0 1,100 490 29,348 29,645 29,838 31,235 1,535 138 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -641) 0 -10 -10 -569 -559 -579 -579 -62 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 1.6 93.5 94.5 95.1 99.6 4.9 0.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,308 COMMITMENTS 720 0 0 11,556 11,986 12,276 11,986 1,032 1,322 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -174) -30 0 -8 -150 -158 -188 -166 14 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 86.8 90.1 92.2 90.1 7.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 17 20 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,958 COMMITMENTS 70 0 738 43,954 44,896 44,761 45,634 1,197 324 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -502) -24 0 -1 -864 -450 -888 -450 386 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 1.6 95.6 97.7 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 22 22 24 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,584 COMMITMENTS 0 0 0 10,366 10,664 10,366 10,664 1,218 920 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -542) 0 0 0 -546 -692 -546 -692 4 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.5 92.1 89.5 92.1 10.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 19,359 COMMITMENTS 0 762 0 19,232 18,470 19,232 19,232 127 127 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 490) 0 -220 0 510 730 510 510 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.9 0.0 99.3 95.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 8 12 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 51,129 COMMITMENTS 220 400 0 50,174 50,629 50,394 51,029 735 100 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,120) 0 0 0 -3,020 -3,120 -3,020 -3,120 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.8 0.0 98.1 99.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 20 9 21 10 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 855,778 COMMITMENTS 0 31,040 0 855,778 824,738 855,778 855,778 0 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -30,521) 0 0 0 -30,521 -30,521 -30,521 -30,521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 100.0 96.4 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 96,501 COMMITMENTS 0 5,275 0 96,501 91,186 96,501 96,461 0 40 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -5,300) 0 -300 0 -5,300 -5,000 -5,300 -5,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,616,042 COMMITMENTS 0 69,830 0 1616042 1546212 1616042 1616042 0 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -75,388) 0 -4,010 0 -75,388 -71,378 -75,388 -75,388 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 100.0 95.7 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 171,119 COMMITMENTS 6,217 0 0 164,862 170,484 171,079 170,484 40 635 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,970) -560 0 0 -2,450 -2,870 -3,010 -2,870 40 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 96.3 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 0 21 29 23 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,754,120 COMMITMENTS 103,205 0 0 2650915 2754120 2754120 2754120 0 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -15,792) -4,411 0 0 -11,381 -15,792 -15,792 -15,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 19 22 22 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 62,493 COMMITMENTS 80 3,090 0 62,391 58,977 62,471 62,067 22 426 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 280) 0 0 0 300 300 300 300 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.9 0.0 99.8 94.4 100.0 99.3 0.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,032,176 COMMITMENTS 0 81,875 0 1032176 950,301 1032176 1032176 0 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -24,192) 0 -2,005 0 -24,192 -22,187 -24,192 -24,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 56,231 COMMITMENTS 6,410 579 45 49,521 55,567 55,976 56,191 255 40 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,340) -2,560 0 0 -780 -3,340 -3,340 -3,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 1.0 0.1 88.1 98.8 99.5 99.9 0.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,026,976 COMMITMENTS 129,300 35,400 0 897,676 991,576 1026976 1026976 0 0 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -18,446) 0 0 0 -18,446 -18,446 -18,446 -18,446 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 3.4 0.0 87.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,783 COMMITMENTS 255 84 20 16,976 17,493 17,251 17,597 531 185 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 144) -25 0 0 171 129 146 129 -2 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.5 0.1 95.5 98.4 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 31 34 32 36 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,970 COMMITMENTS 200 0 60 6,050 6,500 6,310 6,560 660 410 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -784) -25 0 0 -714 -734 -739 -734 -45 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.9 86.8 93.3 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 24 20 25 21 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,021 COMMITMENTS 220 0 120 10,450 10,796 10,790 10,916 231 105 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,029) -15 0 -10 -990 -1,028 -1,015 -1,038 -14 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 1.1 94.8 98.0 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 24 18 25 19 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,358 COMMITMENTS 83 170 113 14,501 14,850 14,697 15,133 661 225 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 838) 0 -75 89 619 794 708 808 130 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.1 0.7 94.4 96.7 95.7 98.5 4.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 28 30 30 31 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,754 COMMITMENTS 0 310 0 14,320 13,132 14,320 13,442 6,434 7,312 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 10,505) 0 25 -25 4,335 3,253 4,310 3,253 6,195 7,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 69.0 63.3 69.0 64.8 31.0 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 14 16 15 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,076 COMMITMENTS 0 220 15 5,671 5,470 5,686 5,705 390 371 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -528) 0 95 -70 -438 -533 -508 -508 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.2 93.3 90.0 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 18 18 19 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,508,198 COMMITMENTS 252,116 102,592 792,818 1355686 1525859 2400620 2421269 107,579 86,929 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 55,067) 4,687 -1,395 29,285 13,217 7,295 47,189 35,185 7,878 19,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.1 31.6 54.1 60.8 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 131 87 177 84 100 306 289 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,161 COMMITMENTS 3,679 26,440 16,400 62,323 41,746 82,403 84,587 6,758 4,574 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,343) 205 785 340 1,850 1,036 2,394 2,161 -51 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 29.7 18.4 69.9 46.8 92.4 94.9 7.