GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,550 COMMITMENTS 1,190 5,536 243 35,028 30,761 36,461 36,540 89 10 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,711) 0 579 0 2,711 2,132 2,711 2,711 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 15.1 0.7 95.8 84.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 2 38 50 41 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,033 COMMITMENTS 700 0 0 24,232 24,796 24,932 24,796 101 237 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 489) 400 0 0 89 489 489 489 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 96.8 99.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 27 32 28 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,980 COMMITMENTS 132 216 79 4,040 4,628 4,251 4,923 1,729 1,057 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 117) 0 0 0 80 102 80 102 37 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.6 1.3 67.6 77.4 71.1 82.3 28.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 21 20 22 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,359 COMMITMENTS 930 174 152 6,857 7,550 7,939 7,876 1,420 1,483 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 376) 26 30 0 295 56 321 86 55 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 1.9 1.6 73.3 80.7 84.8 84.2 15.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 4 38 42 42 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,774 COMMITMENTS 228 393 570 6,445 6,380 7,243 7,343 531 431 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 165) -69 -105 86 221 239 238 220 -73 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.1 7.3 82.9 82.1 93.2 94.5 6.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 5 7 48 56 56 64 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,535 COMMITMENTS 120 0 0 1,816 2,070 1,936 2,070 599 465 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 71) -25 0 -20 126 51 81 31 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 71.6 81.7 76.4 81.7 23.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 18 19 18 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,952 COMMITMENTS 30 25 0 1,451 1,408 1,481 1,433 471 519 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 130) 0 0 0 135 100 135 100 -5 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.3 0.0 74.3 72.1 75.9 73.4 24.1 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 17 18 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,883 COMMITMENTS 30 40 0 1,254 1,282 1,284 1,322 599 561 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 156) 0 0 0 71 93 71 93 85 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.1 0.0 66.6 68.1 68.2 70.2 31.8 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 17 19 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,790 COMMITMENTS 0 0 0 16,600 16,595 16,600 16,595 190 195 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 35) 0 0 0 -65 -65 -65 -65 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 98.8 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 22 20 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 320,747 COMMITMENTS 42,075 31,256 35,760 207,232 225,963 285,067 292,979 35,680 27,768 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,895) 3,891 -2,436 2,238 -2,216 8,824 3,913 8,626 -18 -4,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 9.7 11.1 64.6 70.4 88.9 91.3 11.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 33 32 47 74 88 134 145 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,718 COMMITMENTS 200 948 1,250 15,193 14,445 16,643 16,643 75 75 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 565) 200 0 -50 440 640 590 590 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.7 7.5 90.9 86.4 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 2 4 7 48 51 55 60 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,507 COMMITMENTS 1,020 0 300 8,809 9,781 10,129 10,081 378 426 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 200) 50 0 0 150 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 2.9 83.8 93.1 96.4 95.9 3.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 2 27 24 31 26 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,280 COMMITMENTS 247 163 301 2,900 2,316 3,448 2,780 832 1,500 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 9) 10 0 0 -12 -9 -2 -9 11 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.8 7.0 67.8 54.1 80.6 65.0 19.4 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 3 19 18 23 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 821,716 COMMITMENTS 113,299 291,929 254,015 379,861 234,667 747,175 780,611 74,541 41,105 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -5,941) 1,953 6,974 -8,715 2,186 -2,219 -4,576 -3,960 -1,365 -1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 35.5 30.9 46.2 28.6 90.9 95.0 9.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 78 106 115 89 69 240 232 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,570 COMMITMENTS 663 0 1,288 40,089 43,574 42,040 44,862 10,530 7,708 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 264) -62 0 0 326 1,033 264 1,033 0 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 2.5 76.3 82.9 80.0 85.3 20.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 18 17 20 19 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,920 COMMITMENTS 835 170 2,584 25,875 21,254 29,294 24,008 2,626 7,912 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.5 8.1 81.1 66.6 91.8 75.2 8.2 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 13 15 15 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,070 COMMITMENTS 0 0 0 56,170 52,583 56,170 52,583 6,900 10,487 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -720) 0 0 0 -720 -720 -720 -720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.1 83.4 89.1 83.4 10.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 23 19 23 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,554 COMMITMENTS 0 0 0 53,874 60,689 53,874 60,689 9,680 2,865 CHANGES FROM 09/07/10 (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 84.8 95.5 84.8 95.5 15.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,339 COMMITMENTS 4,908 659 5,971 53,203 58,532 64,082 65,162 7,257 6,177 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -137) 1,615 659 -1,356 -396 560 -137 -137 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.9 8.4 74.6 82.0 89.8 91.3 10.