GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 42,432: 819 2,180 64 41,490 40,010 42,373 42,254: 59 178 Old : 42,432: 819 2,180 64 41,490 40,010 42,373 42,254: 59 178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 1,745: 0 101 0 1,750 1,649 1,750 1,750: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 5.1 0.2 97.8 94.3 99.9 99.6: 0.1 0.4 Old : 100.0: 1.9 5.1 0.2 97.8 94.3 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 1 4 1 41 46 43 50: Old : 60: 1 4 1 41 46 43 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 29.7 57.4 47.7 21.5 15.4 32.0 26.1 Old : 35.3 29.7 57.4 47.7 21.5 15.4 32.0 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 28,624: 200 0 0 28,347 28,424 28,547 28,424: 77 200 Old : 28,624: 200 0 0 28,347 28,424 28,547 28,424: 77 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -155: 0 0 0 -155 -155 -155 -155: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 99.0 99.3 99.7 99.3: 0.3 0.7 Old : 100.0: 0.7 0.0 0.0 99.0 99.3 99.7 99.3: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 0 0 28 32 29 32: Old : 41: 1 0 0 28 32 29 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 59.8 75.1 75.8 33.0 31.4 42.9 39.8 Old : 54.1 59.8 75.1 75.8 33.0 31.4 42.9 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 5,492: 170 216 31 3,754 3,985 3,955 4,232: 1,537 1,260 Old : 5,492: 170 216 31 3,754 3,985 3,955 4,232: 1,537 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 125: 0 0 0 -61 53 -61 53: 186 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 3.9 0.6 68.4 72.6 72.0 77.1: 28.0 22.9 Old : 100.0: 3.1 3.9 0.6 68.4 72.6 72.0 77.1: 28.0 22.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 1 18 17 19 19: Old : 21: 1 1 1 18 17 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 38.2 52.5 56.5 28.0 29.2 37.5 40.8 Old : 35.2 38.2 52.5 56.5 28.0 29.2 37.5 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,768: 498 293 146 6,849 7,332 7,493 7,771: 1,275 997 Old : 8,768: 498 293 146 6,849 7,332 7,493 7,771: 1,275 997 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 159: 13 110 0 286 584 299 694: -140 -535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 3.3 1.7 78.1 83.6 85.5 88.6: 14.5 11.4 Old : 100.0: 5.7 3.3 1.7 78.1 83.6 85.5 88.6: 14.5 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 3 2 3 41 40 45 44: Old : 49: 3 2 3 41 40 45 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.4 21.3 40.1 37.1 18.7 15.1 26.1 25.6 Old : 25.4 21.3 40.1 37.1 18.7 15.1 26.1 25.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,106: 394 418 290 5,943 5,954 6,627 6,662: 479 444 Old : 7,106: 394 418 290 5,943 5,954 6,627 6,662: 479 444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 336: 16 -2 47 369 431 432 476: -96 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 5.9 4.1 83.6 83.8 93.3 93.8: 6.7 6.2 Old : 100.0: 5.5 5.9 4.1 83.6 83.8 93.3 93.8: 6.7 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 2 7 3 50 51 54 59: Old : 66: 2 7 3 50 51 54 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 21.5 43.0 33.7 24.0 17.1 35.3 27.1 Old : 29.0 21.5 43.0 33.7 24.0 17.1 35.3 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,604: 709 0 5 1,013 2,159 1,727 2,164: 877 440 Old : 2,604: 709 0 5 1,013 2,159 1,727 2,164: 877 440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 90: 70 0 -10 25 55 85 45: 5 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 0.0 0.2 38.9 82.9 66.3 83.1: 33.7 16.9 Old : 100.0: 27.2 0.0 0.2 38.9 82.9 66.3 83.1: 33.7 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 1 12 15 16 16: Old : 20: 4 0 1 12 15 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 53.5 56.3 72.7 34.2 46.5 43.0 57.4 Old : 37.7 53.5 56.3 72.7 34.2 46.5 43.0 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,458: 30 40 0 1,103 1,061 1,133 1,101: 325 357 Old : 1,458: 30 40 0 1,103 1,061 1,133 1,101: 325 357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 48: 0 0 0 41 194 41 194: 7 -146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 2.7 0.0 75.7 72.8 77.7 75.5: 22.3 24.5 Old : 100.0: 2.1 2.7 0.0 75.7 72.8 77.7 75.5: 22.3 24.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 0 18 17 19 18: Old : 22: 1 1 0 18 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 40.3 59.2 57.1 41.5 35.3 49.5 47.1 Old : 46.2 40.3 59.2 57.1 41.5 35.3 49.5 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 15,297: 0 200 0 15,117 15,087 15,117 15,287: 180 10 Old : 15,297: 0 200 0 15,117 15,087 15,117 15,287: 180 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 2,596: 0 0 0 2,596 2,596 2,596 2,596: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 98.8 98.6 98.8 99.9: 1.2 0.1 Old : 100.0: 0.0 1.3 0.0 98.8 98.6 98.8 99.9: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 0 26 17 26 18: Old : 33: 0 1 0 26 17 26 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 69.7 76.5 89.6 54.9 64.6 68.6 77.9 Old : 58.6 69.7 76.5 89.6 54.9 64.6 68.6 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 304,187: 63,476 29,205 35,205 160,893 215,812 259,574 280,222: 44,613 23,965 Old : 304,187: 63,476 29,205 35,205 160,893 215,812 259,574 280,222: 44,613 23,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -14,443: -6,364 -1,691 -4,731 -915 -5,576 -12,010 -11,998: -2,433 -2,445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 9.6 11.6 52.9 70.9 85.3 92.1: 14.7 7.9 Old : 100.0: 20.9 9.6 11.6 52.9 70.9 85.3 92.1: 14.7 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 169: 49 24 44 71 83 142 136: Old : 169: 49 24 44 71 83 142 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 23.6 27.6 36.3 12.9 15.8 21.3 24.5 Old : 17.4 23.6 27.6 36.3 12.9 15.8 21.3 24.