GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,687 COMMITMENTS 819 2,079 64 39,740 38,361 40,623 40,504 64 183 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,479) -166 -1,101 0 -6,318 -5,358 -6,484 -6,459 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.1 0.2 97.7 94.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 4 1 42 47 44 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,779 COMMITMENTS 200 0 0 28,502 28,579 28,702 28,579 77 200 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,630) -200 0 0 -4,425 -4,620 -4,625 -4,620 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 99.0 99.3 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 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 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,367 COMMITMENTS 170 216 31 3,815 3,932 4,016 4,179 1,351 1,188 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -487) 24 0 -24 -483 -408 -483 -432 -4 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 4.0 0.6 71.1 73.3 74.8 77.9 25.2 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 19 18 20 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,609 COMMITMENTS 485 183 146 6,563 6,748 7,194 7,077 1,415 1,532 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,524) -237 -125 33 -1,490 -1,665 -1,694 -1,757 170 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.1 1.7 76.2 78.4 83.6 82.2 16.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 3 40 37 44 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,770 COMMITMENTS 378 420 243 5,574 5,523 6,195 6,186 575 584 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,720) -311 66 -60 -1,309 -1,748 -1,680 -1,742 -40 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 6.2 3.6 82.3 81.6 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 7 3 47 49 51 57 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,514 COMMITMENTS 639 0 15 988 2,104 1,642 2,119 872 395 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 36) 142 0 0 -55 75 87 75 -51 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.0 0.6 39.3 83.7 65.3 84.3 34.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 12 15 16 16 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,410 COMMITMENTS 30 40 0 1,062 867 1,092 907 318 503 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -500) -30 -45 0 -366 -423 -396 -468 -104 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.8 0.0 75.3 61.5 77.4 64.3 22.6 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 16 15 17 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,701 COMMITMENTS 0 200 0 12,521 12,491 12,521 12,691 180 10 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,070) 0 -200 0 -3,055 -2,840 -3,055 -3,040 -15 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 98.6 98.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 23 16 23 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,630 COMMITMENTS 69,840 30,896 39,936 161,808 221,388 271,584 292,220 47,046 26,410 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 17,719) 17,182 233 310 -2,562 13,337 14,930 13,880 2,789 3,839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 9.7 12.5 50.8 69.5 85.2 91.7 14.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 55 19 44 64 82 138 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,409 COMMITMENTS 475 1,390 650 14,251 13,304 15,376 15,344 33 65 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,007) 0 -232 0 -4,955 -4,760 -4,955 -4,992 -52 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 9.0 4.2 92.5 86.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 7 4 37 46 43 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,932 COMMITMENTS 2,460 0 25 4,360 6,382 6,845 6,407 87 525 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,077) -225 0 -25 -820 -1,427 -1,070 -1,452 -7 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 0.0 0.4 62.9 92.1 98.7 92.4 1.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 1 23 21 29 22 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,471 COMMITMENTS 2,738 80 501 6,190 8,870 9,429 9,451 42 20 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -815) -950 0 150 -15 -965 -815 -815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 0.8 5.3 65.4 93.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 9 12 11 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 760,786 COMMITMENTS 117,753 293,654 218,083 343,599 209,312 679,435 721,049 81,351 39,737 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,084) -4,657 1,165 9,511 -6,825 -9,156 -1,971 1,520 4,055 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 38.6 28.7 45.2 27.5 89.3 94.8 10.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 84 92 121 85 74 248 222 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,723 COMMITMENTS 0 0 0 50,286 48,123 50,286 48,123 4,437 6,600 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,072) 0 0 0 1,670 3,542 1,670 3,542 -3,742 -5,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 87.9 91.9 87.9 8.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 16 19 16 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608 COMMITMENTS 0 0 0 45,972 53,104 45,972 53,104 10,636 3,504 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,812) 0 0 0 -5,498 -5,285 -5,498 -5,285 -314 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 81.2 93.8 81.2 93.8 18.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,850 COMMITMENTS 2,332 2,367 5,839 38,998 35,752 47,169 43,958 7,681 10,892 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,221) 155 -415 -812 -3,355 -7,996 -4,012 -9,223 -2,209 3,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.3 10.6 71.1 65.2 86.0 80.1 14.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 10 17 13 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,672 COMMITMENTS 3,599 1,280 3,233 44,395 50,921 51,227 55,434 11,445 7,238 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,353) 120 -579 -972 -4,133 -5,294 -4,985 -6,845 -368 1,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.0 5.2 70.8 81.3 81.7 88.5 18.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 16 14 19 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,860 COMMITMENTS 0 13,592 1,093 101,014 93,714 102,107 108,399 10,753 4,461 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,475) 0 1,705 -1,523 -13,320 -10,430 -14,843 -10,248 4,368 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 1.0 89.5 83.0 90.5 96.0 9.