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 21 26 25 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,151 COMMITMENTS 248 5,979 1,634 55,651 40,002 57,533 47,615 5,618 15,536 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 0) 0 -60 0 0 60 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 9.5 2.6 88.1 63.3 91.1 75.4 8.9 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 13 18 16 20 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,954 COMMITMENTS 3,693 2,137 1,852 28,045 27,106 33,590 31,095 5,364 7,859 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 258) -382 0 258 382 0 258 258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 5.5 4.8 72.0 69.6 86.2 79.8 13.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 3 11 12 15 15 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,990 COMMITMENTS 3,431 1,320 4,658 53,571 62,290 61,660 68,268 10,330 3,722 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 942) -510 0 400 1,032 542 922 942 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.8 6.5 74.4 86.5 85.7 94.8 14.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 22 23 26 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,283 COMMITMENTS 840 0 0 56,915 56,757 57,755 56,757 528 1,526 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 372) 0 0 0 372 372 372 372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 97.7 97.4 99.1 97.4 0.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 19 18 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,843 COMMITMENTS 3,857 7,257 4,220 127,440 123,637 135,517 135,114 4,326 4,729 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -122) 604 0 -484 -242 362 -122 -122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.2 3.0 91.1 88.4 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 4 34 35 39 39 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,159 COMMITMENTS 610 3,255 786 100,504 100,903 101,900 104,944 8,259 5,215 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -354) 0 -522 96 -450 72 -354 -354 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.0 0.7 91.2 91.6 92.5 95.3 7.5 4.7 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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,194 COMMITMENTS 7,015 248 7,542 151,654 166,642 166,211 174,432 14,983 6,762 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -1,018) -441 0 323 -1,635 -1,643 -1,753 -1,320 735 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.1 4.2 83.7 92.0 91.7 96.3 8.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 2 34 35 37 38 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,687,461 COMMITMENTS 554,855 166,222 791,314 1323243 1714379 2669412 2671915 18,049 15,546 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -3,168) 12,167 3,470 -18,453 6,567 14,295 281 -688 -3,449 -2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.2 29.4 49.2 63.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 34 33 59 113 98 178 163 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,030,710 COMMITMENTS 90,598 173,688 172,115 765,676 681,347 1028389 1027150 2,321 3,560 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 16,567) 2,552 7,360 -2,105 16,672 11,644 17,119 16,899 -552 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.9 16.7 74.3 66.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 28 41 46 41 91 90 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,798 COMMITMENTS 0 1,190 0 5,592 4,407 5,592 5,597 206 201 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 373) 0 0 0 283 318 283 318 90 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.5 0.0 96.4 76.0 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 21 26 21 27 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,188 COMMITMENTS 0 0 0 3,178 3,170 3,178 3,170 10 18 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 380) 0 0 0 395 445 395 445 -15 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 21 16 21 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,206 COMMITMENTS 48 0 55 1,613 1,766 1,716 1,821 490 385 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -34 -43 -34 -43 28 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 2.5 73.1 80.1 77.8 82.5 22.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 25 27 26 28 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,962 COMMITMENTS 5,082 434 1,004 32,138 39,300 38,224 40,738 2,738 224 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -356) 0 94 -22 -330 -184 -352 -112 -4 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.1 2.5 78.5 95.9 93.3 99.5 6.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 3 33 25 37 29 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,277 COMMITMENTS 344 42 0 6,804 7,468 7,148 7,510 1,129 767 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 21) 0 0 0 21 21 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.5 0.0 82.2 90.2 86.4 90.7 13.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,524 COMMITMENTS 0 658 100 14,006 13,541 14,106 14,299 1,418 1,225 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 209) 0 10 0 513 -37 513 -27 -304 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.6 90.2 87.2 90.9 92.1 9.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 19 20 20 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,014 COMMITMENTS 569 0 0 9,527 10,196 10,096 10,196 1,918 1,818 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 79.3 84.9 84.0 84.9 16.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 12 16 12 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,056 COMMITMENTS 0 2,010 200 27,624 28,114 27,824 30,324 3,232 732 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -30 100 -30 100 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.6 88.9 90.5 89.6 97.6 10.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,584 COMMITMENTS 506 0 136 10,437 11,131 11,079 11,267 1,505 1,317 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 192) -10 0 0 532 120 522 120 -330 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 1.1 82.9 88.5 88.0 89.5 12.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 19 16 21 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204 COMMITMENTS 0 2,150 0 31,204 29,054 31,204 31,204 0 0 CHANGES FROM 09/07/10 (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 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 9 15 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,235 COMMITMENTS 172 0 12 14,794 14,555 14,978 14,567 257 668 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 225) 0 0 0 729 87 729 87 -504 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.1 97.1 95.5 98.3 95.6 1.