GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,055 COMMITMENTS 1,392 4,403 83 41,482 38,227 42,957 42,713 98 342 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,091) 285 224 65 791 502 1,141 791 -50 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 10.2 0.2 96.3 88.8 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 4 2 42 48 45 53 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,006 COMMITMENTS 783 0 0 31,136 31,786 31,919 31,786 87 220 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,679) 2 0 0 1,677 1,679 1,679 1,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.3 99.3 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 30 39 32 39 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,052 COMMITMENTS 122 216 79 4,198 4,622 4,399 4,917 1,653 1,135 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 33) 0 0 0 46 88 46 88 -13 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.6 1.3 69.4 76.4 72.7 81.2 27.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 19 20 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,057 COMMITMENTS 928 215 120 6,568 7,304 7,616 7,639 1,441 1,418 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 251) 36 0 6 290 50 332 56 -81 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.4 1.3 72.5 80.6 84.1 84.3 15.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 2 36 40 40 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,230 COMMITMENTS 566 345 371 6,829 7,009 7,766 7,725 464 505 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 795) 15 -30 128 702 706 845 804 -50 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 4.2 4.5 83.0 85.2 94.4 93.9 5.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 3 8 53 58 61 67 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,340 COMMITMENTS 139 0 45 1,393 1,712 1,577 1,757 763 583 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -2) -30 0 0 -35 30 -65 30 63 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 1.9 59.5 73.2 67.4 75.1 32.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 13 14 14 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,824 COMMITMENTS 0 55 0 1,461 1,263 1,461 1,318 363 506 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 120) 0 5 0 60 140 60 145 60 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 80.1 69.2 80.1 72.3 19.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 17 19 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,075 COMMITMENTS 40 35 85 1,299 1,370 1,424 1,490 651 585 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 275) -5 0 0 117 134 112 134 163 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 4.1 62.6 66.0 68.6 71.8 31.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 18 22 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,981 COMMITMENTS 0 225 300 16,186 16,406 16,486 16,931 495 50 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,070) 0 125 0 945 1,040 945 1,165 125 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.8 95.3 96.6 97.1 99.7 2.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 19 27 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 324,021 COMMITMENTS 57,076 27,471 37,449 187,446 232,337 281,971 297,257 42,050 26,764 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 293) -427 -1,390 -447 1,288 634 414 -1,203 -121 1,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 8.5 11.6 57.8 71.7 87.0 91.7 13.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 40 29 45 77 87 142 140 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,510 COMMITMENTS 200 1,306 800 19,510 18,389 20,510 20,495 0 15 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,635) 37 312 63 2,535 2,260 2,635 2,635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.4 3.9 95.1 89.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 8 6 45 50 51 61 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,601 COMMITMENTS 1,820 0 75 7,385 9,091 9,280 9,166 321 435 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 0.0 0.8 76.9 94.7 96.7 95.5 3.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 1 23 20 28 21 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,126 COMMITMENTS 160 247 208 2,739 1,978 3,107 2,433 1,019 1,693 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 16) 2 13 -6 45 -16 41 -9 -25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 6.0 5.0 66.4 47.9 75.3 59.0 24.7 41.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 17 17 20 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 808,541 COMMITMENTS 114,902 280,646 231,041 386,318 249,621 732,261 761,308 76,280 47,233 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 717) -343 -8,473 5,177 -3,219 -548 1,615 -3,844 -898 4,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 34.7 28.6 47.8 30.9 90.6 94.2 9.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 76 100 111 86 72 231 223 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,347 COMMITMENTS 0 2,477 88 34,921 39,165 35,009 41,730 12,338 5,617 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -563) 0 852 -444 -310 -971 -754 -563 191 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.2 73.8 82.7 73.9 88.1 26.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 16 15 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,057 COMMITMENTS 0 0 0 50,768 47,191 50,768 47,191 7,289 10,866 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,162) 0 0 0 1,162 1,162 1,162 1,162 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.4 81.3 87.4 81.3 12.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 18 18 18 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,702 COMMITMENTS 0 0 0 52,518 59,137 52,518 59,137 10,184 3,565 CHANGES FROM 10/19/10 (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 83.8 94.3 83.8 94.3 16.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 16 14 16 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,236 COMMITMENTS 2,831 2,281 5,171 47,844 49,795 55,846 57,247 9,390 7,989 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -220) 684 -60 -412 -352 -216 -80 -688 -140 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.5 7.9 73.3 76.3 85.6 87.8 14.