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 16,334: 475 1,540 600 15,176 14,129 16,251 16,269: 83 65 Old : 16,334: 475 1,540 600 15,176 14,129 16,251 16,269: 83 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 925: 0 150 -50 925 825 875 925: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 9.4 3.7 92.9 86.5 99.5 99.6: 0.5 0.4 Old : 100.0: 2.9 9.4 3.7 92.9 86.5 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 3 7 4 41 46 47 55: Old : 67: 3 7 4 41 46 47 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 26.5 56.0 44.0 32.9 24.0 46.3 37.6 Old : 36.0 26.5 56.0 44.0 32.9 24.0 46.3 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 6,932: 2,460 0 25 4,410 6,907 6,895 6,932: 37 0 Old : 6,932: 2,460 0 25 4,410 6,907 6,895 6,932: 37 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 50 525 50 525: -50 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 0.0 0.4 63.6 99.6 99.5 100.0: 0.5 0.0 Old : 100.0: 35.5 0.0 0.4 63.6 99.6 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 6 0 1 24 23 30 24: Old : 41: 6 0 1 24 23 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 47.5 60.9 73.3 36.5 37.1 51.5 57.0 Old : 43.6 47.5 60.9 73.3 36.5 37.1 51.5 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,447: 2,588 80 627 6,190 8,720 9,405 9,427: 42 20 Old : 9,447: 2,588 80 627 6,190 8,720 9,405 9,427: 42 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -24: -150 0 126 0 -150 -24 -24: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 0.8 6.6 65.5 92.3 99.6 99.8: 0.4 0.2 Old : 100.0: 27.4 0.8 6.6 65.5 92.3 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 9 12 11 14: Old : 20: 2 1 1 9 12 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.4 73.1 96.9 95.2 79.8 70.6 85.9 83.8 Old : 86.4 73.1 96.9 95.2 79.8 70.6 85.9 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 785,382: 128,700 311,752 226,431 343,373 209,335 698,504 747,518: 86,878 37,864 Old : 785,382: 128,700 311,752 226,431 343,373 209,335 698,504 747,518: 86,878 37,864 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 24,596: 10,947 18,098 8,348 -226 23 19,069 26,469: 5,527 -1,873 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 39.7 28.8 43.7 26.7 88.9 95.2: 11.1 4.8 Old : 100.0: 16.4 39.7 28.8 43.7 26.7 88.9 95.2: 11.1 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 280: 82 97 116 84 74 244 221: Old : 280: 82 97 116 84 74 244 221: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.7 24.5 27.5 34.9 14.6 20.2 22.2 27.1 Old : 16.7 24.5 27.5 34.9 14.6 20.2 22.2 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 56,053: 86 0 280 51,170 49,173 51,536 49,453: 4,517 6,600 Old : 56,053: 86 0 280 51,170 49,173 51,536 49,453: 4,517 6,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 1,330: 86 0 280 884 1,050 1,250 1,330: 80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.5 91.3 87.7 91.9 88.2: 8.1 11.8 Old : 100.0: 0.2 0.0 0.5 91.3 87.7 91.9 88.2: 8.1 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 19 16 20 17: Old : 25: 1 0 1 19 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 55.7 60.8 77.4 30.9 50.2 54.1 64.3 Old : 35.7 55.7 60.8 77.4 30.9 50.2 54.1 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 56,608: 0 0 0 45,972 53,104 45,972 53,104: 10,636 3,504 Old : 56,608: 0 0 0 45,972 53,104 45,972 53,104: 10,636 3,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 81.2 93.8 81.2 93.8: 18.8 6.2 Old : 100.0: 0.0 0.0 0.0 81.2 93.8 81.2 93.8: 18.8 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 15 14 15: Old : 20: 0 0 0 14 15 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7 Old : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 54,788: 2,332 2,367 5,839 38,998 35,690 47,169 43,896: 7,619 10,892 Old : 54,788: 2,332 2,367 5,839 38,998 35,690 47,169 43,896: 7,619 10,892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -62: 0 0 0 0 -62 0 -62: -62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 4.3 10.7 71.2 65.1 86.1 80.1: 13.9 19.9 Old : 100.0: 4.3 4.3 10.7 71.2 65.1 86.1 80.1: 13.9 19.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 3 14 10 17 13: Old : 20: 1 2 3 14 10 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 52.8 67.8 73.7 47.4 49.3 64.6 60.2 Old : 48.1 52.8 67.8 73.7 47.4 49.3 64.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 63,307: 2,315 1,280 3,750 45,809 51,039 51,874 56,069: 11,433 7,238 Old : 63,307: 2,315 1,280 3,750 45,809 51,039 51,874 56,069: 11,433 7,238 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 635: -1,284 0 517 1,414 118 647 635: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 2.0 5.9 72.4 80.6 81.9 88.6: 18.1 11.4 Old : 100.0: 3.7 2.0 5.9 72.4 80.6 81.9 88.6: 18.1 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 3 16 14 19 17: Old : 23: 1 2 3 16 14 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 66.5 61.7 81.0 39.6 65.5 57.8 70.7 Old : 40.7 66.5 61.7 81.0 39.6 65.5 57.8 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 112,456: 0 12,308 1,275 100,708 93,408 101,983 106,991: 10,473 5,465 Old : 112,456: 0 12,308 1,275 100,708 93,408 101,983 106,991: 10,473 5,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -404: 0 -1,284 182 -306 -306 -124 -1,408: -280 1,004 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.9 1.1 89.6 83.1 90.7 95.1: 9.3 4.9 Old : 100.0: 0.0 10.9 1.1 89.6 83.1 90.7 95.1: 9.3 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 