GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,745 COMMITMENTS 1,803 675 0 42,607 43,843 44,410 44,518 335 227 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,702) 0 15 0 1,627 1,687 1,627 1,702 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.5 0.0 95.2 98.0 99.3 99.5 0.7 0.5 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,205 COMMITMENTS 50 0 0 21,113 21,160 21,163 21,160 42 45 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 320) 0 0 0 320 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.6 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 29 33 30 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,427 COMMITMENTS 377 216 242 5,982 5,898 6,601 6,356 826 1,071 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 67) 0 0 0 55 114 55 114 12 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.9 3.3 80.5 79.4 88.9 85.6 11.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 23 22 24 24 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,132 COMMITMENTS 658 296 55 10,310 10,922 11,023 11,273 1,109 859 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 84) 11 5 0 87 111 98 116 -14 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.4 0.5 85.0 90.0 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 1 42 46 46 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,886 COMMITMENTS 80 120 74 9,053 9,198 9,207 9,392 679 494 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 219) 15 65 0 318 308 333 373 -114 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.2 0.7 91.6 93.0 93.1 95.0 6.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 3 2 51 57 54 61 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,591 COMMITMENTS 900 40 0 1,874 3,052 2,774 3,092 817 499 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 19) 0 0 0 20 20 20 20 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 1.1 0.0 52.2 85.0 77.2 86.1 22.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 17 14 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,187 COMMITMENTS 0 0 0 10,177 10,187 10,177 10,187 10 0 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 575) 0 0 0 575 615 575 615 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,836 COMMITMENTS 58,741 17,816 48,914 205,362 262,384 313,016 329,113 46,820 30,723 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,475) 11,781 -738 -4,768 -4,137 12,352 2,876 6,847 599 -3,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 5.0 13.6 57.1 72.9 87.0 91.5 13.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 42 19 40 75 83 138 127 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,982 COMMITMENTS 1,951 7,397 23,479 55,871 51,248 81,301 82,124 4,681 3,858 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,136) 418 -30 1,173 1,074 1,726 2,664 2,868 472 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 8.6 27.3 65.0 59.6 94.6 95.5 5.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 5 9 16 16 25 26 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,835 COMMITMENTS 996 310 625 18,834 21,324 20,455 22,259 2,380 576 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 775) 32 50 25 418 600 475 675 300 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.4 2.7 82.5 93.4 89.6 97.5 10.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 2 6 42 50 50 57 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,467 COMMITMENTS 375 300 375 17,491 16,787 18,241 17,462 1,226 2,005 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.5 1.9 89.8 86.2 93.7 89.7 6.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 26 24 28 27 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,021 COMMITMENTS 2,509 50 1,605 10,877 11,359 14,991 13,014 30 2,007 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 0.3 10.7 72.4 75.6 99.8 86.6 0.2 13.4 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,102 COMMITMENTS 703 0 349 2,710 2,937 3,762 3,286 1,340 1,816 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 16) 2 0 0 30 0 32 0 -16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.0 6.8 53.1 57.6 73.7 64.4 26.3 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 3 12 15 16 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 881,937 COMMITMENTS 141,270 213,773 317,382 348,538 312,542 807,190 843,696 74,748 38,242 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -13,866) 5,073 4,729 -9,433 -7,482 -6,755 -11,842 -11,460 -2,024 -2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 24.2 36.0 39.5 35.4 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 67 80 110 86 73 230 200 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,502 COMMITMENTS 3,003 0 1,238 59,098 59,255 63,339 60,493 6,163 9,009 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 432) -90 0 90 432 342 432 432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 1.8 85.0 85.3 91.1 87.0 8.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 20 20 22 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,456 COMMITMENTS 1,903 2,869 400 63,925 62,245 66,228 65,514 11,228 11,942 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -1,572) 0 0 0 -1,572 -1,572 -1,572 -1,572 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.7 0.5 82.5 80.4 85.5 84.6 14.5 15.4 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,188 COMMITMENTS 0 0 0 70,434 76,844 70,434 76,844 12,754 6,344 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 270) 0 0 0 1,579 -32 1,579 -32 -1,309 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 84.7 92.4 84.7 92.4 15.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 20 19 20 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,444 COMMITMENTS 8,022 0 2,479 75,731 88,150 86,232 90,629 11,212 6,815 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -1,022) 175 -53 -692 -498 -369 -1,015 -1,114 -7 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 2.5 77.7 90.5 88.5 93.0 11.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 3 23 26 26 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,032 COMMITMENTS 665 4,168 4,894 86,831 79,989 92,390 89,051 6,642 9,981 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 20) 82 0 -62 0 0 20 -62 0 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.2 4.9 87.7 80.8 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 15 22 18 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,885 COMMITMENTS 10,955 2,598 5,149 72,289 84,167 88,393 91,914 11,492 7,971 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,262) -1,017 -172 950 1,405 248 1,338 1,026 -76 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.6 5.2 72.4 84.3 88.5 92.0 11.