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 18 18 21 21 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,245 COMMITMENTS 0 5,418 1,628 49,343 38,020 50,971 45,066 7,274 13,179 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -48) 0 915 -498 418 1,459 -80 1,876 32 -1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 2.8 84.7 65.3 87.5 77.4 12.5 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 12 17 14 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,299 COMMITMENTS 4,661 0 3,736 49,163 59,761 57,560 63,497 11,739 5,802 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 409) 304 0 5 -4 68 305 73 104 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 5.4 70.9 86.2 83.1 91.6 16.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 20 18 23 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,205 COMMITMENTS 0 11,367 3,653 118,832 108,699 122,485 123,719 6,720 5,486 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,116) -436 2,757 542 2,004 -757 2,110 2,542 6 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 2.8 92.0 84.1 94.8 95.8 5.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 3 30 32 33 35 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,395 COMMITMENTS 0 1,243 1,323 94,369 95,243 95,692 97,809 7,703 5,586 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 129) 0 -405 221 0 0 221 -184 -92 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.3 91.3 92.1 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 22 21 23 22 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,939 COMMITMENTS 4,483 429 6,947 146,300 157,051 157,730 164,427 13,209 6,512 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 164) -1,168 304 -54 530 -246 -692 4 856 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.3 4.1 85.6 91.9 92.3 96.2 7.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 2 32 35 34 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,693,544 COMMITMENTS 481,497 138,975 830,683 1362975 1704490 2675155 2674148 18,389 19,396 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 58,264) -5,853 -16,184 39,477 28,319 33,627 61,943 56,920 -3,679 1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.2 30.8 50.6 63.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 35 31 61 114 96 181 163 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,022,315 COMMITMENTS 90,874 136,755 198,821 730,439 683,274 1020134 1018850 2,181 3,465 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 44,760) 3,202 14,382 9,078 32,307 22,621 44,587 46,081 173 -1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 13.4 19.4 71.4 66.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 20 32 38 44 42 88 88 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,545 COMMITMENTS 915 270 15 6,420 7,005 7,350 7,290 195 255 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -565) -90 -45 -30 -295 -205 -415 -280 -150 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 3.6 0.2 85.1 92.8 97.4 96.6 2.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 17 16 19 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,880 COMMITMENTS 0 1,244 0 7,709 6,503 7,709 7,747 171 133 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,591) 0 0 0 1,592 1,649 1,592 1,649 -1 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.8 0.0 97.8 82.5 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 0 25 25 25 28 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,025 COMMITMENTS 0 0 0 2,965 3,010 2,965 3,010 60 15 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 94) 0 0 0 94 84 94 84 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 99.5 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 18 15 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,494 COMMITMENTS 47 0 15 1,835 1,994 1,897 2,009 597 485 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 47) 5 0 0 84 82 89 82 -42 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.6 73.6 80.0 76.1 80.6 23.9 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 24 25 25 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,050 COMMITMENTS 5,712 420 1,486 33,251 40,803 40,449 42,709 2,601 341 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 38) -530 40 0 593 -71 63 -31 -25 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 1.0 3.5 77.2 94.8 94.0 99.2 6.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 32 27 36 32 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,177 COMMITMENTS 260 126 0 6,809 7,218 7,069 7,344 1,108 833 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.5 0.0 83.3 88.3 86.4 89.8 13.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 12 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,990 COMMITMENTS 0 774 40 14,203 14,106 14,243 14,920 1,747 1,070 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 378) 0 -22 0 280 388 280 366 98 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.3 88.8 88.2 89.1 93.3 10.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 20 20 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,130 COMMITMENTS 0 2,146 200 27,746 28,456 27,946 30,802 3,184 328 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 284) 0 30 0 284 234 284 264 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.6 89.1 91.4 89.8 98.9 10.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 27 23 29 25 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,455 COMMITMENTS 280 86 138 10,269 10,916 10,687 11,140 1,768 1,315 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 231) 0 52 -32 160 106 128 126 103 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 1.1 82.4 87.6 85.8 89.4 14.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 19 15 21 17 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,014 COMMITMENTS 0 1,625 0 29,014 27,134 29,014 28,759 0 255 CHANGES FROM 10/19/10 (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 5.6 0.0 100.0 93.5 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 9 15 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,445 COMMITMENTS 132 20 12 13,222 13,295 13,366 13,327 1,079 1,118 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 66) 0 20 0 18 26 18 46 48 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 0.1 91.5 92.0 92.5 92.3 7.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 25 21 26 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| 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: 9,483 COMMITMENTS 0 0 0 8,481 8,641 8,481 8,641 1,002 842 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2) 0 0 0 2 2 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.4 91.1 89.4 91.1 10.