GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,218 COMMITMENTS 1,190 5,894 243 37,696 33,071 39,129 39,208 89 10 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,668) 0 358 0 2,668 2,310 2,668 2,668 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 15.0 0.6 96.1 84.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 4 2 40 51 43 56 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,834 COMMITMENTS 700 0 0 25,033 25,597 25,733 25,597 101 237 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 801) 0 0 0 801 801 801 801 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 96.9 99.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 28 32 29 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,120 COMMITMENTS 132 216 79 4,177 4,782 4,388 5,077 1,732 1,043 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 140) 0 0 0 137 154 137 154 3 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.5 1.3 68.3 78.1 71.7 83.0 28.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 22 20 23 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,649 COMMITMENTS 1,001 219 171 7,063 7,746 8,235 8,136 1,414 1,513 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 290) 71 45 19 206 196 296 260 -6 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 2.3 1.8 73.2 80.3 85.3 84.3 14.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 5 37 41 42 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,080 COMMITMENTS 255 349 579 6,677 6,695 7,511 7,623 569 457 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 306) 27 -44 9 232 315 268 280 38 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.3 7.2 82.6 82.9 93.0 94.3 7.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 5 8 50 57 58 66 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,651 COMMITMENTS 140 0 35 1,891 2,190 2,066 2,225 585 426 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 116) 20 0 35 75 120 130 155 -14 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 1.3 71.3 82.6 77.9 83.9 22.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 18 18 20 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,018 COMMITMENTS 30 25 0 1,789 1,559 1,819 1,584 199 434 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 66) 0 0 0 338 151 338 151 -272 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.2 0.0 88.7 77.3 90.1 78.5 9.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 18 20 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,074 COMMITMENTS 60 35 45 1,335 1,353 1,440 1,433 634 641 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 191) 30 -5 45 81 71 156 111 35 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.7 2.2 64.4 65.2 69.4 69.1 30.6 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 18 21 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,510 COMMITMENTS 300 0 0 16,120 16,415 16,420 16,415 90 95 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -280) 300 0 0 -480 -180 -180 -180 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.6 99.4 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 22 21 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,803 COMMITMENTS 45,214 27,323 32,886 215,447 243,861 293,547 304,070 39,256 28,733 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 12,056) 3,139 -3,933 -2,874 8,215 17,898 8,480 11,091 3,576 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.2 9.9 64.7 73.3 88.2 91.4 11.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 37 31 40 72 85 131 138 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,449 COMMITMENTS 350 1,098 1,100 16,999 16,251 18,449 18,449 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,731) 150 150 -150 1,806 1,806 1,806 1,806 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 6.0 6.0 92.1 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 5 6 47 52 53 62 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,607 COMMITMENTS 1,020 0 300 8,909 9,881 10,229 10,181 378 426 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 2.8 84.0 93.2 96.4 96.0 3.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 2 28 24 32 26 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,329 COMMITMENTS 247 136 301 2,903 2,327 3,451 2,764 878 1,565 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 49) 0 -27 0 3 11 3 -16 46 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.1 7.0 67.1 53.8 79.7 63.8 20.3 36.2 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 817,004 COMMITMENTS 107,926 291,039 249,464 385,137 236,386 742,527 776,889 74,477 40,115 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -4,712) -5,373 -890 -4,551 5,276 1,719 -4,648 -3,722 -64 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 35.6 30.5 47.1 28.9 90.9 95.1 9.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 78 101 119 93 72 246 233 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,282 COMMITMENTS 340 0 1,357 40,131 43,341 41,828 44,698 10,454 7,584 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -288) -323 0 69 42 -233 -212 -164 -76 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 2.6 76.8 82.9 80.0 85.5 20.0 14.5 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,398 COMMITMENTS 531 170 2,782 26,215 21,474 29,528 24,426 2,870 7,972 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 478) -304 0 198 340 220 234 418 244 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 8.6 80.9 66.3 91.1 75.4 8.9 24.6 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,334 COMMITMENTS 0 0 0 55,434 51,847 55,434 51,847 6,900 10,487 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -736) 0 0 0 -736 -736 -736 -736 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.9 83.2 88.9 83.2 11.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 24 19 24 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,410 COMMITMENTS 0 0 0 53,874 60,689 53,874 60,689 10,536 3,721 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 856) 0 0 0 0 0 0 0 856 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.6 94.2 83.6 94.2 16.4 5.8 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,702 COMMITMENTS 4,062 2,519 5,828 55,253 58,178 65,143 66,525 7,559 6,177 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,363) -846 1,860 -143 2,050 -354 1,061 1,363 302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.5 8.0 76.0 80.0 89.6 91.5 10.