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 4 23 25 27 29 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,556,341 COMMITMENTS 52,618 96,816 500,465 997,967 953,376 1551050 1550657 5,291 5,684 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -127,312) -966 -9,696 -52,678 -73,845 -64,903 -127,489 -127,277 177 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 6.2 32.2 64.1 61.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 34 31 53 53 55 112 114 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,366 COMMITMENTS 0 1,800 0 97,442 93,308 97,442 95,108 2,924 5,258 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,117) 0 0 0 3,471 3,117 3,471 3,117 -354 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 97.1 93.0 97.1 94.8 2.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 19 18 19 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 214,603 COMMITMENTS 6,393 9,236 5,346 191,524 193,671 203,263 208,253 11,340 6,350 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 275) 7 45 143 527 123 677 311 -402 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 4.3 2.5 89.2 90.2 94.7 97.0 5.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 5 41 40 48 45 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 151,767 COMMITMENTS 1,774 2,031 3,605 133,934 140,917 139,313 146,553 12,454 5,214 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 715) 428 170 220 67 356 715 746 0 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.3 2.4 88.2 92.9 91.8 96.6 8.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 2 25 25 28 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 237,812 COMMITMENTS 9,012 0 10,881 199,398 216,369 219,291 227,250 18,521 10,562 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 426) 838 -950 -42 -189 1,386 607 394 -181 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 4.6 83.8 91.0 92.2 95.6 7.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 4 34 35 38 39 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,057,250 COMMITMENTS 664,187 80,081 949,356 1406116 2007649 3019659 3037086 37,591 20,164 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 103,916) 17,500 78 27,087 59,673 79,293 104,260 106,458 -344 -2,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 2.6 31.1 46.0 65.7 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 21 57 111 100 176 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 889,416 COMMITMENTS 122,430 196,530 140,316 621,461 549,296 884,207 886,142 5,209 3,274 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -136,875) -31,071 -4,293 -59,069 -48,352 -74,258 -138,492 -137,620 1,617 745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 22.1 15.8 69.9 61.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 25 24 37 39 36 82 79 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,942 COMMITMENTS 86 960 42 3,686 2,799 3,814 3,801 128 141 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 175) 0 195 0 145 -5 145 190 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 24.4 1.1 93.5 71.0 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 2 13 16 15 20 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,826 COMMITMENTS 0 0 0 1,008 1,313 1,008 1,313 818 513 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -70) 0 0 0 -49 -25 -49 -25 -21 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 55.2 71.9 55.2 71.9 44.8 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 21 21 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 133,884 COMMITMENTS 1,722 872 6,939 124,300 125,599 132,962 133,410 922 473 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -571) -36 -144 151 -296 -428 -181 -420 -390 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.7 5.2 92.8 93.8 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 4 7 36 34 45 41 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,033 COMMITMENTS 1,024 86 0 6,731 7,925 7,755 8,011 278 22 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 1.1 0.0 83.8 98.7 96.5 99.7 3.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 14 15 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,766 COMMITMENTS 0 1,139 569 22,325 20,732 22,894 22,440 872 1,326 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 23) 0 20 -7 60 110 53 122 -30 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 2.4 93.9 87.2 96.3 94.4 3.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 3 25 21 28 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,681 COMMITMENTS 0 1,280 490 29,400 29,521 29,890 31,291 1,791 390 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 110 0 0 -110 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 1.5 92.8 93.2 94.3 98.8 5.7 1.2 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,370 COMMITMENTS 720 0 0 11,498 12,026 12,218 12,026 1,152 1,344 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4) 0 0 0 4 0 4 0 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 86.0 89.9 91.4 89.9 8.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 18 20 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,911 COMMITMENTS 54 0 738 45,709 45,873 46,501 46,611 410 300 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 120) -2 0 -1 132 131 129 130 -9 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 1.6 97.4 97.8 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 23 22 25 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| 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: 11,762 COMMITMENTS 0 0 0 10,804 10,884 10,804 10,884 958 878 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 16) 0 0 0 18 16 18 16 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.9 92.5 91.9 92.5 8.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 24 19 24 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 58,588 COMMITMENTS 0 0 0 58,588 58,246 58,588 58,246 0 342 CHANGES FROM 12/22/09 (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 0.0 100.