GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,008 COMMITMENTS 1,273 4,249 468 34,171 31,257 35,912 35,974 96 34 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,120) 0 1,704 -57 2,143 449 2,086 2,096 34 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 11.8 1.3 94.9 86.8 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 4 2 37 46 40 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,984 COMMITMENTS 0 0 0 25,869 25,747 25,869 25,747 115 237 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,697) 0 0 0 1,762 1,697 1,762 1,697 -65 0 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: 38) 0 0 0 30 33 30 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,095 COMMITMENTS 137 216 79 4,262 4,613 4,478 4,908 1,617 1,187 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 72) 0 0 0 65 62 65 62 7 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.5 1.3 69.9 75.7 73.5 80.5 26.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 20 21 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,425 COMMITMENTS 899 357 84 7,128 7,781 8,111 8,222 1,314 1,203 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 611) 227 56 1 513 640 741 697 -130 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 3.8 0.9 75.6 82.6 86.1 87.2 13.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 39 41 43 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,758 COMMITMENTS 157 264 776 7,192 7,194 8,125 8,234 633 524 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 524) 22 -124 13 369 500 404 389 120 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.0 8.9 82.1 82.1 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 5 5 45 52 51 59 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,888 COMMITMENTS 240 0 0 1,982 2,220 2,222 2,220 666 668 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 108) 50 0 -5 64 186 109 181 -1 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.0 68.6 76.9 76.9 76.9 23.1 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 18 17 20 17 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,245 COMMITMENTS 40 25 0 1,739 1,717 1,779 1,742 466 503 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 425) 0 25 0 396 334 396 359 29 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.1 0.0 77.5 76.5 79.2 77.6 20.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 18 17 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 20,483 COMMITMENTS 0 0 0 20,368 20,368 20,368 20,368 115 115 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 625) 0 0 0 625 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 21 20 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,435 COMMITMENTS 33,049 43,003 28,569 211,459 203,891 273,077 275,463 36,358 33,972 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 11,066) -4,733 8,147 2,859 13,329 -2,777 11,455 8,229 -389 2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 13.9 9.2 68.3 65.9 88.3 89.0 11.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 26 34 39 75 80 126 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,428 COMMITMENTS 250 1,545 900 17,228 15,983 18,378 18,428 50 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,095) -100 400 100 1,045 595 1,045 1,095 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 8.4 4.9 93.5 86.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 2 7 7 48 54 55 66 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,041 COMMITMENTS 920 0 525 10,161 11,020 11,606 11,545 435 496 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 52) 0 0 0 52 80 52 80 0 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 4.4 84.4 91.5 96.4 95.9 3.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 27 23 31 25 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,527 COMMITMENTS 311 101 371 2,939 2,696 3,621 3,168 906 1,359 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 246) 25 30 -16 288 284 297 298 -51 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.2 8.2 64.9 59.6 80.0 70.0 20.0 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 3 19 19 23 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 828,565 COMMITMENTS 112,931 276,127 282,797 361,105 230,034 756,833 788,958 71,732 39,607 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -128) 1,650 4,134 -2,795 1,673 -2,006 528 -667 -656 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 33.3 34.1 43.6 27.8 91.3 95.2 8.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 79 98 132 90 75 245 246 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,015 COMMITMENTS 721 493 1,530 42,454 45,835 44,705 47,858 9,310 6,157 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 118) 68 493 0 30 -62 98 431 20 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.9 2.8 78.6 84.9 82.8 88.6 17.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 20 18 22 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,026 COMMITMENTS 0 530 2,909 30,035 24,719 32,944 28,158 2,082 6,868 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 410) 0 80 120 834 157 954 357 -544 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 8.3 85.8 70.6 94.1 80.4 5.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 15 19 17 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,376 COMMITMENTS 0 0 0 52,592 48,200 52,592 48,200 7,784 12,176 CHANGES FROM 08/17/10 (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 87.1 79.8 87.1 79.8 12.9 20.2 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,077 COMMITMENTS 0 0 0 56,766 62,766 56,766 62,766 9,311 3,311 CHANGES FROM 08/17/10 (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 85.9 95.0 85.9 95.0 14.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 19 19 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,851 COMMITMENTS 6,175 0 5,221 58,110 65,307 69,506 70,528 7,345 6,323 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 862) 964 0 16 335 2,484 1,315 2,500 -453 -1,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 6.8 75.6 85.0 90.4 91.8 9.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 0 4 22 26 26 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,384 COMMITMENTS 488 6,692 1,572 59,644 42,668 61,704 50,932 5,680 16,452 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,233) 0 -1,924 -201 -852 1,442 -1,053 -683 -180 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.9 2.3 88.5 63.3 91.6 75.6 8.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 13 18 16 20 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,074 COMMITMENTS 6,019 1,987 2,330 31,261 31,508 39,610 35,825 4,464 8,249 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 328) -956 0 630 1,014 -302 688 328 -360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 4.5 5.3 70.9 71.5 89.9 81.3 10.