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 29 23 31 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| 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: 9,763 COMMITMENTS 0 0 0 8,643 8,552 8,643 8,552 1,120 1,211 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 50) 0 0 0 60 34 60 34 -10 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.5 87.6 88.5 87.6 11.5 12.4 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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,815 COMMITMENTS 0 0 0 53,815 53,815 53,815 53,815 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,020) 0 0 0 1,020 1,020 1,020 1,020 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 11 13 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 790,282 COMMITMENTS 0 0 0 790,282 790,282 790,282 790,282 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 18,768) 0 0 0 18,768 18,768 18,768 18,768 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 13 9 13 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,741 COMMITMENTS 0 1,720 0 40,573 38,853 40,573 40,573 168 168 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 745) 0 0 0 577 577 577 577 168 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 99.6 95.4 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 10 16 11 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,519 COMMITMENTS 0 0 0 35,733 36,519 35,733 36,519 786 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 860) 0 0 0 860 860 860 860 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: 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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,667 COMMITMENTS 0 0 0 522,667 522,667 522,667 522,667 0 0 CHANGES FROM 09/07/10 (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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465 COMMITMENTS 0 0 0 77,379 77,465 77,379 77,465 86 0 CHANGES FROM 09/07/10 (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 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 17 18 17 18 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272 COMMITMENTS 0 0 0 1318272 1318272 1318272 1318272 0 0 CHANGES FROM 09/07/10 (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 14 17 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 212,460 COMMITMENTS 1,720 0 0 210,229 212,267 211,949 212,267 511 193 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -980) 0 0 0 -980 -980 -980 -980 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.9 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 27 29 28 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,720,938 COMMITMENTS 0 0 0 3720938 3720938 3720938 3720938 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 9,360) 0 0 0 9,360 9,360 9,360 9,360 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 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,776 COMMITMENTS 1,275 2,240 0 59,501 58,281 60,776 60,521 0 255 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,520) 0 0 0 1,520 1,520 1,520 1,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.7 0.0 97.9 95.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 25 20 26 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,081,877 COMMITMENTS 23,400 68,160 0 1058477 1013717 1081877 1081877 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 4,680) 0 0 0 4,680 4,680 4,680 4,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 6.3 0.0 97.8 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 25 24 26 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,500 COMMITMENTS 2,150 0 0 58,350 60,500 60,500 60,500 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 96.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 25 26 26 26 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,480 COMMITMENTS 130 608 42 10,925 10,533 11,097 11,183 383 297 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.3 0.4 95.2 91.8 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 14 16 15 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462 COMMITMENTS 0 38,825 0 552,462 513,637 552,462 552,462 0 0 CHANGES FROM 09/07/10 (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 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 9 13 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,686 COMMITMENTS 49,363 23,400 1,152 1068171 1094134 1118686 1118686 0 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.1 0.1 95.5 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 23 24 25 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,113 COMMITMENTS 324 0 899 23,066 24,013 24,289 24,912 824 201 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 600) 136 0 289 376 522 801 811 -201 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 3.6 91.8 95.6 96.7 99.2 3.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 0 6 32 30 38 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,888 COMMITMENTS 45 0 0 14,423 14,016 14,468 14,016 420 872 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 339) 0 0 0 309 309 309 309 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 96.9 94.1 97.2 94.1 2.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 14 17 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,983 COMMITMENTS 75 105 167 8,306 8,333 8,548 8,605 435 378 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -217) -385 105 -42 35 -310 -392 -247 175 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.2 1.9 92.5 92.8 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 22 17 24 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,070 COMMITMENTS 0 0 0 8,677 8,331 8,677 8,331 393 739 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 275) 0 0 0 345 265 345 265 -70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.7 91.9 95.7 91.9 4.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 18 19 18 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,534 COMMITMENTS 130 0 50 4,212 4,331 4,392 4,381 142 153 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 93) 0 0 0 93 153 93 153 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 1.1 92.9 95.5 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 14 19 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,336,392 COMMITMENTS 286,962 238,625 294,705 676,774 729,611 1258441 1262941 77,951 73,451 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -10,839) 16,399 -21,449 -9,965 -14,170 13,228 -7,736 -18,186 -3,103 7,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 17.9 22.1 50.6 54.6 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 110 112 150 87 97 290 280 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,742 COMMITMENTS 25,734 16,291 15,641 165,232 150,584 206,607 182,516 26,135 50,226 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 751) -2,589 1,426 47 2,399 -734 -143 739 894 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 7.0 6.7 71.0 64.7 88.8 78.4 11.