GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,733 COMMITMENTS 1,799 910 0 31,780 32,803 33,579 33,713 154 20 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,359) 66 0 0 1,407 1,497 1,473 1,497 -114 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.7 0.0 94.2 97.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 0 34 36 35 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,880 COMMITMENTS 0 0 0 19,779 19,755 19,779 19,755 101 125 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 309) 0 0 0 309 309 309 309 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 32 24 32 24 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,641 COMMITMENTS 400 216 114 6,250 6,308 6,764 6,638 877 1,003 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 31) -28 0 0 33 -11 5 -11 26 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 2.8 1.5 81.8 82.6 88.5 86.9 11.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 25 23 26 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,309 COMMITMENTS 45 160 60 8,929 9,293 9,034 9,513 1,275 796 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 520) 45 20 60 704 515 809 595 -289 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.6 0.6 86.6 90.1 87.6 92.3 12.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 1 48 47 49 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,041 COMMITMENTS 59 57 202 7,115 7,131 7,376 7,390 665 651 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 674) -41 -20 40 677 628 676 648 -2 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 2.5 88.5 88.7 91.7 91.9 8.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 2 4 46 52 50 57 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,280 COMMITMENTS 680 0 0 2,791 3,381 3,471 3,381 809 899 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 513) 0 0 0 455 405 455 405 58 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.0 65.2 79.0 81.1 79.0 18.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 19 17 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,723 COMMITMENTS 0 0 0 10,723 10,683 10,723 10,683 0 40 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 840) 0 0 0 840 840 840 840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 19 19 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,712 COMMITMENTS 41,845 27,087 42,779 191,688 213,998 276,312 283,864 37,400 29,848 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,521) -7,685 -159 1,948 7,517 -1,573 1,780 216 -259 1,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 8.6 13.6 61.1 68.2 88.1 90.5 11.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 32 27 42 72 80 129 131 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,370 COMMITMENTS 851 325 402 15,631 16,157 16,884 16,884 486 486 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 995) 0 0 50 1,159 947 1,209 997 -214 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.9 2.3 90.0 93.0 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 2 4 44 46 53 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,198 COMMITMENTS 0 2,300 600 15,495 13,528 16,095 16,428 1,103 770 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 450) 0 150 0 300 300 300 450 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 3.5 90.1 78.7 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 2 25 18 27 22 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,837 COMMITMENTS 618 151 285 2,430 2,669 3,333 3,105 1,504 1,732 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -309) -42 41 -5 -153 -289 -200 -253 -109 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 3.1 5.9 50.2 55.2 68.9 64.2 31.1 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 5 12 15 18 20 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,550 COMMITMENTS 0 0 0 1,450 1,350 1,450 1,350 100 200 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -850) -50 -475 0 -750 -175 -800 -650 -50 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 87.1 93.5 87.1 6.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 14 11 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 775,827 COMMITMENTS 77,392 228,219 312,312 309,849 193,069 699,553 733,600 76,274 42,227 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -6,846) 396 -8,135 5,925 -13,256 -6,871 -6,935 -9,081 89 2,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 29.4 40.3 39.9 24.9 90.2 94.6 9.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 63 88 113 80 69 222 208 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,181 COMMITMENTS 1,700 0 2,283 57,330 54,622 61,313 56,905 3,868 8,276 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,440) -1,207 0 981 2,951 1,263 2,725 2,244 -1,285 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 3.5 88.0 83.8 94.1 87.3 5.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 22 21 24 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,007 COMMITMENTS 434 2,869 0 60,895 57,256 61,329 60,125 9,678 10,882 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,800) 0 0 0 4,800 4,800 4,800 4,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.0 0.0 85.8 80.6 86.4 84.7 13.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 23 24 24 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,301 COMMITMENTS 0 0 0 67,433 76,107 67,433 76,107 11,868 3,194 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 424) 0 0 0 -29 424 -29 424 453 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.0 96.0 85.0 96.0 15.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 21 20 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,708 COMMITMENTS 5,574 0 2,867 78,085 89,410 86,526 92,277 8,182 2,431 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 165) -463 0 287 310 -122 134 165 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 3.0 82.4 94.4 91.4 97.4 8.