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 10 15 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 955,216 COMMITMENTS 0 0 0 955,216 955,216 955,216 955,216 0 0 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 8,480) 0 0 0 8,480 8,480 8,480 8,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 9 16 9 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 22,960 COMMITMENTS 0 762 0 22,602 21,815 22,602 22,577 358 383 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 80) 0 0 0 0 80 0 80 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 98.4 95.0 98.4 98.3 1.6 1.7 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 52,494 COMMITMENTS 220 400 0 51,539 51,994 51,759 52,394 735 100 CHANGES FROM 12/22/09 (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 98.2 99.0 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 21 9 22 10 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| 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 12/22/09 (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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 97,812 COMMITMENTS 0 5,275 0 97,012 91,697 97,012 96,972 800 840 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.0 99.2 93.7 99.2 99.1 0.8 0.9 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 12/29/09 | --------------------------------------------------------------| 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 12/22/09 (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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 177,665 COMMITMENTS 6,217 0 0 171,408 176,950 177,625 176,950 40 715 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,048) 0 0 0 1,048 968 1,048 968 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.0 96.5 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 0 23 29 25 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,824,190 COMMITMENTS 103,205 0 0 2720985 2824190 2824190 2824190 0 0 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -776) 0 0 0 -776 -776 -776 -776 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 20 22 23 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 63,318 COMMITMENTS 80 3,090 0 63,216 59,972 63,296 63,062 22 256 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 270 100 270 0 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.9 0.0 99.8 94.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 17 22 18 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,034,720 COMMITMENTS 0 81,875 0 1034720 952,845 1034720 1034720 0 0 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 2,544) 0 0 0 2,544 2,544 2,544 2,544 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: 23) 0 1 0 15 16 15 17 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 58,100 COMMITMENTS 5,130 559 45 52,670 57,456 57,845 58,060 255 40 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 20) 0 -20 0 20 40 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.0 0.1 90.7 98.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 24 28 26 30 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,058,056 COMMITMENTS 105,180 35,400 0 952,876 1022656 1058056 1058056 0 0 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.3 0.0 90.1 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 0 25 25 27 27 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,216 COMMITMENTS 292 0 21 20,972 21,900 21,285 21,921 931 295 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 169) 150 0 0 756 905 906 905 -737 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.1 94.4 98.6 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 1 31 33 32 34 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,659 COMMITMENTS 0 182 245 13,832 13,946 14,077 14,373 582 286 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 57) 0 45 30 92 47 122 122 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 1.7 94.4 95.1 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 23 22 24 23 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,503 COMMITMENTS 0 0 0 7,206 7,660 7,206 7,660 2,297 1,843 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 519) 0 0 0 624 -387 624 -387 -105 906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 75.8 80.6 75.8 80.6 24.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 24 19 24 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,438,030 COMMITMENTS 264,157 101,417 742,157 1343130 1516614 2349444 2360187 88,585 77,842 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 31,780) 17,967 -1,550 1,382 4,522 23,687 23,871 23,519 7,909 8,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 4.2 30.4 55.1 62.2 96.4 96.8 3.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 127 91 158 88 99 301 271 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,479 COMMITMENTS 4,555 22,061 15,692 64,004 46,483 84,251 84,235 3,229 3,244 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,506) 222 -507 837 1,017 1,588 2,076 1,918 -570 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 25.2 17.9 73.2 53.1 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 7 11 18 18 29 29 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,816 COMMITMENTS 39,322 31,492 1,816 157,691 146,161 198,829 179,469 21,987 41,347 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,676) 165 637 5 3,709 4,485 3,879 5,127 -203 -1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 14.3 0.8 71.4 66.2 90.0 81.3 10.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 5 5 33 33 41 39 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,667 COMMITMENTS 30,344 5,682 34,763 90,682 115,264 155,788 155,709 3,879 3,958 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,134) 637 -554 754 1,660 2,827 3,050 3,027 84 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 3.6 21.8 56.8 72.2 97.6 97.5 2.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 23 9 26 23 23 56 50 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 645,567 COMMITMENTS 39,017 798 73,468 513,774 553,771 626,259 628,037 19,309 17,530 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 20,225) 554 307 2,663 16,897 17,107 20,115 20,077 111 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.1 11.4 79.6 85.8 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 2 10 36 37 46 47 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,755 COMMITMENTS 100 1,305 200 85,392 84,585 85,692 86,090 1,063 665 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,891) 0 0 0 2,166 2,166 2,166 2,166 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.5 0.2 98.4 97.5 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 1 6 2 51 53 53 60 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,344 COMMITMENTS 14,606 31,165 9,475 100,980 83,371 125,061 124,011 5,283 6,333 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 15) -369 50 -41 311 0 -99 9 114 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 23.9 7.3 77.5 64.0 95.9 95.1 4.