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 21 25 25 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,186 COMMITMENTS 248 6,035 1,633 55,687 39,982 57,568 47,650 5,618 15,536 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 35) 0 56 -1 36 -20 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 9.6 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,941 COMMITMENTS 3,113 2,449 2,095 28,285 26,244 33,493 30,788 5,448 8,153 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -13) -580 312 243 240 -862 -97 -307 84 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 6.3 5.4 72.6 67.4 86.0 79.1 14.0 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 11 12 15 15 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,735 COMMITMENTS 5,369 1,320 4,066 51,929 62,596 61,364 67,982 10,371 3,753 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -255) 1,938 0 -592 -1,642 306 -296 -286 41 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.8 5.7 72.4 87.3 85.5 94.8 14.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 22 24 26 27 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,623 COMMITMENTS 840 0 0 53,131 53,097 53,971 53,097 652 1,526 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,660) 0 0 0 -3,784 -3,660 -3,784 -3,660 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 97.3 97.2 98.8 97.2 1.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 18 19 19 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,608 COMMITMENTS 3,272 6,893 4,714 128,296 124,272 136,282 135,879 4,326 4,729 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 765) -585 -364 494 856 635 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.9 3.4 91.2 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,446 COMMITMENTS 610 2,797 1,031 100,546 101,403 102,187 105,231 8,259 5,215 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 287) 0 -458 245 42 500 287 287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.5 0.9 91.0 91.8 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,139 COMMITMENTS 9,026 248 7,295 151,439 167,746 167,760 175,289 14,379 6,850 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 945) 2,011 0 -247 -215 1,104 1,549 857 -604 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.1 4.0 83.1 92.1 92.1 96.2 7.9 3.8 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,699,227 COMMITMENTS 556,703 159,343 793,340 1329641 1731013 2679684 2683696 19,543 15,531 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 11,766) 1,848 -6,879 2,026 6,398 16,634 10,272 11,781 1,494 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 5.9 29.4 49.3 64.1 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 36 30 60 114 99 179 164 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,062,158 COMMITMENTS 96,686 183,499 185,488 777,454 689,331 1059628 1058318 2,530 3,840 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 31,448) 6,088 9,811 13,373 11,778 7,984 31,239 31,168 209 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 17.3 17.5 73.2 64.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 21 31 40 47 40 91 88 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,821 COMMITMENTS 78 1,365 0 6,616 5,320 6,694 6,685 127 136 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,023) 78 175 0 1,024 913 1,102 1,088 -79 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 20.0 0.0 97.0 78.0 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 0 24 30 26 33 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,379 COMMITMENTS 0 0 0 3,374 3,139 3,374 3,139 5 240 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 191) 0 0 0 196 -31 196 -31 -5 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 92.9 99.9 92.9 0.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 19 17 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,533 COMMITMENTS 48 0 55 1,931 2,025 2,034 2,080 499 453 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 327) 0 0 0 318 259 318 259 9 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 2.2 76.2 79.9 80.3 82.1 19.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 25 26 26 27 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,794 COMMITMENTS 5,082 514 924 32,074 39,036 38,080 40,474 2,714 320 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -168) 0 80 -80 -64 -264 -144 -264 -24 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 1.3 2.3 78.6 95.7 93.3 99.2 6.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 3 33 24 37 28 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,321 COMMITMENTS 344 42 0 6,848 7,491 7,192 7,533 1,129 788 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 44) 0 0 0 44 23 44 23 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.0 82.3 90.0 86.4 90.5 13.6 9.5 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,682 COMMITMENTS 0 672 100 14,128 13,663 14,228 14,435 1,454 1,247 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 158) 0 14 0 122 122 122 136 36 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.6 90.1 87.1 90.7 92.0 9.3 8.0 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,398 COMMITMENTS 569 0 0 9,551 10,628 10,120 10,628 2,278 1,770 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 384) 0 0 0 24 432 24 432 360 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 77.0 85.7 81.6 85.7 18.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 13 16 13 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,320 COMMITMENTS 0 2,130 200 27,888 28,258 28,088 30,588 3,232 732 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 264) 0 120 0 264 144 264 264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.6 89.0 90.2 89.7 97.7 10.3 2.3 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,734 COMMITMENTS 492 0 138 10,597 11,291 11,227 11,429 1,507 1,305 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 150) -14 0 2 160 160 148 162 2 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.1 83.2 88.7 88.2 89.8 11.8 10.2 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 09/21/10 | --------------------------------------------------------------| 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 09/14/10 (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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,317 COMMITMENTS 172 0 12 14,780 14,637 14,964 14,649 353 668 