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,284 COMMITMENTS 0 0 0 50,964 51,241 50,964 51,241 320 43 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 277) 0 0 0 0 255 0 255 277 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 11 13 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 764,177 COMMITMENTS 0 0 0 764,177 764,177 764,177 764,177 0 0 CHANGES FROM 10/19/10 (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: 23) 0 0 0 15 10 15 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,859 COMMITMENTS 0 1,300 0 37,859 36,559 37,859 37,859 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 100.0 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 11 15 12 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,894 COMMITMENTS 0 0 0 33,129 33,639 33,129 33,639 765 255 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -843) 0 0 0 -843 -843 -843 -843 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 99.2 97.7 99.2 2.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 9 15 9 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 486,188 COMMITMENTS 0 0 0 486,188 486,188 486,188 486,188 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -19,271) 0 0 0 -19,271 -19,271 -19,271 -19,271 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 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,396 COMMITMENTS 0 0 0 71,331 71,396 71,331 71,396 65 0 CHANGES FROM 10/19/10 (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: 27) 0 0 0 17 16 17 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,221,867 COMMITMENTS 0 0 0 1221867 1221867 1221867 1221867 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,925) 0 0 0 -1,925 -1,925 -1,925 -1,925 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 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 214,018 COMMITMENTS 1,998 0 168 211,852 213,783 214,018 213,951 0 67 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 4,995) 673 0 105 4,217 4,995 4,995 5,100 0 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.1 99.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 1 27 29 29 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,794,585 COMMITMENTS 0 3,580 0 3794585 3791005 3794585 3794585 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 79,729) 0 1,540 0 79,729 78,189 79,729 79,729 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 0 24 25 24 26 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,278 COMMITMENTS 1,527 2,135 0 60,751 59,888 62,278 62,023 0 255 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -148) 147 -2,550 0 -295 2,402 -148 -148 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.4 0.0 97.5 96.2 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 0 26 21 28 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,191,974 COMMITMENTS 30,014 66,240 0 1161960 1125734 1191974 1191974 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 72,890) 3,465 0 0 69,425 72,890 72,890 72,890 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.6 0.0 97.5 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 26 26 28 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,230 COMMITMENTS 1,625 0 0 57,561 58,975 59,186 58,975 44 255 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -600 -855 -600 -855 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.2 99.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 25 28 26 28 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,787 COMMITMENTS 130 650 0 10,571 9,882 10,701 10,532 86 255 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 6.0 0.0 98.0 91.6 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 15 14 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,340 COMMITMENTS 510 0 0 16,511 16,511 17,021 16,511 319 829 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 95.2 95.2 98.2 95.2 1.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 12 15 12 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,294 COMMITMENTS 0 29,225 0 513,294 484,069 513,294 513,294 0 0 CHANGES FROM 10/19/10 (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 5.7 0.0 100.0 94.3 100.0 100.0 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 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,108,258 COMMITMENTS 29,986 24,409 10,466 1067806 1073383 1108258 1108258 0 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.2 0.9 96.3 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 25 26 28 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,689 COMMITMENTS 80 0 626 25,998 26,754 26,704 27,380 985 309 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 260) -194 0 -5 474 241 275 236 -15 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 2.3 93.9 96.6 96.4 98.9 3.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 0 4 36 33 41 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,054 COMMITMENTS 460 0 15 14,375 14,428 14,850 14,443 204 611 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 219) 0 0 0 219 75 219 75 0 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.1 95.5 95.8 98.6 95.9 1.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 13 15 14 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,244 COMMITMENTS 0 0 0 9,639 9,407 9,639 9,407 605 837 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 244) -126 0 -142 229 109 -39 -33 283 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.1 91.8 94.1 91.8 5.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 28 22 28 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,643 COMMITMENTS 0 0 0 10,213 9,891 10,213 9,891 430 752 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 349) 0 0 0 304 256 304 256 45 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 92.9 96.0 92.9 4.