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 4 11 12 16 16 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,196 COMMITMENTS 1,900 1,360 5,208 56,526 64,124 63,634 70,692 11,562 4,504 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,002) 338 -712 1,655 542 1,880 2,535 2,823 -533 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.8 6.9 75.2 85.3 84.6 94.0 15.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 4 22 23 27 27 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,691 COMMITMENTS 840 0 0 61,251 60,565 62,091 60,565 600 2,126 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 180) 0 0 0 240 0 240 0 -60 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 97.7 96.6 99.0 96.6 1.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 18 19 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,086 COMMITMENTS 4,966 7,389 4,270 135,040 132,304 144,276 143,963 4,810 5,123 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 0) -31 -304 0 31 304 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 5.0 2.9 90.6 88.7 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 36 38 41 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,882 COMMITMENTS 1,000 3,611 820 105,476 105,912 107,296 110,343 8,586 5,539 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 658) 0 -384 43 1,049 999 1,092 658 -434 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.1 0.7 91.0 91.4 92.6 95.2 7.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 25 22 28 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,967 COMMITMENTS 8,571 278 6,896 162,550 178,765 178,017 185,939 13,950 6,028 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 58) -1,220 0 -728 2,572 1,692 624 964 -566 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.1 3.6 84.7 93.1 92.7 96.9 7.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 4 36 39 40 43 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,109 COMMITMENTS 0 2,719 1,086 40,132 36,165 41,218 39,970 2,891 4,139 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 186) 0 120 -30 96 96 66 186 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 2.5 91.0 82.0 93.4 90.6 6.6 9.4 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,792,383 COMMITMENTS 631,737 167,882 819,256 1319674 1787781 2770667 2774919 21,716 17,464 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 53,306) -1,288 14,212 239 54,534 40,380 53,485 54,831 -179 -1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 6.0 29.3 47.3 64.0 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 36 29 59 115 101 180 165 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,876 COMMITMENTS 120,356 155,546 189,929 750,598 713,825 1060883 1059300 993 2,576 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 44,851) 6,263 -14,260 28,492 9,560 29,421 44,315 43,653 536 1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 14.6 17.9 70.7 67.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 27 26 44 48 45 96 94 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,744 COMMITMENTS 0 1,345 0 5,604 4,200 5,604 5,545 140 199 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 850) 0 36 0 807 807 807 843 43 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.4 0.0 97.6 73.1 97.6 96.5 2.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 23 24 23 25 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,458 COMMITMENTS 0 51 0 3,417 3,327 3,417 3,378 41 80 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 192) 0 0 0 197 202 197 202 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 98.8 96.2 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 20 14 21 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,274 COMMITMENTS 0 123 61 1,719 1,474 1,780 1,658 494 616 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 249) 0 57 -12 180 -31 168 14 81 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 2.7 75.6 64.8 78.3 72.9 21.7 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 2 19 21 21 23 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,428 COMMITMENTS 150 63 56 1,755 1,794 1,961 1,913 467 515 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 205) 58 0 20 214 177 292 197 -87 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.6 2.3 72.3 73.9 80.8 78.8 19.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 25 24 28 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,417 COMMITMENTS 3,804 793 799 34,997 40,553 39,600 42,145 2,817 272 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 530) -7 193 7 390 330 390 530 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.9 1.9 82.5 95.6 93.4 99.4 6.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 31 27 35 32 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,829 COMMITMENTS 432 42 0 7,842 8,231 8,274 8,273 555 556 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.5 0.0 88.8 93.2 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 15 17 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,689 COMMITMENTS 0 534 240 14,140 13,934 14,380 14,708 1,309 981 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -44) 0 10 0 -44 -54 -44 -44 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 1.5 90.1 88.8 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 19 21 20 24 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,316 COMMITMENTS 0 0 0 10,478 11,138 10,478 11,138 1,838 1,178 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 168) 0 0 0 48 48 48 48 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.1 90.4 85.1 90.4 14.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 14 17 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,781 COMMITMENTS 0 2,140 200 28,485 28,647 28,685 30,987 3,096 794 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 346) 0 0 0 226 356 226 356 120 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.6 89.6 90.1 90.3 97.5 9.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 22 27 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,666 COMMITMENTS 626 0 116 10,157 11,244 10,899 11,360 1,767 1,306 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 160) 156 0 0 0 160 156 160 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.9 80.2 88.8 86.0 89.7 14.0 10.3 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,844 COMMITMENTS 0 2,700 0 33,844 31,144 33,844 33,844 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 255 0 255 0 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.0 100.0 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 9 16 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,839 COMMITMENTS 172 0 12 13,678 14,237 13,862 14,249 977 590 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -22) 0 0 0 -22 -22 -22 -22 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 92.2 95.9 93.4 96.0 6.