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 3 20 25 23 28 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,033 COMMITMENTS 0 892 1,594 79,925 77,276 81,519 79,762 10,514 12,271 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -8,185) 0 317 -317 -11,281 -15,124 -11,598 -15,124 3,413 6,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.7 86.8 84.0 88.6 86.7 11.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 15 16 16 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,013 COMMITMENTS 7,716 0 5,807 124,704 138,681 138,227 144,488 14,786 8,525 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -10,854) 100 0 -1,505 -11,244 -11,755 -12,649 -13,260 1,795 2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 3.8 81.5 90.6 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 2 26 27 29 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,594,413 COMMITMENTS 493,991 101,177 816,654 1262639 1657290 2573284 2575121 21,129 19,292 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 22,483) 11,844 -2,719 9,185 1,271 16,389 22,300 22,855 183 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 3.9 31.5 48.7 63.9 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 37 27 60 105 91 170 154 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 979,221 COMMITMENTS 167,046 113,041 182,243 626,200 680,487 975,489 975,771 3,732 3,450 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 23,794) 19,622 11,519 -169 4,879 12,918 24,332 24,268 -538 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 11.5 18.6 63.9 69.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 25 27 40 39 37 87 81 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,814 COMMITMENTS 0 849 0 6,731 5,863 6,731 6,712 83 102 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,174) 0 -75 0 -1,148 -1,124 -1,148 -1,199 -26 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.5 0.0 98.8 86.0 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 27 24 27 25 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,648 COMMITMENTS 157 235 10 1,849 1,362 2,016 1,607 632 1,041 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -189) 33 17 -30 -223 -238 -220 -251 31 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.9 0.4 69.8 51.4 76.1 60.7 23.9 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 14 17 15 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,818 COMMITMENTS 95 30 25 1,281 1,456 1,401 1,511 417 307 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -508) -66 0 1 -344 -400 -409 -399 -99 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.7 1.4 70.5 80.1 77.1 83.1 22.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 20 23 22 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,006 COMMITMENTS 6,504 354 1,062 30,856 39,484 38,422 40,900 2,584 106 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,317) 672 24 82 503 1,171 1,257 1,277 60 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.9 2.6 75.2 96.3 93.7 99.7 6.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 3 31 31 35 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,990 COMMITMENTS 92 46 0 6,516 6,945 6,608 6,991 1,382 999 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -403) -84 -125 0 -571 -297 -655 -422 252 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.0 81.6 86.9 82.7 87.5 17.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,875 COMMITMENTS 0 762 24 14,846 14,317 14,870 15,103 1,005 772 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -23) 0 62 -28 398 171 370 205 -393 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.2 93.5 90.2 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 2 25 22 27 25 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,167 COMMITMENTS 675 0 0 8,099 8,659 8,774 8,659 1,393 1,508 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -176) 16 0 0 306 16 322 16 -498 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 0.0 79.7 85.2 86.3 85.2 13.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 14 18 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,771 COMMITMENTS 164 2,290 350 27,809 28,197 28,323 30,837 3,448 934 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 967) 0 264 0 599 339 599 603 368 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.2 1.1 87.5 88.8 89.1 97.1 10.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 25 24 28 27 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,120 COMMITMENTS 190 352 40 10,141 10,700 10,371 11,092 1,749 1,028 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -914) 0 74 -32 -713 -760 -745 -718 -169 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.9 0.3 83.7 88.3 85.6 91.5 14.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 16 21 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,226 COMMITMENTS 0 575 0 23,971 23,396 23,971 23,971 255 255 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,184) 0 -525 0 -2,184 -1,659 -2,184 -2,184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 98.9 96.6 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,071 COMMITMENTS 132 20 12 11,929 12,415 12,073 12,447 998 624 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,782) 0 0 0 -1,836 -1,376 -1,836 -1,376 54 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.1 91.3 95.0 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 26 21 27 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| 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: 8,721 COMMITMENTS 0 0 0 7,659 7,939 7,659 7,939 1,062 782 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -502) 0 0 0 -452 -450 -452 -450 -50 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.8 91.0 87.8 91.0 12.2 9.0 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 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,516 COMMITMENTS 0 510 0 48,006 47,920 48,006 48,430 510 86 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,216) 0 0 0 -3,216 -3,216 -3,216 -3,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 98.9 98.8 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 13 14 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,487 COMMITMENTS 0 9,360 0 693,487 684,127 693,487 693,487 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -51,609) 0 0 0 -51,609 -51,609 -51,609 -51,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 12 17 13 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,882 COMMITMENTS 0 460 0 32,882 32,422 32,882 32,882 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,415) 0 -420 0 -2,415 -1,995 -2,415 -2,415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 10 14 11 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,005 COMMITMENTS 230 0 0 33,010 34,005 33,240 34,005 765 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,677) -210 0 0 -1,467 -1,677 -1,677 -1,677 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 10 16 10 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 503,787 COMMITMENTS 0 0 0 503,787 503,787 503,787 503,787 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -17,265) 0 0 0 -17,265 -17,265 -17,265 -17,265 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: 24) 0 0 0 14 14 14 14 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,101 COMMITMENTS 0 0 0 63,078 63,101 63,078 63,101 23 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,200) 0 0 0 -4,179 -4,200 -4,179 -4,200 -21 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: 28) 0 0 0 18 15 18 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087 COMMITMENTS 0 0 0 1077087 1077087 1077087 1077087 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -69,300) 0 0 0 -69,300 -69,300 -69,300 -69,300 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 18 13 18 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,481 COMMITMENTS 916 0 0 207,565 208,213 208,481 208,213 0 268 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,125) -515 0 -315 -2,295 -2,789 -3,125 -3,104 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.6 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 0 0 26 28 28 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,649,626 COMMITMENTS 0 0 0 3649626 3649626 3649626 3649626 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -55,682) 0 -1,540 0 -55,682 -54,142 -55,682 -55,682 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: 40) 0 0 0 24 28 24 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,393 COMMITMENTS 3,558 1,715 132 56,703 57,806 60,393 59,653 0 740 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,597) 1,456 -105 0 -4,053 -2,747 -2,597 -2,852 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.8 0.2 93.9 95.7 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 24 22 29 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,781 COMMITMENTS 29,405 68,659 0 1117376 1078122 1146781 1146781 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -49,036) -5,390 -1,925 0 -43,646 -47,111 -49,036 -49,036 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.0 0.0 97.4 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 0 25 26 27 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,866 COMMITMENTS 1,595 223 301 52,840 54,342 54,736 54,866 130 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -4,308) -525 0 0 -3,762 -4,308 -4,287 -4,308 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.4 0.5 96.3 99.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 23 26 26 28 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,068 COMMITMENTS 46 230 0 7,979 8,177 8,025 8,407 1,043 661 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,266) -42 -210 0 -1,203 -1,056 -1,245 -1,266 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.5 0.0 88.0 90.2 88.5 92.7 11.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 11 14 12 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,668 COMMITMENTS 510 0 0 15,648 15,839 16,158 15,839 510 829 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -630) 0 0 0 -630 -630 -630 -630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 93.9 95.0 96.9 95.0 3.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 12 16 12 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 432,408 COMMITMENTS 0 9,400 0 432,408 423,008 432,408 432,408 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -39,270) 0 -9,625 0 -39,270 -29,645 -39,270 -39,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 100.0 97.8 100.0 100.0 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 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,019,978 COMMITMENTS 9,776 37,930 1,880 1008322 980,168 1019978 1019978 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -83,785) -10,010 3,850 -3,850 -69,925 -83,785 -83,785 -83,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.7 0.2 98.9 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 1 24 28 27 30 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 412,232 COMMITMENTS 0 11,605 3,760 408,472 396,867 412,232 412,232 0 0 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -19,250) 0 3,850 -3,850 -15,400 -19,250 -19,250 -19,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.9 99.1 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 14 12 15 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,676 COMMITMENTS 140 0 375 25,370 25,809 25,885 26,184 791 492 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 161) 5 0 75 267 108 347 183 -186 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.4 95.1 96.7 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 2 39 35 42 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,234 COMMITMENTS 380 0 0 15,590 15,668 15,970 15,668 264 566 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -714) -130 0 0 -569 -629 -699 -629 -15 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 96.0 96.5 98.4 96.5 1.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 16 19 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,792 COMMITMENTS 80 0 0 7,975 8,043 8,055 8,043 737 749 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -876) 80 0 0 -911 -748 -831 -748 -45 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 90.7 91.5 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 26 21 27 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,363 COMMITMENTS 0 0 0 9,838 9,846 9,838 9,846 525 517 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -489) 0 0 0 -318 -244 -318 -244 -171 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.9 95.0 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 22 22 22 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,937 COMMITMENTS 0 0 0 3,878 3,786 3,878 3,786 59 151 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 96.2 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,367,119 COMMITMENTS 340,709 164,152 323,296 610,602 811,086 1274607 1298534 92,512 68,585 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 24,794) 29,313 -350 -12,873 4,632 32,521 21,072 19,298 3,722 5,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 12.0 23.6 44.7 59.3 93.2 95.0 6.