3 3 19 25 22 28: Old : 33: 0 3 3 19 25 22 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 36.0 66.3 58.2 42.6 35.9 55.8 54.6 Old : 44.3 36.0 66.3 58.2 42.6 35.9 55.8 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 91,973: 0 952 1,594 79,865 77,156 81,459 79,702: 10,514 12,271 Old : 91,973: 0 952 1,594 79,865 77,156 81,459 79,702: 10,514 12,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -60: 0 60 0 -60 -120 -60 -60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 1.7 86.8 83.9 88.6 86.7: 11.4 13.3 Old : 100.0: 0.0 1.0 1.7 86.8 83.9 88.6 86.7: 11.4 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 1 15 16 16 17: Old : 21: 0 1 1 15 16 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 53.2 77.0 72.0 53.5 52.3 65.0 64.4 Old : 61.2 53.2 77.0 72.0 53.5 52.3 65.0 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 153,357: 6,829 296 6,780 124,503 137,756 138,112 144,832: 15,245 8,525 Old : 153,357: 6,829 296 6,780 124,503 137,756 138,112 144,832: 15,245 8,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 344: -887 296 973 -201 -925 -115 344: 459 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 0.2 4.4 81.2 89.8 90.1 94.4: 9.9 5.6 Old : 100.0: 4.5 0.2 4.4 81.2 89.8 90.1 94.4: 9.9 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 2 1 2 26 27 29 29: Old : 36: 2 1 2 26 27 29 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 35.8 53.9 59.3 28.3 28.7 40.4 46.6 Old : 31.7 35.8 53.9 59.3 28.3 28.7 40.4 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,626,825: 524,952 101,523 834,865 1,245,359 1,670,157 2,605,176 2,606,545: 21,649 20,280 Old : 2,626,825: 524,952 101,523 834,865 1,245,359 1,670,157 2,605,176 2,606,545: 21,649 20,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 32,412: 30,961 346 18,211 -17,280 12,867 31,892 31,424: 520 988 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 3.9 31.8 47.4 63.6 99.2 99.2: 0.8 0.8 Old : 100.0: 20.0 3.9 31.8 47.4 63.6 99.2 99.2: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 178: 40 26 62 105 91 173 155: Old : 178: 40 26 62 105 91 173 155: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.1 27.8 36.1 43.4 14.5 21.8 20.3 28.2 Old : 26.1 27.8 36.1 43.4 14.5 21.8 20.3 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 989,618: 169,996 115,416 177,390 638,240 692,865 985,626 985,671: 3,992 3,947 Old : 989,618: 169,996 115,416 177,390 638,240 692,865 985,626 985,671: 3,992 3,947 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 10,397: 2,950 2,375 -4,853 12,040 12,378 10,137 9,900: 260 497 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 11.7 17.9 64.5 70.0 99.6 99.6: 0.4 0.4 Old : 100.0: 17.2 11.7 17.9 64.5 70.0 99.6 99.6: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 98: 27 27 44 41 38 92 85: Old : 98: 27 27 44 41 38 92 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 34.7 43.3 55.9 17.8 28.1 28.3 36.7 Old : 25.2 34.7 43.3 55.9 17.8 28.1 28.3 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 7,568: 0 849 0 7,500 6,582 7,500 7,431: 68 137 Old : 7,568: 0 849 0 7,500 6,582 7,500 7,431: 68 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 754: 0 0 0 769 719 769 719: -15 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.2 0.0 99.1 87.0 99.1 98.2: 0.9 1.8 Old : 100.0: 0.0 11.2 0.0 99.1 87.0 99.1 98.2: 0.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 1 0 26 26 26 27: Old : 37: 0 1 0 26 26 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 56.5 70.7 73.2 44.6 52.1 63.6 65.2 Old : 49.8 56.5 70.7 73.2 44.6 52.1 63.6 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,737: 163 324 11 2,020 1,652 2,194 1,987: 543 750 Old : 2,737: 163 324 11 2,020 1,652 2,194 1,987: 543 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 89: 6 89 1 171 290 178 380: -89 -291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 11.8 0.4 73.8 60.4 80.2 72.6: 19.8 27.4 Old : 100.0: 6.0 11.8 0.4 73.8 60.4 80.2 72.6: 19.8 27.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 3 1 16 19 17 23: Old : 23: 1 3 1 16 19 17 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 26.0 62.2 45.6 32.4 22.3 43.1 35.1 Old : 40.3 26.0 62.2 45.6 32.4 22.3 43.1 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,962: 135 30 20 1,339 1,543 1,494 1,593: 468 369 Old : 1,962: 135 30 20 1,339 1,543 1,494 1,593: 468 369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 144: 40 0 -5 58 87 93 82: 51 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 1.5 1.0 68.2 78.6 76.1 81.2: 23.9 18.8 Old : 100.0: 6.9 1.5 1.0 68.2 78.6 76.1 81.2: 23.9 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 2 17 22 19 25: Old : 27: 2 1 2 17 22 19 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 26.9 56.6 43.2 35.7 22.4 43.0 35.1 Old : 41.3 26.9 56.6 43.2 35.7 22.4 43.0 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 40,961: 5,824 386 1,664 30,917 38,713 38,405 40,763: 2,556 198 Old : 40,961: 5,824 386 1,664 30,917 38,713 38,405 40,763: 2,556 198 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -45: -680 32 602 61 -771 -17 -137: -28 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 0.9 4.1 75.5 94.5 93.8 99.5: 6.2 0.5 Old : 100.0: 14.2 0.9 4.1 75.5 94.5 93.8 99.5: 6.