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 25 23 27 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| 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: 10,187 COMMITMENTS 0 0 0 8,954 8,948 8,954 8,948 1,233 1,239 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 279) 0 0 0 224 320 224 320 55 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.9 87.8 87.9 87.8 12.1 12.2 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,422 COMMITMENTS 0 0 0 55,422 55,378 55,422 55,378 0 44 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,540) 0 0 0 2,540 2,540 2,540 2,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 818,162 COMMITMENTS 0 0 0 818,162 818,162 818,162 818,162 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 46,260) 0 0 0 46,260 46,260 46,260 46,260 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: 21) 0 0 0 14 10 14 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,539 COMMITMENTS 0 2,270 0 42,539 40,269 42,539 42,539 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 100.0 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 6 15 8 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451 COMMITMENTS 0 0 0 36,643 37,451 36,643 37,451 808 0 CHANGES FROM 08/17/10 (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 97.8 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 11 14 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539 COMMITMENTS 0 0 0 548,539 548,539 548,539 548,539 0 0 CHANGES FROM 08/17/10 (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 13 12 13 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,774 COMMITMENTS 0 0 0 77,666 77,774 77,666 77,774 108 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 21) 0 0 0 21 21 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 17 17 17 17 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,324,000 COMMITMENTS 0 0 0 1324000 1324000 1324000 1324000 0 0 CHANGES FROM 08/17/10 (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: 25) 0 0 0 17 14 17 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,080 COMMITMENTS 2,710 0 0 216,859 220,080 219,569 220,080 511 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -249) 0 0 0 -249 -249 -249 -249 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.5 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 0 0 28 33 30 33 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,758,613 COMMITMENTS 0 0 0 3758613 3758613 3758613 3758613 0 0 CHANGES FROM 08/17/10 (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: 37) 0 0 0 26 24 26 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,899 COMMITMENTS 1,275 2,350 0 62,624 61,294 63,899 63,644 0 255 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.7 0.0 98.0 95.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 28 20 29 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,119,214 COMMITMENTS 23,400 70,120 0 1095814 1049094 1119214 1119214 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,800) 0 3,800 0 3,800 0 3,800 3,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.3 0.0 97.9 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 24 23 25 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,156 COMMITMENTS 2,700 110 0 61,456 64,046 64,156 64,156 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -168) 0 0 0 -168 -168 -168 -168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 25 28 26 29 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,766 COMMITMENTS 130 564 86 9,400 8,819 9,616 9,469 150 297 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -510) 0 0 0 -510 -510 -510 -510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.8 0.9 96.3 90.3 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 13 17 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,070 COMMITMENTS 0 220 0 13,898 13,509 13,898 13,729 172 341 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 98.8 96.0 98.8 97.6 1.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 13 15 14 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 597,150 COMMITMENTS 0 48,625 0 597,150 548,525 597,150 597,150 0 0 CHANGES FROM 08/17/10 (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 8.1 0.0 100.0 91.9 100.0 100.0 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,554 COMMITMENTS 48,625 26,512 0 1112929 1135042 1161554 1161554 0 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.3 0.0 95.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 25 24 26 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,557 COMMITMENTS 123 430 102 23,374 23,843 23,599 24,375 958 182 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -31) -70 210 29 -36 -240 -77 -1 46 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.8 0.4 95.2 97.1 96.1 99.3 3.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 32 29 34 32 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,898 COMMITMENTS 90 0 0 15,302 15,161 15,392 15,161 506 737 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -559) 0 0 0 -579 -813 -579 -813 20 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 96.3 95.4 96.8 95.4 3.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,722 COMMITMENTS 509 0 124 8,721 9,243 9,354 9,367 368 355 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -187) -45 0 45 -307 -232 -307 -187 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 1.3 89.7 95.1 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 20 18 22 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,701 COMMITMENTS 0 0 0 9,498 8,919 9,498 8,919 203 782 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 135) 0 0 0 125 55 125 55 10 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 91.9 97.9 91.9 2.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 18 20 18 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,300 COMMITMENTS 155 0 25 3,959 4,002 4,139 4,027 161 273 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 25) -25 0 25 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.6 92.1 93.1 96.3 93.7 3.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,246,784 COMMITMENTS 260,005 232,682 297,275 603,247 652,375 1160527 1182332 86,257 64,452 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -20,556) 2,442 37,175 -5,966 -20,411 -45,129 -23,935 -13,920 3,379 -6,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 18.7 23.8 48.4 52.3 93.1 94.8 6.