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 3 25 31 28 34 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,795 COMMITMENTS 0 10,483 2,749 87,269 72,933 90,018 86,165 4,777 8,630 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -818) 0 -1,177 246 -1,064 113 -818 -818 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 2.9 92.1 76.9 95.0 90.9 5.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 3 16 22 19 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,858 COMMITMENTS 7,396 2,759 3,401 63,457 73,960 74,254 80,120 12,604 6,738 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -764) -1,415 0 248 375 -1,012 -792 -764 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 3.2 3.9 73.1 85.2 85.5 92.2 14.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 21 23 25 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,584 COMMITMENTS 0 620 0 87,514 85,473 87,514 86,093 3,070 4,491 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,070) 0 0 0 1,070 1,070 1,070 1,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 96.6 94.4 96.6 95.0 3.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 17 17 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 188,466 COMMITMENTS 3,597 5,954 5,382 170,861 171,019 179,840 182,355 8,626 6,111 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -549) 0 36 89 -638 -452 -549 -327 0 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.2 2.9 90.7 90.7 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 4 5 38 36 46 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 138,885 COMMITMENTS 3,441 750 1,589 123,525 131,631 128,555 133,970 10,330 4,915 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 869) 0 60 -20 1,134 218 1,114 258 -245 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.5 1.1 88.9 94.8 92.6 96.5 7.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 25 25 29 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 229,185 COMMITMENTS 6,963 225 10,885 195,940 211,525 213,788 222,635 15,397 6,550 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,977) 1,658 92 -392 -4,160 -1,891 -2,894 -2,191 917 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.1 4.7 85.5 92.3 93.3 97.1 6.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 2 35 38 37 40 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,943,901 COMMITMENTS 753,298 71,175 894,501 1270331 1959203 2918130 2924879 25,771 19,022 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 33,841) 34,153 -2,402 -13,224 12,614 49,909 33,543 34,283 298 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 2.4 30.4 43.2 66.6 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 22 60 105 98 171 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 969,724 COMMITMENTS 116,193 209,876 185,060 663,795 570,811 965,048 965,747 4,676 3,977 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 25,234) 2,327 2,772 14,295 8,549 8,746 25,171 25,813 63 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 21.6 19.1 68.5 58.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 23 40 42 39 90 83 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,520 COMMITMENTS 3,456 220 528 33,670 38,496 37,654 39,244 1,866 276 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -566) -360 120 120 -732 -800 -972 -560 406 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.6 1.3 85.2 97.4 95.3 99.3 4.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 2 30 27 33 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,287 COMMITMENTS 0 994 446 16,980 15,702 17,426 17,142 861 1,145 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 40) 0 0 0 -6 36 -6 36 46 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 2.4 92.9 85.9 95.3 93.7 4.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 3 21 19 24 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,545 COMMITMENTS 0 1,780 370 28,854 28,515 29,224 30,665 2,321 880 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 442) 0 360 -120 120 -58 0 182 442 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 1.2 91.5 90.4 92.6 97.2 7.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 24 21 26 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,797 COMMITMENTS 660 108 0 10,691 11,213 11,351 11,321 1,446 1,476 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 157) 0 0 0 -23 167 -23 167 180 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.8 0.0 83.5 87.6 88.7 88.5 11.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 16 19 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,173 COMMITMENTS 672 0 0 14,368 15,413 15,040 15,413 1,133 760 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 165) 0 0 0 169 149 169 149 -4 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 88.8 95.3 93.0 95.3 7.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 21 19 22 19 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,977 COMMITMENTS 0 0 0 9,973 10,515 9,973 10,515 1,004 462 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57) 0 0 0 57 37 57 37 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 95.8 90.9 95.8 9.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 17 21 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 54,866 COMMITMENTS 0 0 0 54,866 54,544 54,866 54,544 0 322 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 847,444 COMMITMENTS 0 0 0 847,444 847,444 847,444 847,444 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 47,369 COMMITMENTS 0 400 0 46,844 46,869 46,844 47,269 525 100 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.9 98.