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 3 3 30 31 34 36: Old : 42: 3 3 3 30 31 34 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 54.0 62.7 72.4 39.5 47.9 50.8 62.2 Old : 46.2 54.0 62.7 72.4 39.5 47.9 50.8 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 8,098: 92 46 0 6,624 7,053 6,716 7,099: 1,382 999 Old : 8,098: 92 46 0 6,624 7,053 6,716 7,099: 1,382 999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 108: 0 0 0 108 108 108 108: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.6 0.0 81.8 87.1 82.9 87.7: 17.1 12.3 Old : 100.0: 1.1 0.6 0.0 81.8 87.1 82.9 87.7: 17.1 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 13 14 14 15: Old : 20: 1 1 0 13 14 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 59.9 77.2 81.4 54.8 54.0 64.1 67.4 Old : 60.9 59.9 77.2 81.4 54.8 54.0 64.1 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 16,015: 0 758 24 14,890 14,351 14,914 15,133: 1,101 882 Old : 16,015: 0 758 24 14,890 14,351 14,914 15,133: 1,101 882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 140: 0 -4 0 44 34 44 30: 96 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.7 0.1 93.0 89.6 93.1 94.5: 6.9 5.5 Old : 100.0: 0.0 4.7 0.1 93.0 89.6 93.1 94.5: 6.9 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 3 2 25 22 27 25: Old : 30: 0 3 2 25 22 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 54.5 69.9 76.4 46.2 41.3 60.7 61.5 Old : 47.8 54.5 69.9 76.4 46.2 41.3 60.7 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,191: 699 0 0 8,099 8,683 8,798 8,683: 1,393 1,508 Old : 10,191: 699 0 0 8,099 8,683 8,798 8,683: 1,393 1,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 24: 24 0 0 0 24 24 24: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 0.0 79.5 85.2 86.3 85.2: 13.7 14.8 Old : 100.0: 6.9 0.0 0.0 79.5 85.2 86.3 85.2: 13.7 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 17 14 18 14: Old : 21: 1 0 0 17 14 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 60.7 59.9 76.6 32.8 60.6 52.6 63.4 Old : 37.6 60.7 59.9 76.6 32.8 60.6 52.6 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 31,930: 164 2,404 350 27,968 28,232 28,482 30,986: 3,448 944 Old : 31,930: 164 2,404 350 27,968 28,232 28,482 30,986: 3,448 944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 159: 0 114 0 159 35 159 149: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 7.5 1.1 87.6 88.4 89.2 97.0: 10.8 3.0 Old : 100.0: 0.5 7.5 1.1 87.6 88.4 89.2 97.0: 10.8 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 3 25 24 28 27: Old : 30: 1 2 3 25 24 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 52.1 59.5 73.0 26.1 42.1 39.5 50.3 Old : 39.2 52.1 59.5 73.0 26.1 42.1 39.5 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,032: 190 352 40 10,053 10,684 10,283 11,076: 1,749 956 Old : 12,032: 190 352 40 10,053 10,684 10,283 11,076: 1,749 956 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -88: 0 0 0 -88 -16 -88 -16: 0 -72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.9 0.3 83.6 88.8 85.5 92.1: 14.5 7.9 Old : 100.0: 1.6 2.9 0.3 83.6 88.8 85.5 92.1: 14.5 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 1 20 16 21 18: Old : 24: 1 1 1 20 16 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 48.4 66.2 76.4 43.0 41.6 61.2 64.4 Old : 45.1 48.4 66.2 76.4 43.0 41.6 61.2 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 24,226: 0 575 0 23,971 23,396 23,971 23,971: 255 255 Old : 24,226: 0 575 0 23,971 23,396 23,971 23,971: 255 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.4 0.0 98.9 96.6 98.9 98.9: 1.1 1.1 Old : 100.0: 0.0 2.4 0.0 98.9 96.6 98.9 98.9: 1.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 8 13 9: Old : 20: 0 1 0 13 8 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4 Old : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 13,429: 232 0 132 12,049 12,655 12,413 12,787: 1,016 642 Old : 13,429: 232 0 132 12,049 12,655 12,413 12,787: 1,016 642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 358: 100 -20 120 120 240 340 340: 18 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 1.0 89.7 94.2 92.4 95.2: 7.6 4.8 Old : 100.0: 1.7 0.0 1.0 89.7 94.2 92.4 95.2: 7.6 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 0 2 26 21 28 23: Old : 32: 2 0 2 26 21 28 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 61.0 59.3 79.4 41.9 51.4 52.7 64.4 Old : 44.2 61.0 59.3 79.4 41.9 51.4 52.7 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MW X OFF PEAK HOURS PER MONTH) : : : : All : 8,721: 0 0 0 7,659 7,939 7,659 7,939: 1,062 782 Old : 8,721: 0 0 0 7,659 7,939 7,659 7,939: 1,062 782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.8 91.0 87.8 91.0: 12.2 9.0 Old : 100.0: 0.0 0.0 0.0 87.8 91.0 87.8 91.0: 12.2 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 21 18 21 18: Old : 22: 0 0 0 21 18 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1 Old : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 48,516: 0 510 0 48,006 47,920 48,006 48,430: 510 86 Old : 48,516: 0 510 0 48,006 47,920 48,006 48,430: 510 86 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.1 0.0 98.9 98.8 98.9 99.8: 1.1 0.2 Old : 100.0: 0.0 1.1 0.0 98.9 98.8 98.9 99.8: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 14 13 14 14: Old : 24: 0 1 0 14 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.7 80.7 95.0 96.3 86.7 80.7 95.0 96.3 Old : 86.7 80.7 95.0 96.3 86.7 80.7 95.0 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 694,279: 0 9,360 0 694,279 684,919 694,279 694,279: 0 0 Old : 694,279: 0 9,360 0 694,279 684,919 694,279 694,279: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 792: 0 0 0 792 792 792 792: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 0 17 12 17 13: Old : 25: 0 1 0 17 12 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.8 83.0 94.1 97.5 84.7 83.0 93.6 97.2 Old : 84.8 83.0 94.1 97.5 84.7 83.0 93.6 97.