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 4 4 26 24 33 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,217 COMMITMENTS 200 2,435 58 41,784 39,549 42,042 42,042 175 175 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,766) -58 1,600 58 2,666 1,008 2,666 2,666 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.8 0.1 99.0 93.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 5 2 46 39 49 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,267 COMMITMENTS 5,862 33,918 5,370 91,502 62,967 102,734 102,255 4,533 5,012 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 887) -450 -285 0 1,331 1,334 881 1,049 6 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 31.6 5.0 85.3 58.7 95.8 95.3 4.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 13 11 26 25 38 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,654 COMMITMENTS 1,500 2,569 3,956 26,717 25,089 32,173 31,614 2,481 3,040 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -237) 1,500 -750 -200 -1,688 695 -388 -255 151 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.4 11.4 77.1 72.4 92.8 91.2 7.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 14 15 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,310 COMMITMENTS 4,374 625 100 14,485 18,510 18,959 19,235 351 75 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -325) -726 125 0 380 -150 -346 -25 21 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 3.2 0.5 75.0 95.9 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 23 25 26 27 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,010 COMMITMENTS 16,693 2,364 158 3,676 19,809 20,527 22,331 2,483 679 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,322) 251 29 7 1,115 1,372 1,373 1,408 -51 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 10.3 0.7 16.0 86.1 89.2 97.0 10.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 69 17 6 22 35 97 53 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,637 COMMITMENTS 22,073 2,160 249 7,265 30,348 29,587 32,757 5,050 1,880 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,990) 2,585 -873 -190 -467 2,444 1,928 1,381 62 609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 6.2 0.7 21.0 87.6 85.4 94.6 14.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 59 12 7 15 33 78 49 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,771 COMMITMENTS 54,992 24,127 23,913 148,853 177,090 227,758 225,130 15,013 17,641 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,220) 2,905 -6,490 -3,588 1,153 13,383 470 3,305 2,750 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 9.9 9.9 61.3 72.9 93.8 92.7 6.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 51 32 40 71 88 144 143 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,876 COMMITMENTS 3,202 480 2,174 15,277 18,969 20,653 21,623 4,223 3,253 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -639) 50 0 0 317 -3 367 -3 -1,006 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 1.9 8.7 61.4 76.3 83.0 86.9 17.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 6 22 22 28 28 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,423 COMMITMENTS 150 115 392 15,946 16,470 16,488 16,977 935 446 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -288) -75 0 0 -548 -350 -623 -350 335 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.7 2.2 91.5 94.5 94.6 97.4 5.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 12 17 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,474 COMMITMENTS 250 282 236 6,880 6,956 7,366 7,474 108 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2) 0 0 0 130 130 130 130 -132 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.8 3.2 92.1 93.1 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 3 2 32 34 37 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,987 COMMITMENTS 970 1,331 737 54,113 54,092 55,820 56,160 1,167 827 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 385) -100 370 100 288 -158 288 312 97 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 1.3 95.0 94.9 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 2 36 33 39 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,257 COMMITMENTS 800 290 0 21,242 21,492 22,042 21,782 215 475 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 230) 0 0 0 230 230 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.3 0.0 95.4 96.6 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 22 17 23 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,398 COMMITMENTS 200 150 0 6,928 7,248 7,128 7,398 270 0 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 125) 150 0 0 -25 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.0 0.0 93.6 98.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 0 24 27 26 28 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,364 COMMITMENTS 4,684 0 225 14,651 19,289 19,560 19,514 804 850 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,511) 175 0 0 1,017 1,231 1,192 1,231 319 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.0 1.1 71.9 94.7 96.1 95.8 3.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 31 23 33 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,257 COMMITMENTS 1,053 966 106 15,395 15,488 16,554 16,560 703 697 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 29) -146 -292 0 118 321 -28 29 57 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 5.6 0.6 89.2 89.7 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 32 34 38 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,670 COMMITMENTS 972 296 187 13,331 13,694 14,490 14,177 180 493 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,142) 240 0 -108 1,088 1,246 1,220 1,138 -78 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.0 1.3 90.9 93.3 98.8 96.6 1.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 28 24 31 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,588 COMMITMENTS 1,694 1,404 1,874 25,107 26,059 28,675 29,337 1,913 1,251 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -25) 30 0 -50 -5 -5 -25 -55 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.6 6.1 82.1 85.2 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 6 33 34 40 41
Updated September 17, 2010