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 129 90 141 89 98 295 262 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,465 COMMITMENTS 27,865 16,168 10,196 162,054 159,579 200,115 185,943 36,350 50,522 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -12,113) -900 -388 -4,168 -7,723 -2,743 -12,791 -7,299 678 -4,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.8 4.3 68.5 67.5 84.6 78.6 15.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 30 30 35 35 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,079 COMMITMENTS 428 2,166 50 36,546 34,736 37,024 36,952 55 127 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,665) 220 -1,148 -8 -5,869 -4,558 -5,657 -5,714 -8 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.8 0.1 98.6 93.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 4 1 43 39 47 44 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,982 COMMITMENTS 4,494 34,753 3,304 77,128 44,324 84,926 82,381 3,056 5,601 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,043) 43 1,781 954 2,182 446 3,179 3,181 -136 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 39.5 3.8 87.7 50.4 96.5 93.6 3.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 11 10 27 25 39 39 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,970 COMMITMENTS 4,325 375 0 10,620 14,570 14,945 14,945 25 25 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,955) -200 -200 0 -1,730 -1,730 -1,930 -1,930 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.5 0.0 70.9 97.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 0 19 24 21 27 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,157 COMMITMENTS 16,116 2,357 290 3,817 19,862 20,223 22,509 2,934 648 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 315) 31 120 -57 -20 57 -46 120 361 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.6 10.2 1.3 16.5 85.8 87.3 97.2 12.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 84 14 6 21 32 110 49 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,578 COMMITMENTS 25,325 1,971 265 5,400 33,027 30,990 35,263 5,588 1,315 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 2,077) 1,576 -387 2 203 2,376 1,781 1,991 296 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 5.4 0.7 14.8 90.3 84.7 96.4 15.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 84 11 6 15 33 104 47 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 269,059 COMMITMENTS 85,276 11,689 23,975 136,081 220,561 245,332 256,225 23,727 12,834 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,770) 2,251 93 -3,354 -5,580 -1,857 -6,683 -5,118 3,913 2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 4.3 8.9 50.6 82.0 91.2 95.2 8.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 78 17 37 75 91 166 135 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,927 COMMITMENTS 3,102 1,318 1,226 10,703 11,984 15,031 14,528 4,896 5,399 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,789) 700 179 -341 -5,365 -4,797 -5,006 -4,959 1,217 1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 6.6 6.2 53.7 60.1 75.4 72.9 24.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 3 4 12 18 19 23 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,706 COMMITMENTS 86 150 0 4,333 4,543 4,419 4,693 287 13 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,185) -136 -160 -20 -1,182 -905 -1,338 -1,085 153 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.2 0.0 92.1 96.5 93.9 99.7 6.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 22 22 24 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,291 COMMITMENTS 330 2,297 15 52,018 50,744 52,363 53,056 928 235 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -7,902) -130 111 -20 -7,718 -8,048 -7,868 -7,957 -34 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.3 0.0 97.6 95.2 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 1 32 35 35 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,379 COMMITMENTS 200 0 0 17,934 18,279 18,134 18,279 245 100 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -717) -200 0 0 -512 -817 -712 -817 -5 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 97.6 99.5 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 16 21 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,387 COMMITMENTS 850 2,475 0 6,187 4,662 7,037 7,137 350 250 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -912) 0 425 -50 -812 -1,387 -862 -1,012 -50 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 33.5 0.0 83.8 63.1 95.3 96.6 4.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 0 24 22 27 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,680 COMMITMENTS 1,666 0 50 13,804 15,380 15,520 15,430 160 250 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,736) -929 0 0 -1,692 -2,636 -2,621 -2,636 -115 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.0 0.3 88.0 98.1 99.0 98.4 1.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 32 22 34 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,409 COMMITMENTS 516 1,133 570 13,467 13,493 14,553 15,196 856 213 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,595) -338 248 217 -1,297 -1,811 -1,418 -1,346 -177 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 7.4 3.7 87.4 87.6 94.4 98.6 5.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 4 31 31 37 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,686 COMMITMENTS 0 2,400 54 13,542 11,106 13,596 13,560 90 126 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -1,852) 0 135 -33 -1,604 -1,820 -1,637 -1,718 -215 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.5 0.4 98.9 81.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 6 2 27 22 29 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,333 COMMITMENTS 6,494 1,242 1,646 22,540 28,159 30,680 31,047 653 286 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -961) 689 -176 288 -1,945 -1,027 -968 -915 7 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 4.0 5.3 71.9 89.9 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 7 34 33 42 41
Updated December 10, 2010