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 6 17 8 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 775,528 COMMITMENTS 0 14,080 0 775,528 761,448 775,528 775,528 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 7 15 10 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 93,588 COMMITMENTS 0 3,945 0 93,437 89,643 93,437 93,588 151 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,895) 0 0 0 2,895 2,895 2,895 2,895 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 99.8 95.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 16 12 16 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,600,267 COMMITMENTS 0 61,670 0 1600267 1538597 1600267 1600267 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 46,880) 0 0 0 46,880 46,880 46,880 46,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 11 16 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 177,440 COMMITMENTS 4,855 0 0 172,585 176,975 177,440 176,975 0 465 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,455) 0 0 0 5,455 5,455 5,455 5,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 21 27 23 27 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,910,814 COMMITMENTS 77,269 0 0 2833545 2910814 2910814 2910814 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 101,260) 0 0 0 101,260 101,260 101,260 101,260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 19 25 22 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 62,833 COMMITMENTS 40 2,990 0 60,128 59,715 60,168 62,705 2,665 128 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 115) 0 0 0 0 115 0 115 115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.8 0.0 95.7 95.0 95.8 99.8 4.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 19 16 20 17 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,027,486 COMMITMENTS 0 74,080 0 1027486 953,406 1027486 1027486 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,875) 0 0 0 1,875 1,875 1,875 1,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 17 17 18 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 58,144 COMMITMENTS 4,830 495 45 53,269 57,584 58,144 58,124 0 20 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 489) 0 0 0 489 489 489 489 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.9 0.1 91.6 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 22 29 24 31 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 11,536 COMMITMENTS 472 0 0 9,712 11,281 10,184 11,281 1,352 255 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 84.2 97.8 88.3 97.8 11.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 14 14 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,056,064 COMMITMENTS 98,820 30,312 0 957,244 1025752 1056064 1056064 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 8,544) 0 0 0 8,544 8,544 8,544 8,544 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 22 24 24 26 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,174 COMMITMENTS 555 45 155 21,292 21,771 22,002 21,971 172 203 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,989) -54 0 8 -1,677 -1,980 -1,723 -1,972 -266 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.2 0.7 96.0 98.2 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 3 34 34 38 37 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,900 COMMITMENTS 45 0 25 15,205 15,860 15,275 15,885 625 15 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -125 -90 -125 -90 50 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 95.6 99.7 96.1 99.9 3.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 15 17 16 18 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,364 COMMITMENTS 0 139 237 10,959 10,898 11,196 11,274 168 90 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 83) 0 -20 18 35 100 53 98 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 2.1 96.4 95.9 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 23 20 24 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,549 COMMITMENTS 380 0 0 7,705 8,245 8,085 8,245 464 304 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 112) 0 0 0 191 42 191 42 -79 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 90.1 96.4 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 29 23 30 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,307,602 COMMITMENTS 225,068 183,008 320,352 686,710 734,745 1232130 1238105 75,472 69,497 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -53,095) -17,017 26,950 -26,724 9,829 -37,430 -33,912 -37,204 -19,183 -15,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 14.0 24.5 52.5 56.2 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 100 99 147 88 95 278 268 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,277 COMMITMENTS 29,407 23,876 1,698 154,701 134,216 185,806 159,790 25,471 51,487 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,735) -460 -223 -192 4,413 1,971 3,761 1,556 974 3,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 11.3 0.8 73.2 63.5 87.9 75.6 12.