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 82) 0 0 0 -14 82 -14 82 96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.1 96.5 95.6 97.7 95.6 2.3 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 09/21/10 | --------------------------------------------------------------| 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: 9,823 COMMITMENTS 0 0 0 8,703 8,660 8,703 8,660 1,120 1,163 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 108 60 108 0 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 88.2 88.6 88.2 11.4 11.8 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 09/21/10 | --------------------------------------------------------------| 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 09/14/10 (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 11 13 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 813,722 COMMITMENTS 0 0 0 813,722 813,722 813,722 813,722 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 23,440) 0 0 0 23,440 23,440 23,440 23,440 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 14 9 14 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,573 COMMITMENTS 0 1,720 0 40,573 38,853 40,573 40,573 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -168) 0 0 0 0 0 0 0 -168 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,774 COMMITMENTS 0 0 0 35,988 36,519 35,988 36,519 786 255 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 0 255 0 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.3 97.9 99.3 2.1 0.7 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 527,347 COMMITMENTS 0 0 0 527,347 527,347 527,347 527,347 0 0 CHANGES FROM 09/14/10 (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 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 13 13 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| 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 09/14/10 (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 09/21/10 | --------------------------------------------------------------| 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 09/14/10 (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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,990 COMMITMENTS 1,720 0 0 212,270 213,797 213,990 213,797 0 193 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,530) 0 0 0 2,041 1,530 2,041 1,530 -511 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 99.2 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 28 30 29 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,748,088 COMMITMENTS 0 0 0 3748088 3748088 3748088 3748088 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 27,150) 0 0 0 27,150 27,150 27,150 27,150 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,031 COMMITMENTS 1,275 2,240 0 59,501 58,536 60,776 60,776 255 255 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 255) 0 0 0 0 255 0 255 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.7 0.0 97.5 95.9 99.6 99.6 0.4 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,095,711 COMMITMENTS 23,400 68,160 0 1072311 1027551 1095711 1095711 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 13,834) 0 0 0 13,834 13,834 13,834 13,834 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.2 0.0 97.9 93.8 100.0 100.0 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,775 COMMITMENTS 2,150 0 0 59,625 61,775 61,775 61,775 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 96.5 100.0 100.0 100.0 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,606 COMMITMENTS 130 608 42 11,306 10,659 11,478 11,309 128 297 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 126) 0 0 0 381 126 381 126 -255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.2 0.4 97.4 91.8 98.9 97.4 1.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 15 14 17 15 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| 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 09/14/10 (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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,142,086 COMMITMENTS 49,363 23,400 1,152 1091571 1117534 1142086 1142086 0 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 23,400) 0 0 0 23,400 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.0 0.1 95.6 97.9 100.0 100.0 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,205 COMMITMENTS 230 50 1,146 24,006 24,810 25,382 26,006 823 199 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,092) -94 50 247 940 797 1,093 1,094 -1 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 4.4 91.6 94.7 96.9 99.2 3.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 7 32 30 39 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,215 COMMITMENTS 45 0 0 14,490 14,308 14,535 14,308 680 907 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 327) 0 0 0 67 292 67 292 260 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 95.2 94.0 95.5 94.0 4.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 14 16 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,966 COMMITMENTS 158 105 171 8,382 8,456 8,711 8,732 255 234 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -17) 83 0 4 76 123 163 127 -180 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.2 1.9 93.5 94.3 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 25 19 28 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,295 COMMITMENTS 0 0 0 8,832 8,621 8,832 8,621 463 674 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 225) 0 0 0 155 290 155 290 70 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 92.7 95.0 92.7 5.0 7.3 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,638 COMMITMENTS 130 0 50 4,316 4,435 4,496 4,485 142 153 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 104) 0 0 0 104 104 104 104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 1.1 93.1 95.6 96.9 96.7 3.1 3.3 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,324,114 COMMITMENTS 287,028 243,128 328,952 627,365 687,037 1243345 1259117 80,769 64,997 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -12,278) 66 4,503 34,247 -49,409 -42,574 -15,096 -3,824 2,818 -8,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 18.4 24.8 47.4 51.9 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 110 109 145 84 97 285 272 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,683 COMMITMENTS 26,099 16,846 15,408 165,674 150,486 207,181 182,740 26,502 50,943 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 941) 365 555 -233 442 -98 574 224 367 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.2 6.6 70.9 64.4 88.7 78.2 11.3 21.8 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 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,127 COMMITMENTS 200 5,887 658 46,244 40,509 47,102 47,054 25 73 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,910) 0 3,452 600 4,460 960 5,060 5,012 -150 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 12.5 1.4 98.1 86.