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 7 9 10 12 19 21 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,160 COMMITMENTS 38,706 28,408 1,804 143,921 131,660 184,431 161,872 19,729 42,288 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -7,231) 1,107 -5,050 -744 -6,958 -3,756 -6,595 -9,550 -636 2,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 13.9 0.9 70.5 64.5 90.3 79.3 9.7 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 5 6 31 30 39 37 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 171,419 COMMITMENTS 32,660 5,467 40,514 93,201 121,073 166,375 167,053 5,045 4,366 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 6,568) 1,689 -528 1,349 2,438 5,021 5,475 5,842 1,092 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 3.2 23.6 54.4 70.6 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 26 10 29 23 23 58 53 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 642,044 COMMITMENTS 39,184 3,862 71,917 510,702 548,510 621,803 624,289 20,241 17,755 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -18,096) -5,049 1,043 -1,197 -12,459 -18,786 -18,705 -18,940 609 845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.6 11.2 79.5 85.4 96.8 97.2 3.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 3 11 35 36 46 47 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,171 COMMITMENTS 100 1,235 250 77,940 77,333 78,290 78,818 1,881 1,353 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -10,117) -82 -200 -25 -10,163 -10,215 -10,270 -10,440 153 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.5 0.3 97.2 96.5 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 3 2 46 52 48 56 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,602 COMMITMENTS 16,441 29,969 9,860 100,795 85,726 127,096 125,555 5,506 7,047 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 887) 999 387 -241 -134 296 624 442 263 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 22.6 7.4 76.0 64.6 95.8 94.7 4.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 13 14 24 24 43 41 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,263 COMMITMENTS 516 3,916 2,359 22,013 19,271 24,888 25,546 2,375 1,717 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,482) 166 481 391 622 266 1,179 1,138 303 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 14.4 8.7 80.7 70.7 91.3 93.7 8.7 6.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,270 COMMITMENTS 1,976 1,339 1,739 67,112 76,074 70,827 79,152 29,443 21,118 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -5,740) -4 -911 0 -7,529 -3,982 -7,533 -4,893 1,793 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.3 1.7 66.9 75.9 70.6 78.9 29.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 25 24 28 26 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,551 COMMITMENTS 0 2,130 0 38,536 36,221 38,536 38,351 15 200 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -3,706) 0 612 0 -3,641 -4,366 -3,641 -3,754 -65 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 0.0 100.0 94.0 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 3 0 28 36 28 39 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,852 COMMITMENTS 0 0 0 46,695 44,756 46,695 44,756 5,157 7,096 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -4,076) 0 0 0 -4,189 -4,031 -4,189 -4,031 113 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.1 86.3 90.1 86.3 9.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 20 19 20 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,271 COMMITMENTS 15,322 1,692 306 4,825 20,746 20,453 22,744 2,818 527 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 355) 413 41 93 83 226 589 360 -234 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.8 7.3 1.3 20.7 89.1 87.9 97.7 12.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 89 16 8 24 26 118 45 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,855 COMMITMENTS 24,407 1,927 213 5,694 32,773 30,314 34,913 5,541 942 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 874) 635 -262 -41 108 1,023 702 720 172 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.1 5.4 0.6 15.9 91.4 84.5 97.4 15.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 89 13 5 16 32 110 47 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 279,710 COMMITMENTS 76,762 19,214 36,093 145,613 209,053 258,468 264,360 21,242 15,350 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,806) 2,852 1,713 1,354 -4,626 -2,742 -420 325 2,225 1,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 6.9 12.9 52.1 74.7 92.4 94.5 7.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 62 26 45 68 89 156 140 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,223 COMMITMENTS 1,426 0 237 13,990 15,174 15,653 15,411 5,570 5,812 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,962) -507 0 -186 -1,115 -840 -1,808 -1,026 -154 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.0 1.1 65.9 71.5 73.8 72.6 26.2 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 17 19 20 21 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,100 COMMITMENTS 1,813 0 175 7,504 9,344 9,492 9,519 608 581 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,059) 359 0 50 545 934 954 984 105 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 1.7 74.3 92.5 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 0 2 29 37 35 39 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,907 COMMITMENTS 2,499 0 0 40,073 43,582 42,572 43,582 1,335 325 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -137) 0 0 0 -237 -137 -237 -137 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.0 0.0 91.3 99.3 97.0 99.3 3.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 35 29 37 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,069 COMMITMENTS 3,010 0 0 20,905 22,815 23,915 22,815 154 1,254 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 635) 0 0 0 755 635 755 635 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.0 0.0 86.9 94.8 99.4 94.8 0.6 5.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,947 COMMITMENTS 2,500 50 0 13,347 14,697 15,847 14,747 100 1,200 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 257) 0 0 0 257 257 257 257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 0.3 0.0 83.7 92.2 99.4 92.5 0.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 0 30 30 33 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,654 COMMITMENTS 204 59 31 2,322 3,002 2,557 3,092 1,097 562 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -339) -40 -31 20 -310 -61 -330 -72 -9 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.6 0.8 63.5 82.2 70.0 84.6 30.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 17 17 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,318 COMMITMENTS 420 0 0 15,653 16,308 16,073 16,308 245 10 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 93) 0 0 0 93 93 93 93 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 22 19 23 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,003 COMMITMENTS 1,500 0 7 15,426 16,914 16,933 16,921 70 82 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,431) -273 0 -34 -2,075 -2,401 -2,382 -2,435 -49 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.0 0.0 90.7 99.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 0 1 31 34 36 35 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,487 COMMITMENTS 852 389 0 7,545 7,916 8,397 8,305 90 182 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -1,806) 366 95 -58 -2,093 -1,965 -1,785 -1,928 -21 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 4.6 0.0 88.9 93.3 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 0 21 20 23 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,966 COMMITMENTS 8,655 669 1,535 38,153 47,440 48,343 49,644 2,623 1,322 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -2,973) -978 358 -267 -1,751 -2,895 -2,996 -2,804 23 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 1.3 3.0 74.9 93.1 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 35 36 41 41
Updated December 4, 2009