GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,079 COMMITMENTS 1,743 660 0 37,008 38,122 38,751 38,782 328 297 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -8,072) -216 0 0 -7,800 -8,052 -8,016 -8,052 -56 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.7 0.0 94.7 97.6 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 2 0 37 37 38 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,417 COMMITMENTS 50 0 0 19,240 19,287 19,290 19,287 127 130 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,051) -50 0 0 -1,096 -1,121 -1,146 -1,121 95 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.1 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 30 29 31 29 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,044 COMMITMENTS 485 216 166 5,501 5,574 6,152 5,956 892 1,088 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -499) 9 0 -16 -174 -506 -181 -522 -318 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.1 2.4 78.1 79.1 87.3 84.6 12.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 21 19 22 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,343 COMMITMENTS 520 190 220 9,530 9,904 10,270 10,314 1,073 1,029 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,364) 109 85 -245 -783 -820 -919 -980 -445 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.7 1.9 84.0 87.3 90.5 90.9 9.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 2 41 44 45 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,772 COMMITMENTS 40 20 58 7,810 7,848 7,908 7,926 864 846 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,348) 5 -134 -6 -1,339 -1,377 -1,340 -1,517 -8 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.2 0.7 89.0 89.5 90.2 90.4 9.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 1 2 51 56 53 58 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,295 COMMITMENTS 0 0 0 8,290 8,235 8,290 8,235 5 60 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -879) 0 0 0 -874 -859 -874 -859 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 99.3 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 16 19 16 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,482 COMMITMENTS 45,306 19,506 56,815 205,479 244,502 307,600 320,823 48,883 35,659 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -6,582) -3,652 -2,841 -3,520 831 -1,167 -6,341 -7,528 -242 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.5 15.9 57.6 68.6 86.3 90.0 13.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 34 23 45 69 73 132 125 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 84,364 COMMITMENTS 1,020 5,473 23,557 54,828 50,645 79,405 79,675 4,959 4,688 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,253) 16 -128 -1,176 -2,652 -2,583 -3,812 -3,887 560 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.5 27.9 65.0 60.0 94.1 94.4 5.9 5.6 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,819 COMMITMENTS 914 360 500 16,637 18,307 18,051 19,167 1,768 652 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,492) -150 -33 -237 -4,685 -4,640 -5,072 -4,910 -420 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.8 2.5 83.9 92.4 91.1 96.7 8.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 4 5 41 44 49 50 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,377 COMMITMENTS 375 1,200 375 17,161 15,797 17,911 17,372 1,466 2,005 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.2 1.9 88.6 81.5 92.4 89.7 7.6 10.3 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,001 COMMITMENTS 3,859 50 405 9,707 11,539 13,971 11,994 30 2,007 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,170) -1,575 0 105 300 -1,200 -1,170 -1,095 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 0.4 2.9 69.3 82.4 99.8 85.7 0.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 12 15 15 17 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,949 COMMITMENTS 680 0 327 2,788 2,963 3,795 3,290 1,154 1,659 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -234) -58 0 -10 -159 -179 -227 -189 -7 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.0 6.6 56.3 59.9 76.7 66.5 23.3 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 3 13 16 17 19 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 898,244 COMMITMENTS 130,969 206,883 320,075 368,744 322,705 819,788 849,662 78,456 48,582 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -12,224) -19,124 -14,642 -47 12,345 6,963 -6,826 -7,726 -5,398 -4,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 23.0 35.6 41.1 35.9 91.3 94.6 8.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 74 93 113 92 75 240 212 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,379 COMMITMENTS 2,870 98 1,779 58,590 58,636 63,239 60,513 6,140 8,866 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -207) -86 0 194 -14 -615 94 -421 -301 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.1 2.6 84.4 84.5 91.2 87.2 8.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 18 22 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,781 COMMITMENTS 1,656 2,869 400 62,652 60,905 64,708 64,174 11,073 11,607 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,070) 0 0 0 -2,070 -2,070 -2,070 -2,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.8 0.5 82.7 80.4 85.4 84.7 14.6 15.3 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,346 COMMITMENTS 0 0 0 68,062 76,936 68,062 76,936 15,284 6,410 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,662) 0 0 0 -5,426 -2,573 -5,426 -2,573 1,764 -1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 81.7 92.3 81.7 92.3 18.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 20 18 20 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,724 COMMITMENTS 5,450 0 4,235 67,212 76,980 76,897 81,215 10,827 6,509 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,005) 1,759 -1,444 -1,807 -3,596 -2,178 -3,644 -5,429 -1,361 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 4.8 76.6 87.8 87.7 92.6 12.