GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,432 COMMITMENTS 819 2,180 64 41,490 40,010 42,373 42,254 59 178 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,745) 0 101 0 1,750 1,649 1,750 1,750 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.1 0.2 97.8 94.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 4 1 41 46 43 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,624 COMMITMENTS 200 0 0 28,347 28,424 28,547 28,424 77 200 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -155) 0 0 0 -155 -155 -155 -155 0 0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,492 COMMITMENTS 170 216 31 3,754 3,985 3,955 4,232 1,537 1,260 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 125) 0 0 0 -61 53 -61 53 186 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 0.6 68.4 72.6 72.0 77.1 28.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 17 19 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,768 COMMITMENTS 498 293 146 6,849 7,332 7,493 7,771 1,275 997 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159) 13 110 0 286 584 299 694 -140 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.3 1.7 78.1 83.6 85.5 88.6 14.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 2 3 41 40 45 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,106 COMMITMENTS 394 418 290 5,943 5,954 6,627 6,662 479 444 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 336) 16 -2 47 369 431 432 476 -96 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 5.9 4.1 83.6 83.8 93.3 93.8 6.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 2 7 3 50 51 54 59 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,604 COMMITMENTS 709 0 5 1,013 2,159 1,727 2,164 877 440 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 90) 70 0 -10 25 55 85 45 5 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 0.0 0.2 38.9 82.9 66.3 83.1 33.7 16.9 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,458 COMMITMENTS 30 40 0 1,103 1,061 1,133 1,101 325 357 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 48) 0 0 0 41 194 41 194 7 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.7 0.0 75.7 72.8 77.7 75.5 22.3 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 17 19 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,297 COMMITMENTS 0 200 0 15,117 15,087 15,117 15,287 180 10 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,596) 0 0 0 2,596 2,596 2,596 2,596 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 98.8 98.6 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 26 17 26 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,187 COMMITMENTS 63,476 29,205 35,205 160,893 215,812 259,574 280,222 44,613 23,965 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -14,443) -6,364 -1,691 -4,731 -915 -5,576 -12,010 -11,998 -2,433 -2,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 9.6 11.6 52.9 70.9 85.3 92.1 14.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 49 24 44 71 83 142 136 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,334 COMMITMENTS 475 1,540 600 15,176 14,129 16,251 16,269 83 65 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 925) 0 150 -50 925 825 875 925 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 9.4 3.7 92.9 86.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 3 7 4 41 46 47 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| 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 4,410 6,907 6,895 6,932 37 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 50 525 50 525 -50 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 0.0 0.4 63.6 99.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 0 1 24 23 30 24 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,447 COMMITMENTS 2,588 80 627 6,190 8,720 9,405 9,427 42 20 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -24) -150 0 126 0 -150 -24 -24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 0.8 6.6 65.5 92.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 9 12 11 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 785,382 COMMITMENTS 128,700 311,752 226,431 343,373 209,335 698,504 747,518 86,878 37,864 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24,596) 10,947 18,098 8,348 -226 23 19,069 26,469 5,527 -1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 39.7 28.8 43.7 26.7 88.9 95.2 11.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 82 97 116 84 74 244 221 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,053 COMMITMENTS 86 0 280 51,170 49,173 51,536 49,453 4,517 6,600 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,330) 86 0 280 884 1,050 1,250 1,330 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.5 91.3 87.7 91.9 88.2 8.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 16 20 17 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,608 COMMITMENTS 0 0 0 45,972 53,104 45,972 53,104 10,636 3,504 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,788 COMMITMENTS 2,332 2,367 5,839 38,998 35,690 47,169 43,896 7,619 10,892 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -62) 0 0 0 0 -62 0 -62 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.3 10.7 71.2 65.1 86.1 80.1 13.9 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,307 COMMITMENTS 2,315 1,280 3,750 45,809 51,039 51,874 56,069 11,433 7,238 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 635) -1,284 0 517 1,414 118 647 635 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.0 5.9 72.4 80.6 81.9 88.6 18.1 11.4 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,456 COMMITMENTS 0 12,308 1,275 100,708 93,408 101,983 106,991 10,473 5,465 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -404) 0 -1,284 182 -306 -306 -124 -1,408 -280 1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 1.1 89.6 83.1 90.7 95.1 9.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 3 19 25 22 28 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,973 COMMITMENTS 0 952 1,594 79,865 77,156 81,459 79,702 10,514 12,271 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -60) 0 60 0 -60 -120 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.7 86.8 83.9 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,357 COMMITMENTS 6,829 296 6,780 124,503 137,756 138,112 144,832 15,245 8,525 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 344) -887 296 973 -201 -925 -115 344 459 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.2 4.4 81.2 89.8 90.1 94.4 9.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 26 27 29 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,626,825 COMMITMENTS 524,952 101,523 834,865 1245359 1670157 2605176 2606545 21,649 20,280 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 32,412) 30,961 346 18,211 -17,280 12,867 31,892 31,424 520 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 3.9 31.8 47.4 63.6 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 40 26 62 105 91 173 155 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 989,618 COMMITMENTS 169,996 115,416 177,390 638,240 692,865 985,626 985,671 3,992 3,947 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 10,397) 2,950 2,375 -4,853 12,040 12,378 10,137 9,900 260 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 11.7 17.9 64.5 70.