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 6 31 27 37 34 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,490 COMMITMENTS 1,380 780 325 61,780 62,380 63,485 63,485 5 5 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 766) 49 -350 300 417 1,016 766 966 0 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.2 0.5 97.3 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 3 2 51 47 56 52 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,933 COMMITMENTS 18,778 32,270 8,733 99,791 86,497 127,302 127,500 5,631 5,433 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,012) -706 -2,990 -15 -1,591 502 -2,312 -2,503 300 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 24.3 6.6 75.1 65.1 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 14 16 24 23 45 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,870 COMMITMENTS 1,217 2,441 8,013 27,408 26,857 36,638 37,311 2,232 1,559 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -625) -1,603 0 703 393 -1,555 -507 -852 -118 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 6.3 20.6 70.5 69.1 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 4 16 16 21 22 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,850 COMMITMENTS 295 0 1,814 57,704 65,499 59,813 67,313 35,037 27,537 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 638) 60 0 -55 7,623 504 7,628 449 -6,990 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.9 60.8 69.1 63.1 71.0 36.9 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 22 20 23 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,880 COMMITMENTS 950 1,607 150 31,780 30,990 32,880 32,747 0 133 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.9 0.5 96.7 94.3 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 1 25 33 28 37 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,095 COMMITMENTS 16,383 4,077 481 2,902 17,149 19,766 21,707 2,329 388 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -929) 161 183 -72 -578 -915 -489 -804 -440 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 18.5 2.2 13.1 77.6 89.5 98.2 10.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 74 31 8 19 32 100 68 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,325 COMMITMENTS 23,263 3,929 770 5,771 28,300 29,804 32,999 4,521 1,326 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -747) -46 -357 147 -407 -510 -306 -720 -441 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 11.4 2.2 16.8 82.4 86.8 96.1 13.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 85 20 9 19 32 112 55 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,438 COMMITMENTS 64,081 10,645 31,668 144,272 200,943 240,021 243,256 18,417 15,182 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 320) -7,829 -1,340 2,083 7,593 247 1,847 990 -1,527 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 4.1 12.3 55.8 77.8 92.9 94.1 7.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 61 23 51 72 85 152 145 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,512 COMMITMENTS 1,720 0 316 12,662 13,758 14,698 14,074 5,814 6,438 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 258) 1,329 0 -396 -129 1 804 -395 -546 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 1.5 61.7 67.1 71.7 68.6 28.3 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 14 16 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,087 COMMITMENTS 1,346 100 225 6,385 7,510 7,956 7,835 131 252 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 65) 0 0 -50 115 115 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.2 2.8 79.0 92.9 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 29 30 33 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,355 COMMITMENTS 1,855 86 630 42,287 45,444 44,772 46,160 1,583 195 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,775) 120 0 0 2,538 2,775 2,658 2,775 117 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.2 1.4 91.2 98.0 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 1 32 32 36 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,366 COMMITMENTS 2,200 0 0 19,070 20,741 21,270 20,741 96 625 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,355) 0 0 0 1,355 1,280 1,355 1,280 0 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 89.3 97.1 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 13 23 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,746 COMMITMENTS 906 400 500 13,340 13,846 14,746 14,746 0 0 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.7 3.4 90.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 2 29 25 33 27 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,300 COMMITMENTS 0 100 35 2,357 2,237 2,392 2,372 908 928 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57) 0 -15 5 -10 39 -5 29 62 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 1.1 71.4 67.8 72.5 71.9 27.5 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 14 16 15 18 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,335 COMMITMENTS 180 0 0 12,970 13,285 13,150 13,285 185 50 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 582) -60 0 0 642 582 582 582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 97.3 99.6 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 17 20 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,484 COMMITMENTS 480 3,482 636 18,884 16,289 20,000 20,407 484 77 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,307) 0 -45 0 1,139 1,484 1,139 1,439 168 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 17.0 3.1 92.2 79.5 97.6 99.6 2.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 1 29 35 31 39 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,497 COMMITMENTS 901 1,122 0 12,596 12,357 13,497 13,479 0 18 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 359) -134 180 0 493 179 359 359 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 8.3 0.0 93.3 91.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 0 22 23 25 24 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,733 COMMITMENTS 3,686 2,770 1,188 38,009 40,963 42,883 44,921 2,850 812 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,539) -174 0 -141 -1,113 -1,299 -1,428 -1,440 -111 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.1 2.6 83.1 89.6 93.8 98.2 6.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 6 4 34 37 41 44
Updated February 7, 2010