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 32,669: 0 410 0 32,135 32,259 32,135 32,669: 534 0 Old : 32,669: 0 410 0 32,135 32,259 32,135 32,669: 534 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 98.4 98.7 98.4 100.0: 1.6 0.0 Old : 100.0: 0.0 1.3 0.0 98.4 98.7 98.4 100.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 15 4 15 5: Old : 20: 0 1 0 15 4 15 5: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 98.7 89.7 100.0 74.1 98.7 89.7 100.0 Old : 74.1 98.7 89.7 100.0 74.1 98.7 89.7 100.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 32,882: 0 460 0 32,882 32,422 32,882 32,882: 0 0 Old : 32,882: 0 460 0 32,882 32,422 32,882 32,882: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 0.0 100.0 98.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.4 0.0 100.0 98.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 14 10 14 11: Old : 21: 0 1 0 14 10 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7 Old : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 34,005: 230 0 0 33,010 34,005 33,240 34,005: 765 0 Old : 34,005: 230 0 0 33,010 34,005 33,240 34,005: 765 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 97.1 100.0 97.8 100.0: 2.2 0.0 Old : 100.0: 0.7 0.0 0.0 97.1 100.0 97.8 100.0: 2.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 15 10 16 10: Old : 23: 1 0 0 15 10 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.4 73.0 93.8 97.1 66.2 71.7 76.9 83.1 Old : 82.4 73.0 93.8 97.1 66.2 71.7 76.9 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 503,787: 0 0 0 503,787 503,787 503,787 503,787: 0 0 Old : 503,787: 0 0 0 503,787 503,787 503,787 503,787: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 14 14 14 14: Old : 24: 0 0 0 14 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7 Old : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 63,101: 0 0 0 63,078 63,101 63,078 63,101: 23 0 Old : 63,101: 0 0 0 63,078 63,101 63,078 63,101: 23 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 18 15 18 15: Old : 28: 0 0 0 18 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0 Old : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,077,087: 0 0 0 1,077,087 1,077,087 1,077,087 1,077,087: 0 0 Old : 1,077,087: 0 0 0 1,077,087 1,077,087 1,077,087 1,077,087: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 18 13 18 13: Old : 26: 0 0 0 18 13 18 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2 Old : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 208,760: 916 0 0 207,844 208,630 208,760 208,630: 0 130 Old : 208,760: 916 0 0 207,844 208,630 208,760 208,630: 0 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 279: 0 0 0 279 417 279 417: 0 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.6 99.9 100.0 99.9: 0.0 0.1 Old : 100.0: 0.4 0.0 0.0 99.6 99.9 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 0 0 25 29 27 29: Old : 42: 2 0 0 25 29 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 57.5 87.0 79.4 66.2 57.1 86.5 77.7 Old : 66.2 57.5 87.0 79.4 66.2 57.1 86.5 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 3,666,429: 0 0 0 3,666,429 3,666,429 3,666,429 3,666,429: 0 0 Old : 3,666,429: 0 0 0 3,666,429 3,666,429 3,666,429 3,666,429: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 16,803: 0 0 0 16,803 16,803 16,803 16,803: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 0 0 24 28 24 28: Old : 39: 0 0 0 24 28 24 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 61.1 88.2 81.1 67.4 61.0 86.6 80.8 Old : 67.5 61.1 88.2 81.1 67.4 61.0 86.6 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 63,066: 3,558 1,715 1,407 58,101 59,689 63,066 62,811: 0 255 Old : 63,066: 3,558 1,715 1,407 58,101 59,689 63,066 62,811: 0 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 2,673: 0 0 1,275 1,398 1,883 2,673 3,158: 0 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 2.7 2.2 92.1 94.6 100.0 99.6: 0.0 0.4 Old : 100.0: 5.6 2.7 2.2 92.1 94.6 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 4 2 2 24 24 30 27: Old : 40: 4 2 2 24 24 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 58.2 68.8 72.7 45.0 55.1 58.3 67.1 Old : 49.8 58.2 68.8 72.7 45.0 55.1 58.3 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,181,715: 33,205 67,900 0 1,148,510 1,113,056 1,181,715 1,180,956: 0 759 Old : 1,181,715: 33,205 67,900 0 1,148,510 1,113,056 1,181,715 1,180,956: 0 759 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 34,934: 3,800 -759 0 31,134 34,934 34,934 34,175: 0 759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 5.7 0.0 97.2 94.2 100.0 99.9: 0.0 0.1 Old : 100.0: 2.8 5.7 0.0 97.2 94.2 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 2 0 26 26 28 28: Old : 40: 2 2 0 26 26 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 53.7 69.2 75.2 48.7 50.5 64.3 70.4 Old : 50.5 53.7 69.2 75.2 48.7 50.5 64.3 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 55,059: 1,595 223 301 53,033 54,535 54,929 55,059: 130 0 Old : 55,059: 1,595 223 301 53,033 54,535 54,929 55,059: 130 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 193: 0 0 0 193 193 193 193: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.4 0.5 96.3 99.0 99.8 100.0: 0.2 0.0 Old : 100.0: 2.9 0.4 0.5 96.3 99.