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 27 44 41 38 92 85 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,568 COMMITMENTS 0 849 0 7,500 6,582 7,500 7,431 68 137 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 754) 0 0 0 769 719 769 719 -15 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 0.0 99.1 87.0 99.1 98.2 0.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 26 26 26 27 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,737 COMMITMENTS 163 324 11 2,020 1,652 2,194 1,987 543 750 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 89) 6 89 1 171 290 178 380 -89 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 11.8 0.4 73.8 60.4 80.2 72.6 19.8 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 16 19 17 23 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,962 COMMITMENTS 135 30 20 1,339 1,543 1,494 1,593 468 369 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 144) 40 0 -5 58 87 93 82 51 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.5 1.0 68.2 78.6 76.1 81.2 23.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 17 22 19 25 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,961 COMMITMENTS 5,824 386 1,664 30,917 38,713 38,405 40,763 2,556 198 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -45) -680 32 602 61 -771 -17 -137 -28 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.9 4.1 75.5 94.5 93.8 99.5 6.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 3 30 31 34 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,098 COMMITMENTS 92 46 0 6,624 7,053 6,716 7,099 1,382 999 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 108) 0 0 0 108 108 108 108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.6 0.0 81.8 87.1 82.9 87.7 17.1 12.3 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,015 COMMITMENTS 0 758 24 14,890 14,351 14,914 15,133 1,101 882 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 140) 0 -4 0 44 34 44 30 96 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.1 93.0 89.6 93.1 94.5 6.9 5.5 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,191 COMMITMENTS 699 0 0 8,099 8,683 8,798 8,683 1,393 1,508 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24) 24 0 0 0 24 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.0 79.5 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,930 COMMITMENTS 164 2,404 350 27,968 28,232 28,482 30,986 3,448 944 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 159) 0 114 0 159 35 159 149 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.5 1.1 87.6 88.4 89.2 97.0 10.8 3.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,032 COMMITMENTS 190 352 40 10,053 10,684 10,283 11,076 1,749 956 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -88) 0 0 0 -88 -16 -88 -16 0 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.9 0.3 83.6 88.8 85.5 92.1 14.5 7.9 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 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,429 COMMITMENTS 232 0 132 12,049 12,655 12,413 12,787 1,016 642 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 358) 100 -20 120 120 240 340 340 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.0 89.7 94.2 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 26 21 28 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 8,721 COMMITMENTS 0 0 0 7,659 7,939 7,659 7,939 1,062 782 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 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 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 694,279 COMMITMENTS 0 9,360 0 694,279 684,919 694,279 694,279 0 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 792) 0 0 0 792 792 792 792 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 BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,669 COMMITMENTS 0 410 0 32,135 32,259 32,135 32,669 534 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 98.4 98.7 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 4 15 5 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 97.1 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 10 16 10 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 14 14 14 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,087 COMMITMENTS 0 0 0 1077087 1077087 1077087 1077087 0 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 13 18 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 208,760 COMMITMENTS 916 0 0 207,844 208,630 208,760 208,630 0 130 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 279) 0 0 0 279 417 279 417 0 -138 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 25 29 27 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,666,429 COMMITMENTS 0 0 0 3666429 3666429 3666429 3666429 0 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 16,803) 0 0 0 16,803 16,803 16,803 16,803 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: 39) 0 0 0 24 28 24 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,066 COMMITMENTS 3,558 1,715 1,407 58,101 59,689 63,066 62,811 0 255 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,673) 0 0 1,275 1,398 1,883 2,673 3,158 0 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.7 2.2 92.1 94.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 2 24 24 30 27 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,181,715 COMMITMENTS 33,205 67,900 0 1148510 1113056 1181715 1180956 0 759 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 34,934) 3,800 -759 0 31,134 34,934 34,934 34,175 0 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.7 0.0 97.2 94.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,059 COMMITMENTS 1,595 223 301 53,033 54,535 54,929 55,059 130 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 193) 0 0 0 193 193 193 193 0 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 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,750 COMMITMENTS 510 0 0 15,730 15,921 16,240 15,921 510 829 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 82) 0 0 0 82 82 82 82 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 93.9 95.1 97.0 95.1 3.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 12 17 12 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,021,408 COMMITMENTS 9,776 41,730 1,880 1009752 977,798 1021408 1021408 0 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,430) 0 3,800 0 1,430 -2,370 1,430 1,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 4.1 0.2 98.9 95.7 100.0 100.0 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 12/14/10 | --------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,112 COMMITMENTS 140 0 375 25,724 26,343 26,239 26,718 873 394 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 436) 0 0 0 354 534 354 534 82 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 1.4 94.9 97.2 96.8 98.5 3.2 1.5 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,602 COMMITMENTS 420 0 35 16,003 16,076 16,458 16,111 144 491 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 368) 40 0 35 413 408 488 443 -120 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.2 96.4 96.8 99.1 97.0 0.