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 4 23 24 27 28 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,417 COMMITMENTS 0 6,659 4,248 84,598 74,836 88,846 85,743 7,571 10,674 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -5,531) -632 665 -836 -4,883 -6,664 -6,351 -6,835 820 1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.9 4.4 87.7 77.6 92.1 88.9 7.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 3 14 21 17 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,210 COMMITMENTS 12,526 2,758 3,183 68,592 84,858 84,301 90,799 12,909 6,411 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,775) 4,931 -2,374 -1,218 -6,885 1,138 -3,172 -2,454 397 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 2.8 3.3 70.6 87.3 86.7 93.4 13.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 20 25 24 28 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,613,547 COMMITMENTS 51,519 105,631 509,853 1047293 992,546 1608665 1608030 4,882 5,517 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 53,933) 2,019 -8,282 34,899 16,956 27,457 53,874 54,074 58 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 6.5 31.6 64.9 61.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 42 29 57 57 58 122 121 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (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 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 212,697 COMMITMENTS 6,888 11,208 4,053 190,275 192,061 201,216 207,322 11,481 5,375 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 195) -1,010 2,405 -79 1,444 -2,376 355 -50 -160 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 5.3 1.9 89.5 90.3 94.6 97.5 5.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 2 5 39 39 46 44 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 146,433 COMMITMENTS 4,034 524 2,013 128,108 138,450 134,155 140,987 12,278 5,446 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,589) -651 0 -112 3,502 2,979 2,739 2,867 -151 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.4 1.4 87.5 94.5 91.6 96.3 8.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 27 25 29 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 237,154 COMMITMENTS 5,520 854 17,452 197,244 208,507 220,216 226,813 16,938 10,341 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,310) 293 564 974 -47 -342 1,220 1,196 90 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.4 7.4 83.2 87.9 92.9 95.6 7.1 4.4 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,774,273 COMMITMENTS 553,444 107,165 836,644 1348279 1810817 2738367 2754626 35,906 19,647 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 15,504) 12,130 -6,421 5,074 -1,220 16,771 15,984 15,424 -480 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 3.9 30.2 48.6 65.3 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 39 24 55 103 96 165 156 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 924,131 COMMITMENTS 126,418 176,517 152,050 641,570 592,501 920,038 921,068 4,093 3,063 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 21,181) 15,404 27,769 -1,156 7,138 -6,065 21,386 20,548 -205 633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 19.1 16.5 69.4 64.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 28 19 35 40 38 83 77 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,097 COMMITMENTS 80 686 59 2,824 2,229 2,963 2,974 134 123 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 743) 0 -6 12 701 733 713 739 30 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 22.2 1.9 91.2 72.0 95.7 96.0 4.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 2 12 13 14 17 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,829 COMMITMENTS 0 0 0 1,107 1,353 1,107 1,353 722 476 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -555) 0 0 0 -220 -268 -220 -268 -335 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 60.5 74.0 60.5 74.0 39.5 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 22 21 22 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 132,054 COMMITMENTS 1,392 1,716 6,814 122,638 123,050 130,844 131,580 1,210 474 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 987) -233 -1,045 1,662 -806 225 623 841 364 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.3 5.2 92.9 93.2 99.1 99.6 0.9 0.4 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,601 COMMITMENTS 0 44 0 6,323 6,535 6,323 6,579 278 22 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -580 -540 -580 -540 -20 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 95.8 99.0 95.8 99.7 4.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 13 14 13 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,981 COMMITMENTS 0 1,105 579 22,500 21,119 23,079 22,803 902 1,178 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 659) -16 506 -6 1,131 423 1,109 923 -450 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 2.4 93.8 88.1 96.2 95.1 3.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 3 24 21 27 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,325 COMMITMENTS 0 1,140 490 29,188 29,557 29,678 31,187 1,647 138 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -48) 0 40 0 -160 -88 -160 -48 112 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 1.6 93.2 94.4 94.7 99.6 5.3 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,148 COMMITMENTS 720 0 0 11,396 11,826 12,116 11,826 1,032 1,322 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -160 -160 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 0.0 86.7 89.9 92.2 89.9 7.8 10.1 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,657 COMMITMENTS 44 0 750 44,712 45,629 45,505 46,379 1,152 278 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 699) -26 0 12 758 733 744 745 -45 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 1.6 95.8 97.8 97.5 99.4 2.5 0.6 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 12/08/09 | --------------------------------------------------------------| 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: 11,518 COMMITMENTS 0 0 0 10,654 10,684 10,654 10,684 864 834 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -66) 0 0 0 288 20 288 20 -354 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.5 92.8 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 23 19 23 19 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 19,859 COMMITMENTS 0 762 0 19,732 18,970 19,732 19,732 127 127 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 0.0 99.4 95.