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 13 12 24 24 41 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,544 COMMITMENTS 661 2,641 5,868 25,088 23,188 31,617 31,697 1,927 1,847 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 100) 145 -698 46 -200 200 -9 -452 109 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.9 17.5 74.8 69.1 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 4 16 18 21 24 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,186 COMMITMENTS 1,902 1,159 2,334 69,114 80,273 73,350 83,766 30,836 20,420 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 338) 0 -143 113 15 317 128 287 210 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 2.2 66.3 77.0 70.4 80.4 29.6 19.6 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,811 COMMITMENTS 0 2,130 0 40,796 38,547 40,796 40,677 15 134 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 145) 0 0 0 235 119 235 119 -90 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 0.0 100.0 94.5 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 3 0 28 38 28 41 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,352 COMMITMENTS 0 0 0 46,959 44,508 46,959 44,508 5,393 7,844 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,548) 0 0 0 1,152 1,586 1,152 1,586 396 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.7 85.0 89.7 85.0 10.3 15.0 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 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,402 COMMITMENTS 16,098 2,112 182 3,564 19,692 19,844 21,986 2,558 416 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 51) -261 95 50 153 -84 -58 61 109 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.9 9.4 0.8 15.9 87.9 88.6 98.1 11.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 85 20 6 18 26 108 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,473 COMMITMENTS 21,051 1,792 486 5,776 29,211 27,313 31,489 5,160 984 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -5) -258 15 2 227 380 -29 397 24 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.8 5.5 1.5 17.8 90.0 84.1 97.0 15.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 73 11 4 17 29 94 41 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 260,688 COMMITMENTS 71,147 13,967 30,350 143,203 203,693 244,700 248,010 15,989 12,678 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -2,352) 11,287 -3,484 -4,420 -9,749 6,468 -2,882 -1,435 530 -916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.4 11.6 54.9 78.1 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 59 24 46 79 89 165 139 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,263 COMMITMENTS 2,093 0 663 15,570 17,283 18,326 17,946 4,937 5,317 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 174) 0 0 0 174 137 174 137 0 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.0 2.9 66.9 74.3 78.8 77.1 21.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 3 20 21 24 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,547 COMMITMENTS 1,581 0 316 7,002 9,116 8,899 9,432 648 115 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 240) -41 0 141 140 99 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.0 3.3 73.3 95.5 93.2 98.8 6.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 0 3 30 37 36 40 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,901 COMMITMENTS 750 0 690 39,896 41,766 41,336 42,456 1,565 445 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 862) 0 0 0 847 862 847 862 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 1.6 93.0 97.4 96.4 99.0 3.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 0 1 40 32 42 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,626 COMMITMENTS 2,655 0 0 20,911 23,026 23,566 23,026 60 600 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 106) 0 0 0 106 106 106 106 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 0.0 88.5 97.5 99.7 97.5 0.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 28 16 31 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,461 COMMITMENTS 2,984 50 0 12,477 14,368 15,461 14,418 0 1,043 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 0 -50 0 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 0.3 0.0 80.7 92.9 100.0 93.3 0.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 0 30 29 35 30 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,928 COMMITMENTS 235 63 0 2,690 3,100 2,925 3,163 1,003 765 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 26) 0 0 0 0 -25 0 -25 26 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.6 0.0 68.5 78.9 74.5 80.5 25.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 17 17 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,215 COMMITMENTS 0 0 0 14,615 15,110 14,615 15,110 600 105 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 932) 0 0 0 692 932 692 932 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 99.3 96.1 99.3 3.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 20 22 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,313 COMMITMENTS 1,101 96 157 16,765 18,007 18,023 18,260 290 53 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 171) 0 0 0 80 187 80 187 91 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.5 0.9 91.5 98.3 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 2 34 36 39 39 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,918 COMMITMENTS 1,524 463 0 10,294 11,263 11,818 11,726 100 192 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 109) -223 0 0 232 9 9 9 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 3.9 0.0 86.4 94.5 99.2 98.4 0.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 0 24 22 27 24 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,649 COMMITMENTS 7,243 1,491 1,295 42,400 49,650 50,938 52,436 1,711 213 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 422) 64 150 0 686 722 750 872 -328 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 2.8 2.5 80.5 94.3 96.8 99.6 3.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 3 4 38 37 45 42 RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,548 COMMITMENTS 3,094 1,250 1,580 14,195 15,724 18,869 18,554 3,679 3,994 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 135) 100 -25 -75 150 11 175 -89 -40 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 5.5 7.0 63.0 69.7 83.7 82.3 16.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 5 12 15 17 21
Updated January 7, 2010