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 20 17 22 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,015 COMMITMENTS 60 0 0 8,223 8,331 8,283 8,331 732 684 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 223) -20 0 0 248 288 228 288 -5 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 91.2 92.4 91.9 92.4 8.1 7.6 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,733 COMMITMENTS 0 0 0 10,193 10,216 10,193 10,216 540 517 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 370) 0 0 0 355 370 355 370 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 95.2 95.0 95.2 5.0 4.8 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,978 COMMITMENTS 0 0 0 3,919 3,827 3,919 3,827 59 151 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 41) 0 0 0 41 41 41 41 0 0 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 12 18 12 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,380,779 COMMITMENTS 329,113 166,328 319,520 641,482 833,165 1290115 1319013 90,664 61,766 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 13,660) -11,596 2,176 -3,776 30,880 22,079 15,508 20,479 -1,848 -6,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 12.0 23.1 46.5 60.3 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 127 98 145 94 98 303 271 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,694 COMMITMENTS 30,204 17,088 10,895 161,949 158,079 203,048 186,062 37,646 54,632 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,229) 2,339 920 699 -105 -1,500 2,933 119 1,296 4,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 7.1 4.5 67.3 65.7 84.4 77.3 15.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 5 29 29 35 35 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,164 COMMITMENTS 428 2,166 50 39,531 37,721 40,009 39,937 155 227 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 3,085) 0 0 0 2,985 2,985 2,985 2,985 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.4 0.1 98.4 93.9 99.6 99.4 0.4 0.6 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 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,209 COMMITMENTS 4,451 31,244 2,174 78,374 49,576 84,999 82,994 3,210 5,215 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 227) -43 -3,509 -1,130 1,246 5,252 73 613 154 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 35.4 2.5 88.9 56.2 96.4 94.1 3.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 11 11 27 25 40 38 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,345 COMMITMENTS 4,325 621 0 10,995 14,645 15,320 15,266 25 79 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 375) 0 246 0 375 75 375 321 0 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 4.0 0.0 71.7 95.4 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 0 19 24 21 28 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,124 COMMITMENTS 16,705 2,175 238 3,420 20,109 20,363 22,522 2,761 602 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -33) 589 -182 -52 -397 247 140 13 -173 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.2 9.4 1.0 14.8 87.0 88.1 97.4 11.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 86 17 7 21 31 113 51 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,520 COMMITMENTS 24,484 1,850 73 6,495 33,118 31,052 35,041 5,468 1,479 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -58) -841 -121 -192 1,095 91 62 -222 -120 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 5.1 0.2 17.8 90.7 85.0 96.0 15.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 82 9 5 17 34 102 46 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,541 COMMITMENTS 82,881 10,589 22,381 139,813 221,535 245,075 254,505 23,466 14,036 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -518) -2,395 -1,100 -1,594 3,732 974 -257 -1,720 -261 1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 3.9 8.3 52.1 82.5 91.3 94.8 8.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 78 17 35 74 89 162 133 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,231 COMMITMENTS 3,102 1,235 1,226 12,129 13,097 16,457 15,558 3,774 4,673 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 304) 0 -83 0 1,426 1,113 1,426 1,030 -1,122 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 6.1 6.1 60.0 64.7 81.3 76.9 18.7 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 4 15 21 22 26 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,156 COMMITMENTS 186 200 0 4,883 4,893 5,069 5,093 87 63 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 450) 100 50 0 550 350 650 400 -200 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 3.9 0.0 94.7 94.9 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 0 24 23 27 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,933 COMMITMENTS 230 2,497 15 52,760 51,186 53,005 53,698 928 235 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 642) -100 200 0 742 442 642 642 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.6 0.0 97.8 94.9 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 1 33 34 36 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,954 COMMITMENTS 200 0 0 18,584 18,954 18,784 18,954 170 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 575) 0 0 0 650 675 650 675 -75 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.0 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 17 21 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,857 COMMITMENTS 900 2,775 150 6,657 4,932 7,707 7,857 150 0 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 470) 50 300 150 470 270 670 720 -200 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 35.3 1.9 84.7 62.8 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 1 26 23 30 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,544 COMMITMENTS 1,796 0 140 14,448 16,274 16,384 16,414 160 130 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 864) 130 0 90 644 894 864 984 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.8 87.3 98.4 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 2 33 22 36 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,848 COMMITMENTS 1,014 1,283 627 13,895 13,738 15,536 15,648 312 200 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 439) 498 150 57 428 245 983 452 -544 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 8.1 4.0 87.7 86.7 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 6 32 31 40 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,030 COMMITMENTS 300 2,271 81 13,559 11,552 13,940 13,904 90 126 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 344) 300 -129 27 17 446 344 344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 16.2 0.6 96.6 82.3 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 6 3 26 23 30 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,618 COMMITMENTS 6,934 1,242 2,241 22,940 28,849 32,115 32,332 503 286 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,285) 440 0 595 400 690 1,435 1,285 -150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 3.8 6.9 70.3 88.4 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 7 34 33 42 41
Updated December 17, 2010