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (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 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 96,861 COMMITMENTS 0 5,275 0 96,861 91,546 96,861 96,821 0 40 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (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 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 173,469 COMMITMENTS 6,217 0 0 167,232 172,814 173,449 172,814 20 655 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,350) 0 0 0 2,370 2,330 2,370 2,330 -20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 96.4 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,753,704 COMMITMENTS 103,205 0 0 2650499 2753704 2753704 2753704 0 0 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -416) 0 0 0 -416 -416 -416 -416 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (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 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/08/09 | --------------------------------------------------------------| 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 12/01/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,328 COMMITMENTS 230 0 20 14,536 15,249 14,786 15,269 542 59 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,455) -25 -84 0 -2,440 -2,245 -2,465 -2,329 11 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.1 94.8 99.5 96.5 99.6 3.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 1 31 35 32 36 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,893 COMMITMENTS 200 0 60 5,973 6,498 6,233 6,558 660 335 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -77) 0 0 0 -77 -2 -77 -2 -0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.9 86.7 94.3 90.4 95.1 9.6 4.9 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,022 COMMITMENTS 220 0 120 10,451 10,797 10,791 10,917 231 105 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1) 0 0 0 1 1 1 1 -0 0 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,637 COMMITMENTS 0 98 63 13,275 13,295 13,338 13,456 299 181 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,721) -83 -72 -50 -1,226 -1,555 -1,359 -1,677 -362 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.5 97.3 97.5 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 25 28 26 29 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,326 COMMITMENTS 0 310 0 5,936 5,585 5,936 5,895 390 431 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 250) 0 90 -15 265 115 250 190 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.0 93.8 88.3 93.8 93.2 6.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 18 18 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,549,095 COMMITMENTS 242,245 100,695 822,266 1371000 1537382 2435510 2460344 113,585 88,751 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 40,897) -9,872 -1,897 29,448 15,314 11,523 34,890 39,075 6,006 1,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 4.0 32.3 53.8 60.3 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 143 80 174 88 96 310 283 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,794 COMMITMENTS 4,608 27,031 18,564 73,180 50,746 96,352 96,342 4,442 4,452 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 11,633) 929 591 2,164 10,856 9,001 13,949 11,755 -2,316 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 26.8 18.4 72.6 50.3 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 6 9 12 15 22 24 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,082 COMMITMENTS 39,152 29,061 1,797 149,039 140,506 189,988 171,364 21,094 39,718 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 6,922) 446 653 -7 5,118 8,846 5,557 9,492 1,365 -2,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 13.8 0.9 70.6 66.6 90.0 81.2 10.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 6 32 32 40 39 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,574 COMMITMENTS 29,863 5,943 39,894 92,974 117,334 162,731 163,172 4,843 4,403 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,845) -2,797 476 -620 -227 -3,739 -3,644 -3,882 -201 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 3.5 23.8 55.5 70.0 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 24 10 29 23 23 58 53 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 633,378 COMMITMENTS 37,556 3,617 71,748 503,602 539,652 612,906 615,017 20,472 18,360 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -8,666) -1,628 -245 -169 -7,100 -8,858 -8,897 -9,271 231 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.6 11.3 79.5 85.2 96.8 97.1 3.2 2.9 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,793 COMMITMENTS 100 1,285 250 79,945 79,008 80,295 80,543 1,498 1,250 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,622) 0 50 0 2,005 1,675 2,005 1,725 -383 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.6 0.3 97.7 96.6 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 3 2 47 52 49 56 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,291 COMMITMENTS 16,320 29,512 9,969 100,695 85,276 126,984 124,757 5,307 7,534 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -311) -121 -457 109 -100 -450 -112 -798 -199 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 22.3 7.5 76.1 64.5 96.0 94.3 4.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 12 13 24 24 41 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,649 COMMITMENTS 516 4,438 2,373 23,853 20,338 26,742 27,149 1,907 1,500 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,386) 0 522 14 1,840 1,067 1,854 1,603 -468 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 15.5 8.3 83.3 71.0 93.3 94.8 6.