GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,343 COMMITMENTS 1,356 1,420 375 33,543 33,538 35,274 35,333 69 10 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,430) 0 -50 75 2,359 2,395 2,434 2,420 -4 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 4.0 1.1 94.9 94.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 2 40 45 43 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,370 COMMITMENTS 0 0 0 23,166 23,100 23,166 23,100 204 270 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 304) 0 0 0 304 304 304 304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 29 31 29 31 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,576 COMMITMENTS 142 216 79 4,543 4,834 4,764 5,129 1,812 1,447 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -53) 0 0 0 1 -124 1 -124 -54 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 1.2 69.1 73.5 72.4 78.0 27.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 18 19 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,293 COMMITMENTS 575 357 127 6,938 7,596 7,640 8,080 1,653 1,213 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 60) -16 33 4 -61 -4 -73 33 133 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.8 1.4 74.7 81.7 82.2 86.9 17.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 4 40 42 44 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,771 COMMITMENTS 462 336 567 7,184 7,428 8,213 8,331 558 440 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 283) 127 -29 1 323 863 451 835 -168 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 3.8 6.5 81.9 84.7 93.6 95.0 6.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 3 8 49 54 58 63 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,099 COMMITMENTS 265 100 5 2,144 2,081 2,414 2,186 685 913 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 190) -10 0 5 42 47 37 52 153 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 3.2 0.2 69.2 67.2 77.9 70.5 22.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 15 19 17 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,284 COMMITMENTS 0 76 0 1,755 1,874 1,755 1,950 529 334 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 140) 0 0 0 30 165 30 165 110 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 76.8 82.0 76.8 85.4 23.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 18 19 18 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,661 COMMITMENTS 60 61 40 1,016 1,109 1,116 1,210 545 451 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 78) 0 -5 20 45 40 65 55 13 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.7 2.4 61.2 66.8 67.2 72.8 32.8 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 16 18 18 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,684 COMMITMENTS 0 0 0 21,594 21,499 21,594 21,499 90 185 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 615) 0 0 0 600 630 600 630 15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 20 18 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 294,935 COMMITMENTS 36,993 23,884 30,487 190,410 208,460 257,890 262,831 37,045 32,104 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -8,528) 628 2,928 -2,662 -7,891 -7,369 -9,925 -7,103 1,397 -1,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 8.1 10.3 64.6 70.7 87.4 89.1 12.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 30 29 41 77 78 130 131 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,962 COMMITMENTS 650 986 950 18,362 18,026 19,962 19,962 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,183) 150 270 600 3,433 3,313 4,183 4,183 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.9 4.8 92.0 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 8 7 45 51 53 63 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,178 COMMITMENTS 1,000 180 570 11,266 12,008 12,836 12,758 342 420 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) 75 0 0 -75 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.4 4.3 85.5 91.1 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 2 27 21 31 23 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,416 COMMITMENTS 519 96 347 2,383 2,362 3,249 2,805 1,167 1,611 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 148) -69 0 121 75 53 127 174 21 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.2 7.9 54.0 53.5 73.6 63.5 26.4 36.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 3 17 19 21 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 764,029 COMMITMENTS 98,865 252,968 257,518 339,068 215,090 695,451 725,576 68,578 38,453 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -21,486) -1,110 -2,987 -6,624 -10,234 -10,511 -17,968 -20,122 -3,518 -1,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 33.1 33.7 44.4 28.2 91.0 95.0 9.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 72 90 123 84 71 233 221 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,025 COMMITMENTS 576 25 1,961 46,077 47,018 48,614 49,004 7,411 7,021 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 150) -139 25 -25 61 151 -103 151 253 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 3.5 82.2 83.9 86.8 87.5 13.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 23 19 25 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,785 COMMITMENTS 178 0 3,156 30,709 27,235 34,043 30,391 3,742 7,394 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 773) -499 0 673 735 743 909 1,416 -136 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 8.4 81.3 72.1 90.1 80.4 9.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 14 17 16 19 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,382 COMMITMENTS 0 0 0 56,852 52,223 56,852 52,223 8,530 13,159 CHANGES FROM 07/20/10 (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 87.0 79.9 87.0 79.9 13.0 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 22 18 22 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,994 COMMITMENTS 0 0 0 60,806 66,726 60,806 66,726 9,188 3,268 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 207) 0 0 0 207 307 207 307 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.9 95.3 86.9 95.3 13.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 19 19 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,669 COMMITMENTS 2,297 0 5,881 61,815 62,935 69,993 68,816 7,676 8,853 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,184) 462 -177 206 485 1,114 1,153 1,143 31 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 7.6 79.6 81.0 90.1 88.6 9.