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 2 23 26 26 28: Old : 34: 2 1 2 23 26 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 47.5 75.9 73.7 32.2 34.5 44.8 48.1 Old : 53.9 47.5 75.9 73.7 32.2 34.5 44.8 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 9,068: 46 230 0 7,979 8,177 8,025 8,407: 1,043 661 Old : 9,068: 46 230 0 7,979 8,177 8,025 8,407: 1,043 661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 2.5 0.0 88.0 90.2 88.5 92.7: 11.5 7.3 Old : 100.0: 0.5 2.5 0.0 88.0 90.2 88.5 92.7: 11.5 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 13 11 14 12: Old : 20: 1 1 0 13 11 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3 Old : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 16,750: 510 0 0 15,730 15,921 16,240 15,921: 510 829 Old : 16,750: 510 0 0 15,730 15,921 16,240 15,921: 510 829 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 82: 0 0 0 82 82 82 82: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.0 0.0 93.9 95.1 97.0 95.1: 3.0 4.9 Old : 100.0: 3.0 0.0 0.0 93.9 95.1 97.0 95.1: 3.0 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 16 12 17 12: Old : 21: 1 0 0 16 12 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 69.2 79.4 90.1 62.1 62.3 76.9 82.5 Old : 63.5 69.2 79.4 90.1 62.1 62.3 76.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 432,408: 0 9,400 0 432,408 423,008 432,408 432,408: 0 0 Old : 432,408: 0 9,400 0 432,408 423,008 432,408 432,408: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 9 13 10: Old : 20: 0 1 0 13 9 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5 Old : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,021,408: 9,776 41,730 1,880 1,009,752 977,798 1,021,408 1,021,408: 0 0 Old : 1,021,408: 9,776 41,730 1,880 1,009,752 977,798 1,021,408 1,021,408: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 1,430: 0 3,800 0 1,430 -2,370 1,430 1,430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 4.1 0.2 98.9 95.7 100.0 100.0: 0.0 0.0 Old : 100.0: 1.0 4.1 0.2 98.9 95.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 2 1 24 28 27 30: Old : 39: 2 2 1 24 28 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 48.4 76.5 72.2 33.5 31.1 46.1 41.8 Old : 54.0 48.4 76.5 72.2 33.5 31.1 46.1 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 412,232: 0 11,605 3,760 408,472 396,867 412,232 412,232: 0 0 Old : 412,232: 0 11,605 3,760 408,472 396,867 412,232 412,232: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.9 99.1 96.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.8 0.9 99.1 96.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 1 14 12 15 13: Old : 23: 0 1 1 14 12 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8 Old : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 27,112: 140 0 375 25,724 26,343 26,239 26,718: 873 394 Old : 27,112: 140 0 375 25,724 26,343 26,239 26,718: 873 394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 436: 0 0 0 354 534 354 534: 82 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 1.4 94.9 97.2 96.8 98.5: 3.2 1.5 Old : 100.0: 0.5 0.0 1.4 94.9 97.2 96.8 98.5: 3.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 2 0 2 39 35 42 37: Old : 44: 2 0 2 39 35 42 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 43.9 52.9 64.7 22.0 38.3 33.8 51.5 Old : 36.4 43.9 52.9 64.7 22.0 38.3 33.8 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 16,602: 420 0 35 16,003 16,076 16,458 16,111: 144 491 Old : 16,602: 420 0 35 16,003 16,076 16,458 16,111: 144 491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 368: 40 0 35 413 408 488 443: -120 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.0 0.2 96.4 96.8 99.1 97.0: 0.9 3.0 Old : 100.0: 2.5 0.0 0.2 96.4 96.8 99.1 97.0: 0.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 1 20 17 22 18: Old : 24: 2 0 1 20 17 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 63.1 85.2 86.9 50.0 54.8 68.8 71.0 Old : 62.9 63.1 85.2 86.9 50.0 54.8 68.8 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,015: 60 0 0 8,223 8,331 8,283 8,331: 732 684 Old : 9,015: 60 0 0 8,223 8,331 8,283 8,331: 732 684 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 223: -20 0 0 248 288 228 288: -5 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 91.2 92.4 91.9 92.4: 8.1 7.6 Old : 100.0: 0.7 0.0 0.0 91.2 92.4 91.9 92.4: 8.1 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 26 21 27 21: Old : 31: 1 0 0 26 21 27 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 50.2 70.4 68.0 52.9 39.5 59.5 52.9 Old : 56.4 50.2 70.4 68.0 52.9 39.5 59.5 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,733: 0 0 0 10,193 10,216 10,193 10,216: 540 517 Old : 10,733: 0 0 0 10,193 10,216 10,193 10,216: 540 517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 370: 0 0 0 355 370 355 370: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.0 95.2 95.0 95.2: 5.0 4.8 Old : 100.0: 0.0 0.0 0.0 95.0 95.2 95.0 95.2: 5.0 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 22 22 22 22: Old : 27: 0 0 0 22 22 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 61.5 77.9 79.3 56.1 60.1 71.9 76.2 Old : 58.0 61.5 77.9 79.3 56.1 60.1 71.9 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 3,978: 0 0 0 3,919 3,827 3,919 3,827: 59 151 Old : 3,978: 0 0 0 3,919 3,827 3,919 3,827: 59 151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 41: 0 0 0 41 41 41 41: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.5 96.2 98.5 96.2: 1.5 3.8 Old : 100.0: 0.0 0.0 0.0 98.5 96.2 98.5 96.2: 1.5 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 18 12 18 12: Old : 20: 0 0 0 18 12 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 66.3 83.9 90.9 57.1 63.4 70.5 76.1 Old : 69.6 66.3 83.9 90.9 57.1 63.4 70.5 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,380,779: 329,113 166,328 319,520 641,482 833,165 1,290,115 1,319,013: 90,664 61,766 Old : 1,380,779: 329,113 166,328 319,520 641,482 833,165 1,290,115 1,319,013: 90,664 61,766 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 13,660: -11,596 2,176 -3,776 30,880 22,079 15,508 20,479: -1,848 -6,819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 12.0 23.1 46.5 60.3 93.4 95.5: 6.6 4.5 Old : 100.0: 23.8 12.0 23.1 46.5 60.3 93.4 95.5: 6.