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 8 4 46 40 50 52 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,120 COMMITMENTS 5,870 33,015 5,218 89,810 62,030 100,898 100,263 4,222 4,857 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,147) 8 -903 -152 -1,692 -937 -1,836 -1,992 -311 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 31.4 5.0 85.4 59.0 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 12 11 26 25 38 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,567 COMMITMENTS 4,035 2,569 5,656 27,404 28,641 37,095 36,866 2,472 2,701 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,913) 2,535 0 1,700 687 3,552 4,922 5,252 -9 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.5 14.3 69.3 72.4 93.8 93.2 6.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 4 5 14 15 22 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,685 COMMITMENTS 8,274 625 100 13,960 21,885 22,334 22,610 351 75 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,375) 3,900 0 0 -525 3,375 3,375 3,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 2.8 0.4 61.5 96.5 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 1 23 24 27 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,464 COMMITMENTS 16,487 2,251 191 4,049 20,494 20,727 22,936 2,737 528 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 454) -206 -113 33 373 685 200 605 254 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 9.6 0.8 17.3 87.3 88.3 97.7 11.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 68 22 8 26 35 102 59 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,937 COMMITMENTS 25,054 2,076 355 7,289 34,181 32,698 36,612 5,239 1,325 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,300) 2,981 -84 106 24 3,833 3,111 3,855 189 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 5.5 0.9 19.2 90.1 86.2 96.5 13.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 78 13 4 16 32 98 47 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 241,578 COMMITMENTS 58,428 23,196 22,413 147,997 179,326 228,838 224,935 12,740 16,643 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -1,193) 3,436 -931 -1,500 -856 2,236 1,080 -195 -2,273 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 9.6 9.3 61.3 74.2 94.7 93.1 5.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 50 31 45 76 83 150 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,637 COMMITMENTS 2,397 585 2,327 14,950 17,851 19,674 20,763 4,963 3,874 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -239) -805 105 153 -327 -1,118 -979 -860 740 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.4 9.4 60.7 72.5 79.9 84.3 20.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 6 19 20 25 26 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,403 COMMITMENTS 150 115 392 16,876 17,375 17,418 17,882 985 521 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 980) 0 0 0 930 905 930 905 50 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.6 2.1 91.7 94.4 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 14 11 16 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,760 COMMITMENTS 250 332 286 7,116 7,142 7,652 7,760 108 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 286) 0 50 50 236 186 286 286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.3 3.7 91.7 92.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 2 34 35 39 39 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,084 COMMITMENTS 570 1,106 937 58,210 58,014 59,717 60,057 1,367 1,027 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,097) -400 -225 200 4,097 3,922 3,897 3,897 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.8 1.5 95.3 95.0 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 1 2 37 37 40 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,002 COMMITMENTS 800 290 0 21,012 21,262 21,812 21,552 190 450 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -255) 0 0 0 -230 -230 -230 -230 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.3 0.0 95.5 96.6 99.1 98.0 0.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 25 18 26 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,673 COMMITMENTS 500 150 0 6,903 7,523 7,403 7,673 270 0 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 275) 300 0 0 -25 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.0 0.0 90.0 98.0 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 0 25 27 28 28 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,409 COMMITMENTS 4,980 0 225 14,514 19,334 19,719 19,559 690 850 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 45) 296 0 0 -137 45 159 45 -114 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 0.0 1.1 71.1 94.7 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 29 24 31 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,336 COMMITMENTS 803 1,026 121 15,766 15,492 16,690 16,639 646 697 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 79) -250 60 15 371 4 136 79 -57 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 5.9 0.7 90.9 89.4 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 3 32 34 38 39 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,837 COMMITMENTS 1,022 296 143 14,436 15,215 15,601 15,654 236 183 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,167) 50 0 -44 1,105 1,521 1,111 1,477 56 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.9 0.9 91.2 96.1 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 1 31 27 34 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,171 COMMITMENTS 1,977 1,293 1,811 25,398 26,575 29,186 29,679 1,985 1,492 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 583) 283 -111 -63 291 516 511 342 72 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 4.1 5.8 81.5 85.3 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 5 33 34 40 40
Updated September 24, 2010