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 94 118 147 83 94 274 275 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,284 COMMITMENTS 28,282 17,346 17,732 160,757 156,300 206,771 191,378 26,513 41,906 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,557) -876 642 643 2,200 1,771 1,967 3,056 1,590 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.4 7.6 68.9 67.0 88.6 82.0 11.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 5 27 25 35 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,625 COMMITMENTS 83 785 375 43,745 43,043 44,203 44,203 422 422 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,103) 33 0 0 3,220 3,270 3,253 3,270 -150 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 0.8 98.0 96.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 2 3 48 43 52 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,053 COMMITMENTS 11,943 29,137 8,704 88,738 70,059 109,385 107,900 4,668 6,153 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,855) -369 463 44 -4,261 -5,465 -4,586 -4,958 -269 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 25.5 7.6 77.8 61.4 95.9 94.6 4.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 12 11 25 24 38 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,473 COMMITMENTS 0 4,419 4,706 29,257 23,826 33,963 32,951 1,510 2,522 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,011) 0 100 -1,315 -668 -814 -1,983 -2,029 -28 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.5 13.3 82.5 67.2 95.7 92.9 4.3 7.1 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 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,535 COMMITMENTS 5,100 400 200 16,010 20,665 21,310 21,265 225 270 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 725) 0 0 0 575 575 575 575 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 1.9 0.9 74.3 96.0 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 25 25 28 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,378 COMMITMENTS 13,581 1,914 361 2,995 16,432 16,937 18,707 2,441 671 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -41) -809 -24 136 558 -207 -115 -95 74 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 9.9 1.9 15.5 84.8 87.4 96.5 12.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 59 15 7 21 35 84 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,248 COMMITMENTS 18,665 2,405 111 7,698 25,677 26,474 28,193 3,774 2,055 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -799) -280 377 -323 170 -1,195 -433 -1,141 -366 342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 8.0 0.4 25.4 84.9 87.5 93.2 12.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 54 17 3 17 29 73 47 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,276 COMMITMENTS 51,047 34,705 26,922 158,303 172,658 236,272 234,285 15,004 16,991 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 223) -5,777 1,795 799 5,396 -5,108 418 -2,514 -195 2,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 13.8 10.7 63.0 68.7 94.0 93.2 6.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 51 37 44 84 85 159 148 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,985 COMMITMENTS 4,502 196 1,877 16,208 22,702 22,587 24,775 5,398 3,210 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,013) -242 0 40 348 926 146 966 867 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.7 6.7 57.9 81.1 80.7 88.5 19.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 6 18 20 24 26 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,353 COMMITMENTS 640 0 400 18,313 19,836 19,353 20,236 1,000 117 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -100 100 -100 100 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 2.0 90.0 97.5 95.1 99.4 4.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 12 19 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,270 COMMITMENTS 250 40 400 7,462 7,720 8,112 8,160 158 110 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 428) 0 0 0 378 378 378 378 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.5 4.8 90.2 93.3 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 4 35 34 41 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,563 COMMITMENTS 2,075 577 843 62,340 64,909 65,258 66,329 1,305 234 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -279) -350 35 300 -349 -664 -399 -329 120 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 1.3 93.7 97.5 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 2 37 34 41 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,809 COMMITMENTS 1,000 290 0 24,589 25,244 25,589 25,534 220 275 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 355) 0 0 0 355 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.1 0.0 95.3 97.8 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 22 16 23 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,775 COMMITMENTS 100 150 0 9,405 9,625 9,505 9,775 270 0 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 0 -150 0 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.5 0.0 96.2 98.5 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 25 31 26 32 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,042 COMMITMENTS 50 0 30 1,630 1,884 1,710 1,914 1,332 1,128 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 93) 0 0 0 28 30 28 30 65 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.0 53.6 61.9 56.2 62.9 43.8 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 16 15 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,275 COMMITMENTS 4,133 0 225 16,307 20,430 20,665 20,655 610 620 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,885) 1,620 0 -75 340 1,960 1,885 1,885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 0.0 1.1 76.6 96.0 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 33 23 35 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,583 COMMITMENTS 1,517 1,786 239 17,333 16,931 19,089 18,956 494 627 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 375) 149 -100 100 -61 174 188 174 187 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.1 1.2 88.5 86.5 97.5 96.8 2.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 4 2 33 38 38 43 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,070 COMMITMENTS 361 487 525 14,111 13,828 14,997 14,840 73 230 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 482) -180 -9 133 457 358 410 482 72 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.2 3.5 93.6 91.8 99.5 98.5 0.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 2 26 25 29 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,668 COMMITMENTS 1,887 1,316 1,968 26,860 28,127 30,715 31,411 1,953 1,257 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 489) -117 518 621 2,377 144 2,881 1,283 -2,392 -794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.0 6.0 82.2 86.1 94.0 96.2 6.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 3 5 34 35 40 41
Updated August 27, 2010