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 5 15 18 21 25 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,633 COMMITMENTS 1,902 1,367 1,975 68,304 78,199 72,181 81,541 29,452 20,092 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,363) -74 28 236 1,192 2,125 1,354 2,389 9 -1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.3 1.9 67.2 76.9 71.0 80.2 29.0 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 26 25 29 27 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,046 COMMITMENTS 0 2,130 0 39,831 37,716 39,831 39,846 215 200 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,495) 0 0 0 1,295 1,495 1,295 1,495 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.0 99.5 94.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 3 0 28 39 28 42 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,064 COMMITMENTS 0 0 0 45,968 43,751 45,968 43,751 5,096 7,313 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -788) 0 0 0 -728 -1,005 -728 -1,005 -61 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.0 85.7 90.0 85.7 10.0 14.3 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,904 COMMITMENTS 15,400 1,879 273 4,507 20,234 20,180 22,386 2,724 518 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -367) 78 187 -33 -318 -512 -273 -358 -94 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 8.2 1.2 19.7 88.3 88.1 97.7 11.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 86 16 7 24 25 116 42 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,120 COMMITMENTS 22,820 1,706 105 5,677 31,065 28,602 32,876 5,518 1,244 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,735) -1,587 -221 -108 -17 -1,708 -1,712 -2,037 -23 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 5.0 0.3 16.6 91.0 83.8 96.4 16.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 86 12 4 15 29 105 42 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,124 COMMITMENTS 64,791 18,111 34,344 146,235 195,809 245,370 248,264 21,754 18,860 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -12,586) -11,971 -1,103 -1,749 622 -13,244 -13,098 -16,096 512 3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 6.8 12.9 54.7 73.3 91.9 92.9 8.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 60 25 46 72 88 155 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,949 COMMITMENTS 1,425 0 687 14,297 15,256 16,409 15,943 5,540 6,006 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 726) -1 0 450 307 82 756 532 -30 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 3.1 65.1 69.5 74.8 72.6 25.2 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 3 18 19 22 22 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,742 COMMITMENTS 1,622 0 175 6,337 8,542 8,134 8,717 608 25 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,358) -191 0 0 -1,167 -802 -1,358 -802 0 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 0.0 2.0 72.5 97.7 93.0 99.7 7.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 0 2 29 36 35 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,299 COMMITMENTS 750 0 678 36,632 38,296 38,060 38,974 1,239 325 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -4,608) -1,749 0 678 -3,441 -5,286 -4,512 -4,608 -96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 1.7 93.2 97.4 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 1 36 29 38 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,890 COMMITMENTS 2,780 0 0 20,050 22,290 22,830 22,290 60 600 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,179) -230 0 0 -855 -525 -1,085 -525 -94 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 0.0 0.0 87.6 97.4 99.7 97.4 0.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 27 17 30 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,836 COMMITMENTS 2,984 50 0 12,312 14,586 15,296 14,636 540 1,200 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -111) 484 0 0 -1,035 -111 -551 -111 440 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 0.3 0.0 77.7 92.1 96.6 92.4 3.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 1 0 29 28 35 29 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,720 COMMITMENTS 204 59 31 2,326 3,031 2,561 3,121 1,159 599 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 66) 0 0 0 4 29 4 29 62 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.6 0.8 62.5 81.5 68.8 83.9 31.2 16.1 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,571 COMMITMENTS 420 0 0 12,991 13,466 13,411 13,466 160 105 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -2,747) 0 0 0 -2,662 -2,842 -2,662 -2,842 -85 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 95.7 99.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 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 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,087 COMMITMENTS 1,044 96 7 15,996 16,800 17,047 16,903 40 184 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 84) -456 96 0 570 -114 114 -18 -30 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.6 0.0 93.6 98.3 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 1 32 34 36 36 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,074 COMMITMENTS 1,613 659 0 7,416 8,278 9,029 8,937 45 137 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 587) 761 270 0 -129 362 632 632 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 7.3 0.0 81.7 91.2 99.5 98.5 0.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 0 20 22 23 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,071 COMMITMENTS 8,775 930 1,415 38,378 47,404 48,568 49,749 2,503 1,322 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 105) 120 261 -120 225 -36 225 105 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 1.8 2.8 75.1 92.8 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 35 36 41 41 RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,915 COMMITMENTS 4,059 1,650 1,480 12,937 16,305 18,476 19,435 4,439 3,480 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,474) -1,178 1,100 -347 -925 -1,726 -2,450 -973 976 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 7.2 6.5 56.5 71.2 80.6 84.8 19.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 5 11 14 16 20
Updated December 11, 2009