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 348: 127 98 145 94 98 303 271: Old : 348: 127 98 145 94 98 303 271: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.6 14.8 25.7 25.3 13.4 12.9 20.2 18.9 Old : 16.6 14.8 25.7 25.3 13.4 12.9 20.2 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 240,694: 30,204 17,088 10,895 161,949 158,079 203,048 186,062: 37,646 54,632 Old : 240,694: 30,204 17,088 10,895 161,949 158,079 203,048 186,062: 37,646 54,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 4,229: 2,339 920 699 -105 -1,500 2,933 119: 1,296 4,110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 7.1 4.5 67.3 65.7 84.4 77.3: 15.6 22.7 Old : 100.0: 12.5 7.1 4.5 67.3 65.7 84.4 77.3: 15.6 22.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 4 3 5 29 29 35 35: Old : 38: 4 3 5 29 29 35 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 30.4 56.2 48.2 34.6 27.7 50.5 41.6 Old : 36.9 30.4 56.2 48.2 34.6 27.7 50.5 41.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 40,164: 428 2,166 50 39,531 37,721 40,009 39,937: 155 227 Old : 40,164: 428 2,166 50 39,531 37,721 40,009 39,937: 155 227 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 3,085: 0 0 0 2,985 2,985 2,985 2,985: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 5.4 0.1 98.4 93.9 99.6 99.4: 0.4 0.6 Old : 100.0: 1.1 5.4 0.1 98.4 93.9 99.6 99.4: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 4 4 1 43 39 47 44: Old : 58: 4 4 1 43 39 47 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 32.8 58.8 50.3 27.5 19.6 33.3 30.0 Old : 42.3 32.8 58.8 50.3 27.5 19.6 33.3 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 88,209: 4,451 31,244 2,174 78,374 49,576 84,999 82,994: 3,210 5,215 Old : 88,209: 4,451 31,244 2,174 78,374 49,576 84,999 82,994: 3,210 5,215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 227: -43 -3,509 -1,130 1,246 5,252 73 613: 154 -386 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 35.4 2.5 88.9 56.2 96.4 94.1: 3.6 5.9 Old : 100.0: 5.0 35.4 2.5 88.9 56.2 96.4 94.1: 3.6 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 11 11 27 25 40 38: Old : 44: 3 11 11 27 25 40 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 40.6 66.9 58.1 36.0 34.2 48.0 45.4 Old : 49.0 40.6 66.9 58.1 36.0 34.2 48.0 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,345: 4,325 621 0 10,995 14,645 15,320 15,266: 25 79 Old : 15,345: 4,325 621 0 10,995 14,645 15,320 15,266: 25 79 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 375: 0 246 0 375 75 375 321: 0 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 4.0 0.0 71.7 95.4 99.8 99.5: 0.2 0.5 Old : 100.0: 28.2 4.0 0.0 71.7 95.4 99.8 99.5: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 4 0 19 24 21 28: Old : 37: 2 4 0 19 24 21 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.5 54.8 85.7 75.8 45.1 36.6 53.2 45.7 Old : 66.5 54.8 85.7 75.8 45.1 36.6 53.2 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 23,124: 16,705 2,175 238 3,420 20,109 20,363 22,522: 2,761 602 Old : 23,124: 16,705 2,175 238 3,420 20,109 20,363 22,522: 2,761 602 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -33: 589 -182 -52 -397 247 140 13: -173 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 9.4 1.0 14.8 87.0 88.1 97.4: 11.9 2.6 Old : 100.0: 72.2 9.4 1.0 14.8 87.0 88.1 97.4: 11.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 150: 86 17 7 21 31 113 51: Old : 150: 86 17 7 21 31 113 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 33.0 46.9 50.6 34.1 33.0 46.9 50.3 Old : 34.1 33.0 46.9 50.6 34.1 33.0 46.9 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 36,520: 24,484 1,850 73 6,495 33,118 31,052 35,041: 5,468 1,479 Old : 36,520: 24,484 1,850 73 6,495 33,118 31,052 35,041: 5,468 1,479 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -58: -841 -121 -192 1,095 91 62 -222: -120 164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 5.1 0.2 17.8 90.7 85.0 96.0: 15.0 4.0 Old : 100.0: 67.0 5.1 0.2 17.8 90.7 85.0 96.0: 15.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 137: 82 9 5 17 34 102 46: Old : 137: 82 9 5 17 34 102 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 35.9 34.6 52.3 20.9 35.9 34.5 52.1 Old : 20.9 35.9 34.6 52.3 20.9 35.9 34.5 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 268,541: 82,881 10,589 22,381 139,813 221,535 245,075 254,505: 23,466 14,036 Old : 268,541: 82,881 10,589 22,381 139,813 221,535 245,075 254,505: 23,466 14,036 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -518: -2,395 -1,100 -1,594 3,732 974 -257 -1,720: -261 1,202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 3.9 8.3 52.1 82.5 91.3 94.8: 8.7 5.2 Old : 100.0: 30.9 3.9 8.3 52.1 82.5 91.3 94.8: 8.7 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 197: 78 17 35 74 89 162 133: Old : 197: 78 17 35 74 89 162 133: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.9 29.6 31.9 43.1 9.9 15.1 17.4 21.7 Old : 21.9 29.6 31.9 43.1 9.9 15.1 17.4 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 20,231: 3,102 1,235 1,226 12,129 13,097 16,457 15,558: 3,774 4,673 Old : 20,231: 3,102 1,235 1,226 12,129 13,097 16,457 15,558: 3,774 