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 4 23 25 27 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,566 COMMITMENTS 736 10,162 1,172 66,924 45,690 68,832 57,024 4,734 16,542 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -853) 0 -612 -507 -70 266 -577 -853 -276 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 13.8 1.6 91.0 62.1 93.6 77.5 6.4 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 13 19 16 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,835 COMMITMENTS 6,351 1,458 3,301 55,374 66,541 65,026 71,300 10,809 4,535 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 716) -633 0 437 1,412 1,553 1,216 1,990 -500 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.9 4.4 73.0 87.7 85.7 94.0 14.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 4 22 23 27 27 TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 30,016 COMMITMENTS 2,200 0 0 25,590 23,736 27,790 23,736 2,226 6,280 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) -558 0 0 434 -62 -124 -62 124 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 85.3 79.1 92.6 79.1 7.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 13 12 13 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,404 COMMITMENTS 0 0 0 26,925 27,891 26,925 27,891 5,479 4,513 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -217) 0 0 0 -217 -217 -217 -217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.1 86.1 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 15 13 15 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,809 COMMITMENTS 0 0 0 66,637 65,429 66,637 65,429 1,172 2,380 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,282) 0 0 0 1,096 1,282 1,096 1,282 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 96.5 98.3 96.5 1.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 17 20 17 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,646 COMMITMENTS 4,760 6,731 4,226 139,958 138,540 148,944 149,497 5,702 5,149 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 518) -128 122 122 337 59 331 303 187 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.4 2.7 90.5 89.6 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 4 36 36 41 40 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,205 COMMITMENTS 1,147 3,535 783 109,146 111,203 111,076 115,521 10,129 5,684 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -62) 0 0 0 -93 -62 -93 -62 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.9 0.6 90.1 91.7 91.6 95.3 8.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 24 22 26 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,502 COMMITMENTS 4,982 124 10,273 172,396 186,349 187,651 196,746 15,851 6,756 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -584) -419 124 133 -298 -777 -584 -520 0 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.1 5.0 84.7 91.6 92.2 96.7 7.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 1 3 38 40 41 43 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,123 COMMITMENTS 0 2,787 1,220 42,676 38,467 43,896 42,474 3,227 4,649 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 61) 0 152 0 61 -91 61 61 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 2.6 90.6 81.6 93.2 90.1 6.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 12 17 13 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,752,721 COMMITMENTS 660,958 172,580 795,034 1275392 1764513 2731384 2732127 21,337 20,594 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 42,678) 1,000 2,101 23,479 27,206 16,382 51,685 41,962 -9,007 716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 6.3 28.9 46.3 64.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 37 30 62 117 101 187 165 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,037,762 COMMITMENTS 157,739 170,436 169,508 707,195 694,119 1034442 1034063 3,320 3,699 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 13,682) 2,469 -12,646 17,804 -7,340 7,977 12,933 13,135 749 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 16.4 16.3 68.1 66.9 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 32 22 47 44 42 94 93 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,275 COMMITMENTS 0 1,642 0 4,153 2,569 4,153 4,211 122 64 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 359) 0 25 0 405 357 405 382 -46 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.4 0.0 97.1 60.1 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 21 17 21 19 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,840 COMMITMENTS 0 0 0 2,800 2,785 2,800 2,785 40 55 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 98.1 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 19 12 19 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,929 COMMITMENTS 0 132 92 1,375 1,347 1,467 1,571 462 358 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 4.8 71.3 69.8 76.0 81.4 24.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 19 19 21 22 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,455 COMMITMENTS 123 0 30 1,655 1,914 1,808 1,944 647 511 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 253) 5 0 5 228 236 238 241 15 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 1.2 67.4 78.0 73.6 79.2 26.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 23 24 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,664 COMMITMENTS 4,035 442 666 34,130 40,356 38,831 41,464 2,833 200 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 686) 0 0 0 688 668 688 668 -2 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.1 1.6 81.9 96.9 93.2 99.5 6.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 3 32 26 36 30 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,387 COMMITMENTS 20 538 260 14,947 14,590 15,227 15,388 1,160 999 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 178) 20 -100 80 126 174 226 154 -48 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.3 1.6 91.2 89.0 92.9 93.9 7.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 20 21 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,488 COMMITMENTS 0 0 0 10,638 11,356 10,638 11,356 1,850 1,132 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 48) 0 0 0 12 42 12 42 36 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.2 90.9 85.2 90.9 14.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 14 16 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,954 COMMITMENTS 0 2,260 200 28,802 28,648 29,002 31,108 2,952 846 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,576) 0 0 0 2,576 2,572 2,576 2,572 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.6 90.1 89.7 90.8 97.4 9.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 25 23 27 25 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,467 COMMITMENTS 594 0 116 10,021 10,955 10,731 11,071 1,736 1,396 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 68) 20 0 0 0 68 20 68 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.9 80.4 87.9 86.1 88.8 13.