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 21 21 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,656 COMMITMENTS 0 0 0 4,520 4,523 4,520 4,523 136 133 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 35 45 35 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 97.1 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 15 19 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,394,673 COMMITMENTS 323,154 197,883 344,471 643,649 778,607 1311274 1320961 83,399 73,712 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -28,148) 12,851 -11,590 -9,525 -28,967 -12,284 -25,641 -33,399 -2,507 5,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 14.2 24.7 46.2 55.8 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 126 104 149 88 102 302 284 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,343 COMMITMENTS 24,808 15,720 16,378 167,358 161,727 208,544 193,825 39,799 54,518 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,941) -2,018 519 860 5,623 2,809 4,465 4,188 2,476 2,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 6.3 6.6 67.4 65.1 84.0 78.0 16.0 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 5 26 26 32 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,693 COMMITMENTS 108 3,739 308 44,152 40,473 44,568 44,520 125 173 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 603) 33 602 -1,000 1,470 911 503 513 100 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.4 0.7 98.8 90.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 7 4 43 43 47 53 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,918 COMMITMENTS 8,486 34,038 4,355 90,452 63,687 103,293 102,080 3,625 4,838 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,668) 1,000 345 -596 -1,859 -1,662 -1,455 -1,913 -213 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 31.8 4.1 84.6 59.6 96.6 95.5 3.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 11 14 27 26 42 42 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,888 COMMITMENTS 2,235 2,819 3,956 27,221 26,536 33,412 33,311 2,476 2,577 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -665) 1,000 -520 -800 -816 900 -616 -420 -49 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 7.9 11.0 75.8 73.9 93.1 92.8 6.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 15 16 20 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,703 COMMITMENTS 5,298 750 0 13,228 17,878 18,526 18,628 177 75 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 50) -114 0 0 200 50 86 50 -36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 4.0 0.0 70.7 95.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 0 18 22 21 25 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,702 COMMITMENTS 18,253 2,119 111 3,302 21,682 21,666 23,912 3,036 790 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 117) 1,010 159 -30 -702 95 278 224 -161 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 8.6 0.4 13.4 87.8 87.7 96.8 12.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 82 20 4 22 34 108 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,906 COMMITMENTS 27,507 764 31 5,025 36,105 32,563 36,900 5,343 1,006 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -582) 221 -960 -48 -1,167 496 -994 -512 412 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 2.0 0.1 13.3 95.2 85.9 97.3 14.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 90 9 3 16 34 108 44 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,065 COMMITMENTS 73,523 15,840 30,499 151,544 217,257 255,566 263,596 21,499 13,469 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -5,086) -6,647 -2,243 -1,216 2,158 -971 -5,705 -4,430 619 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 5.7 11.0 54.7 78.4 92.2 95.1 7.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 58 26 43 80 85 164 135 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,711 COMMITMENTS 2,549 711 1,627 15,551 16,905 19,727 19,243 4,984 5,468 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,930) 8 334 -220 2,487 2,294 2,275 2,408 -345 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.9 6.6 62.9 68.4 79.8 77.9 20.2 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 17 21 22 25 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,772 COMMITMENTS 250 132 322 5,999 6,218 6,571 6,672 201 100 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 186) 0 0 -14 200 200 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.9 4.8 88.6 91.8 97.0 98.5 3.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 31 31 35 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,654 COMMITMENTS 740 860 38 54,567 55,226 55,345 56,124 1,309 530 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,511) 0 390 -211 1,436 1,052 1,225 1,231 286 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.5 0.1 96.3 97.5 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 1 37 32 40 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,199 COMMITMENTS 600 0 0 18,344 19,199 18,944 19,199 255 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,445) 0 0 0 1,445 1,445 1,445 1,445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 95.5 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 25 19 26 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,136 COMMITMENTS 650 200 0 6,216 6,936 6,866 7,136 270 0 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 100) 50 100 0 50 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.8 0.0 87.1 97.2 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 0 24 24 27 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,299 COMMITMENTS 3,784 0 0 13,995 17,604 17,779 17,604 520 695 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 555) 150 0 0 405 485 555 485 0 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 0.0 0.0 76.5 96.2 97.2 96.2 2.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 31 22 34 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,228 COMMITMENTS 1,025 923 215 15,132 15,517 16,372 16,655 856 573 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 270) 195 54 0 75 216 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 5.4 1.2 87.8 90.1 95.0 96.7 5.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 3 28 31 34 35 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,322 COMMITMENTS 0 990 412 15,529 14,467 15,941 15,869 381 453 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 381) 0 387 -135 516 129 381 381 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 2.5 95.1 88.6 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 5 2 28 22 30 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,833 COMMITMENTS 3,878 1,556 1,172 24,563 28,550 29,613 31,278 2,220 555 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 28) 524 0 -225 -271 253 28 28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 4.9 3.7 77.2 89.7 93.0 98.3 7.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 5 33 31 40 37
Updated October 29, 2010