4,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 304: 0 -83 0 1,426 1,113 1,426 1,030: -1,122 -726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 6.1 6.1 60.0 64.7 81.3 76.9: 18.7 23.1 Old : 100.0: 15.3 6.1 6.1 60.0 64.7 81.3 76.9: 18.7 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 5 3 4 15 21 22 26: Old : 32: 5 3 4 15 21 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 42.6 57.4 57.2 35.8 42.6 51.0 53.1 Old : 39.1 42.6 57.4 57.2 35.8 42.6 51.0 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 5,156: 186 200 0 4,883 4,893 5,069 5,093: 87 63 Old : 5,156: 186 200 0 4,883 4,893 5,069 5,093: 87 63 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 450: 100 50 0 550 350 650 400: -200 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 3.9 0.0 94.7 94.9 98.3 98.8: 1.7 1.2 Old : 100.0: 3.6 3.9 0.0 94.7 94.9 98.3 98.8: 1.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 1 0 24 23 27 24: Old : 35: 3 1 0 24 23 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 40.8 61.3 66.0 30.2 35.5 45.5 49.9 Old : 40.2 40.8 61.3 66.0 30.2 35.5 45.5 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 53,933: 230 2,497 15 52,760 51,186 53,005 53,698: 928 235 Old : 53,933: 230 2,497 15 52,760 51,186 53,005 53,698: 928 235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 642: -100 200 0 742 442 642 642: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 4.6 0.0 97.8 94.9 98.3 99.6: 1.7 0.4 Old : 100.0: 0.4 4.6 0.0 97.8 94.9 98.3 99.6: 1.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 2 1 33 34 36 36: Old : 46: 2 2 1 33 34 36 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 50.5 77.2 69.7 53.0 46.0 61.3 58.8 Old : 63.6 50.5 77.2 69.7 53.0 46.0 61.3 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 18,954: 200 0 0 18,584 18,954 18,784 18,954: 170 0 Old : 18,954: 200 0 0 18,584 18,954 18,784 18,954: 170 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 575: 0 0 0 650 675 650 675: -75 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.0 98.0 100.0 99.1 100.0: 0.9 0.0 Old : 100.0: 1.1 0.0 0.0 98.0 100.0 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 20 17 21 17: Old : 29: 1 0 0 20 17 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.5 78.3 89.1 93.9 66.4 65.3 71.8 74.0 Old : 76.5 78.3 89.1 93.9 66.4 65.3 71.8 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,857: 900 2,775 150 6,657 4,932 7,707 7,857: 150 0 Old : 7,857: 900 2,775 150 6,657 4,932 7,707 7,857: 150 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 470: 50 300 150 470 270 670 720: -200 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 35.3 1.9 84.7 62.8 98.1 100.0: 1.9 0.0 Old : 100.0: 11.5 35.3 1.9 84.7 62.8 98.1 100.0: 1.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 4 1 1 26 23 30 25: Old : 40: 4 1 1 26 23 30 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 59.7 55.0 75.8 27.5 55.0 44.5 62.9 Old : 34.4 59.7 55.0 75.8 27.5 55.0 44.5 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,544: 1,796 0 140 14,448 16,274 16,384 16,414: 160 130 Old : 16,544: 1,796 0 140 14,448 16,274 16,384 16,414: 160 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 864: 130 0 90 644 894 864 984: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 0.0 0.8 87.3 98.4 99.0 99.2: 1.0 0.8 Old : 100.0: 10.9 0.0 0.8 87.3 98.4 99.0 99.2: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 3 0 2 33 22 36 24: Old : 39: 3 0 2 33 22 36 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 68.5 67.1 84.0 45.0 66.9 59.0 74.0 Old : 51.3 68.5 67.1 84.0 45.0 66.9 59.0 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,848: 1,014 1,283 627 13,895 13,738 15,536 15,648: 312 200 Old : 15,848: 1,014 1,283 627 13,895 13,738 15,536 15,648: 312 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 439: 498 150 57 428 245 983 452: -544 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 8.1 4.0 87.7 86.7 98.0 98.7: 2.0 1.3 Old : 100.0: 6.4 8.1 4.0 87.7 86.7 98.0 98.7: 2.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 4 6 32 31 40 37: Old : 49: 4 4 6 32 31 40 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.2 39.2 54.5 58.5 31.7 37.6 47.5 50.8 Old : 34.2 39.2 54.5 58.5 31.7 37.6 47.5 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 14,030: 300 2,271 81 13,559 11,552 13,940 13,904: 90 126 Old : 14,030: 300 2,271 81 13,559 11,552 13,940 13,904: 90 126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 344: 300 -129 27 17 446 344 344: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 16.2 0.6 96.6 82.3 99.4 99.1: 0.6 0.9 Old : 100.0: 2.1 16.2 0.6 96.6 82.3 99.4 99.1: 0.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 6 3 26 23 30 29: Old : 40: 1 6 3 26 23 30 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 44.2 74.6 66.6 43.5 41.2 60.9 56.4 Old : 50.9 44.2 74.6 66.6 43.5 41.2 60.9 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 32,618: 6,934 1,242 2,241 22,940 28,849 32,115 32,332: 503 286 Old : 32,618: 6,934 1,242 2,241 22,940 28,849 32,115 32,332: 503 286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 1,285: 440 0 595 400 690 1,435 1,285: -150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 3.8 6.9 70.3 88.4 98.5 99.1: 1.5 0.9 Old : 100.0: 21.3 3.8 6.9 70.3 88.4 98.5 99.1: 1.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 5 3 7 34 33 42 41: Old : 51: 5 3 7 34 33 42 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 52.1 53.3 70.1 28.9 49.6 47.7 62.5 Old : 32.6 52.1 53.3 70.1 28.9 49.6 47.7 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010