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 17 16 19 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269 COMMITMENTS 0 3,225 0 35,014 32,001 35,014 35,226 255 43 CHANGES FROM 07/20/10 (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 9.1 0.0 99.3 90.7 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,305 COMMITMENTS 132 0 12 15,128 15,675 15,272 15,687 1,033 618 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -80) -480 0 12 262 -98 -206 -86 126 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.1 92.8 96.1 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 26 23 27 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,380 COMMITMENTS 0 0 0 9,125 9,018 9,125 9,018 1,255 1,362 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -34) 0 0 0 6 -234 6 -234 -40 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.9 86.9 87.9 86.9 12.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 16 21 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,465 COMMITMENTS 0 0 0 55,465 55,379 55,465 55,379 0 86 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -22) 0 0 0 213 -22 213 -22 -235 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 11 13 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 820,862 COMMITMENTS 0 0 0 820,862 820,862 820,862 820,862 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,568) 0 0 0 1,568 1,568 1,568 1,568 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: 23) 0 0 0 14 11 14 11 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,572 COMMITMENTS 0 0 0 38,743 39,572 38,743 39,572 829 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 246) 0 0 0 246 246 246 246 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 100.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 11 15 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867 COMMITMENTS 0 0 0 567,867 567,867 567,867 567,867 0 0 CHANGES FROM 07/20/10 (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: 22) 0 0 0 12 13 12 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,053 COMMITMENTS 0 0 0 76,924 77,053 76,924 77,053 129 0 CHANGES FROM 07/20/10 (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 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 16 15 16 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,974 COMMITMENTS 0 0 0 1318974 1318974 1318974 1318974 0 0 CHANGES FROM 07/20/10 (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: 26) 0 0 0 17 13 17 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 228,441 COMMITMENTS 3,445 0 0 224,996 228,441 228,441 228,441 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 49,255) 0 0 0 49,255 49,255 49,255 49,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 0 29 32 31 32 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,869,532 COMMITMENTS 0 0 0 3869532 3869532 3869532 3869532 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 863,636) 0 0 0 863,636 863,636 863,636 863,636 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: 37) 0 0 0 26 23 26 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,379 COMMITMENTS 1,275 2,455 0 69,104 67,669 70,379 70,124 0 255 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,265) 1,275 0 0 990 2,265 2,265 2,265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.5 0.0 98.2 96.1 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 27 19 28 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,238,651 COMMITMENTS 23,400 68,360 0 1215251 1163651 1238651 1232011 0 6,640 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 23,792) 23,400 0 0 392 23,792 23,792 23,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.5 0.0 98.1 93.9 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 23 20 24 21 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505 COMMITMENTS 3,225 110 0 60,280 63,395 63,505 63,505 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.2 0.0 94.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 24 28 25 29 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,445 COMMITMENTS 258 0 0 10,016 10,127 10,274 10,127 171 318 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 95.9 97.0 98.4 97.0 1.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 13 16 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,014 COMMITMENTS 0 220 0 12,821 12,432 12,821 12,652 193 362 CHANGES FROM 07/20/10 (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 1.7 0.0 98.5 95.5 98.5 97.2 1.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 14 16 15 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982 COMMITMENTS 0 58,825 0 638,982 580,157 638,982 638,982 0 0 CHANGES FROM 07/20/10 (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 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786 COMMITMENTS 58,825 28,552 0 1152961 1183234 1211786 1211786 0 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 2.4 0.0 95.1 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 26 24 27 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,974 COMMITMENTS 109 0 170 20,845 21,574 21,124 21,744 850 230 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 727) 15 0 -10 687 677 692 667 35 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.8 94.9 98.2 96.1 99.0 3.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 2 35 29 37 31 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,776 COMMITMENTS 185 0 0 16,144 16,253 16,329 16,253 447 523 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 96.2 96.9 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 16 17 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,713 COMMITMENTS 8 0 80 9,166 9,463 9,254 9,543 459 170 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 145) -25 0 0 135 220 110 220 35 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.8 94.4 97.4 95.3 98.2 4.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 20 19 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,061 COMMITMENTS 0 0 0 9,733 9,546 9,733 9,546 328 515 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 273) 0 0 0 235 178 235 178 38 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 94.9 96.7 94.9 3.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 19 20 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,893 COMMITMENTS 0 0 0 3,560 3,639 3,560 3,639 333 254 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.4 93.5 91.4 93.5 8.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 13 17 13 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,240,029 COMMITMENTS 235,739 191,426 306,665 623,135 666,022 1165539 1164113 74,490 75,916 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 25,846) 3,992 -4,176 16,206 -4,533 9,607 15,665 21,637 10,181 4,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 15.4 24.7 50.3 53.7 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 90 101 144 82 97 263 267 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,335 COMMITMENTS 30,917 22,307 13,791 170,796 156,017 215,504 192,115 22,831 46,220 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 3,547) 2,913 149 939 1,657 1,765 5,509 2,853 -1,962 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.4 5.8 71.7 65.5 90.4 80.6 9.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 4 5 32 26 40 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,250 COMMITMENTS 150 625 814 43,761 43,269 44,725 44,708 525 542 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 910) 0 550 0 510 -40 510 510 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.4 1.8 96.7 95.6 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 4 46 43 50 48 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,270 COMMITMENTS 12,312 28,790 9,293 91,296 72,956 112,901 111,039 4,369 6,231 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,240) 0 0 585 656 747 1,241 1,332 -1 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 24.6 7.9 77.9 62.2 96.3 94.7 3.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 12 12 25 24 39 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,318 COMMITMENTS 0 3,924 6,492 29,236 24,686 35,728 35,102 1,590 2,216 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,260) 0 300 1,165 1,238 952 2,403 2,417 -143 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 17.4 78.3 66.2 95.7 94.1 4.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 5 15 16 20 24 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,690 COMMITMENTS 5,250 300 300 17,020 22,015 22,570 22,615 120 75 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -235) 0 0 0 -290 -290 -290 -290 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 1.3 1.3 75.0 97.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 23 27 26 28 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,201 COMMITMENTS 15,457 2,128 160 2,557 17,170 18,174 19,458 2,027 743 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 935) 1,139 28 -40 -212 975 887 963 48 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.5 10.5 0.8 12.7 85.0 90.0 96.3 10.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 55 16 5 21 34 79 54 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 28,971 COMMITMENTS 17,781 2,300 204 7,036 25,180 25,021 27,684 3,950 1,287 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,325) 1,798 -262 -25 -392 1,993 1,381 1,706 -56 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 7.9 0.7 24.3 86.9 86.4 95.6 13.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 48 18 2 14 32 64 51 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,133 COMMITMENTS 58,877 10,625 22,934 151,403 201,613 233,214 235,172 15,919 13,961 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 3,943) 4,192 -2,839 1,065 -718 6,733 4,539 4,959 -596 -1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 4.3 9.2 60.8 80.9 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 51 28 42 79 90 151 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,229 COMMITMENTS 6,525 157 1,550 17,276 23,781 25,351 25,488 4,878 4,741 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,469) 305 0 -103 802 1,207 1,004 1,104 465 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 0.5 5.1 57.2 78.7 83.9 84.3 16.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 7 18 19 25 26 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,672 COMMITMENTS 290 0 750 17,312 18,641 18,352 19,391 1,320 281 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,222) 0 0 0 1,147 1,160 1,147 1,160 75 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 3.8 88.0 94.8 93.3 98.6 6.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 11 19 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,772 COMMITMENTS 200 190 400 7,122 7,132 7,722 7,722 50 50 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,049) -50 0 100 999 949 1,049 1,049 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.4 5.1 91.6 91.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 4 31 34 36 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 93,764 COMMITMENTS 3,382 0 1,319 87,825 92,061 92,526 93,380 1,238 384 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -4,603) 225 -50 -250 -4,773 -4,453 -4,798 -4,753 195 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 1.4 93.7 98.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 0 1 40 35 44 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,236 COMMITMENTS 1,200 0 0 25,896 26,881 27,096 26,881 140 355 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 805) 0 0 0 805 805 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 95.1 98.7 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 18 23 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,792 COMMITMENTS 150 200 0 10,522 10,592 10,672 10,792 120 0 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 575) 0 50 0 575 525 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.9 0.0 97.5 98.1 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 0 26 28 27 30 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,170 COMMITMENTS 76 0 93 1,586 1,891 1,755 1,984 1,415 1,186 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 2.9 50.0 59.7 55.4 62.6 44.6 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 12 15 15 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,366 COMMITMENTS 1,266 0 225 17,639 19,421 19,130 19,646 1,236 720 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 481) -75 0 75 481 406 481 481 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 1.1 86.6 95.4 93.9 96.5 6.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 2 31 23 33 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,471 COMMITMENTS 1,142 2,351 76 18,826 17,507 20,044 19,934 427 537 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 614) -128 -120 0 742 670 614 550 0 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 11.5 0.4 92.0 85.5 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 2 33 38 37 43 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,385 COMMITMENTS 1,449 407 347 13,499 14,434 15,295 15,188 90 197 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,956) 24 -75 0 1,880 1,931 1,904 1,856 52 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.6 2.3 87.7 93.8 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 29 22 32 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,055 COMMITMENTS 2,171 534 1,929 26,549 30,720 30,649 33,183 4,406 1,872 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0) 0 50 -50 50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.5 5.5 75.7 87.6 87.4 94.7 12.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 30 34 35 39
Updated July 30, 2010