GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 35,677: 1,799 600 0 33,808 35,057 35,607 35,657: 70 20 Old : 35,677: 1,799 600 0 33,808 35,057 35,607 35,657: 70 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 26: 0 -310 0 61 361 61 51: -35 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 1.7 0.0 94.8 98.3 99.8 99.9: 0.2 0.1 Old : 100.0: 5.0 1.7 0.0 94.8 98.3 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 1 1 0 37 40 38 41: Old : 48: 1 1 0 37 40 38 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 30.9 61.8 53.9 28.1 22.2 37.9 35.3 Old : 42.6 30.9 61.8 53.9 28.1 22.2 37.9 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 23,205: 0 0 0 23,104 23,080 23,104 23,080: 101 125 Old : 23,205: 0 0 0 23,104 23,080 23,104 23,080: 101 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,998: 0 0 0 1,998 1,998 1,998 1,998: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.6 99.5 99.6 99.5: 0.4 0.5 Old : 100.0: 0.0 0.0 0.0 99.6 99.5 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 0 0 33 25 33 25: Old : 39: 0 0 0 33 25 33 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 67.7 70.1 83.4 42.0 49.9 50.3 56.1 Old : 50.1 67.7 70.1 83.4 42.0 49.9 50.3 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,004: 368 216 114 6,593 6,624 7,075 6,954: 929 1,050 Old : 8,004: 368 216 114 6,593 6,624 7,075 6,954: 929 1,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 319: -32 0 0 310 322 278 322: 41 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 2.7 1.4 82.4 82.8 88.4 86.9: 11.6 13.1 Old : 100.0: 4.6 2.7 1.4 82.4 82.8 88.4 86.9: 11.6 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 1 26 23 27 25: Old : 29: 1 1 1 26 23 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 52.6 56.3 65.8 33.8 42.0 48.0 46.8 Old : 37.3 52.6 56.3 65.8 33.8 42.0 48.0 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,894: 190 175 0 9,157 9,589 9,347 9,764: 1,547 1,130 Old : 10,894: 190 175 0 9,157 9,589 9,347 9,764: 1,547 1,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 266: 24 15 0 212 241 236 256: 30 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 1.6 0.0 84.1 88.0 85.8 89.6: 14.2 10.4 Old : 100.0: 1.7 1.6 0.0 84.1 88.0 85.8 89.6: 14.2 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 1 2 0 47 46 48 48: Old : 55: 1 2 0 47 46 48 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 25.4 36.3 39.6 13.0 17.2 20.8 26.4 Old : 23.3 25.4 36.3 39.6 13.0 17.2 20.8 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 9,524: 69 62 217 8,476 8,409 8,762 8,688: 762 836 Old : 9,524: 69 62 217 8,476 8,409 8,762 8,688: 762 836 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 815: 10 5 -10 768 788 768 783: 47 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.7 2.3 89.0 88.3 92.0 91.2: 8.0 8.8 Old : 100.0: 0.7 0.7 2.3 89.0 88.3 92.0 91.2: 8.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 3 2 4 45 53 49 58: Old : 61: 3 2 4 45 53 49 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 22.3 44.9 35.7 24.6 16.0 33.2 24.8 Old : 30.8 22.3 44.9 35.7 24.6 16.0 33.2 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,550: 680 0 0 2,983 3,861 3,663 3,861: 887 689 Old : 4,550: 680 0 0 2,983 3,861 3,663 3,861: 887 689 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 250: 0 0 0 172 297 172 297: 78 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 0.0 0.0 65.6 84.9 80.5 84.9: 19.5 15.1 Old : 100.0: 14.9 0.0 0.0 65.6 84.9 80.5 84.9: 19.5 15.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 20 23 21 23: Old : 25: 1 0 0 20 23 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 35.6 71.0 57.1 39.9 31.1 51.3 47.3 Old : 51.3 35.6 71.0 57.1 39.9 31.1 51.3 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 12,568: 0 0 0 12,568 12,528 12,568 12,528: 0 40 Old : 12,568: 0 0 0 12,568 12,528 12,568 12,528: 0 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,045: 0 0 0 1,045 1,045 1,045 1,045: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 0.3 Old : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 18 21 18 21: Old : 24: 0 0 0 18 21 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 44.9 88.4 73.0 44.4 30.3 51.1 46.3 Old : 68.0 44.9 88.4 73.0 44.4 30.3 51.1 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 355,917: 49,595 21,559 62,528 199,499 244,430 311,622 328,517: 44,295 27,400 Old : 355,917: 49,595 21,559 62,528 199,499 244,430 311,622 328,517: 44,295 27,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -2,931: 7,499 -4,021 -4,753 -9,543 9,090 -6,796 316: 3,865 -3,248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 6.1 17.6 56.1 68.7 87.6 92.3: 12.4 7.7 Old : 100.0: 13.9 6.1 17.6 56.1 68.7 87.6 92.3: 12.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 153: 47 17 43 63 78 130 125: Old : 153: 47 17 43 63 78 130 125: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 27.7 33.2 37.2 16.5 18.4 24.9 25.1 Old : 21.3 27.7 33.2 37.2 16.5 18.4 24.9 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 69,140: 1,890 6,322 16,599 46,824 43,144 65,313 66,065: 3,828 3,075 Old : 69,140: 1,890 6,322 16,599 46,824 43,144 65,313 66,065: 3,828 3,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -1,042: -209 181 -134 -713 -1,150 -1,056 -1,104: 14 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 9.1 24.0 67.7 62.4 94.5 95.6: 5.5 4.4 Old : 100.0: 2.7 9.1 24.0 67.7 62.4 94.5 95.6: 5.5 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 4 8 14 14 22 23: Old : 23: 5 4 8 14 14 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 52.8 69.6 73.6 9.8 12.3 13.4 16.1 Old : 49.6 52.8 69.6 73.6 9.8 12.3 13.4 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 20,358: 1,126 1,625 577 17,855 17,475 19,558 19,677: 800 681 Old : 20,358: 1,126 1,625 577 17,855 17,475 19,558 19,677: 800 681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 2,439: 275 1,100 75 1,975 1,250 2,325 2,425: 114 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 8.0 2.8 87.7 85.8 96.1 96.7: 3.9 3.3 Old : 100.0: 5.5 8.0 2.8 87.7 85.8 96.1 96.7: 3.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 7 5 4 45 47 54 55: Old : 70: 7 5 4 45 47 54 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 23.2 46.6 39.1 26.7 19.2 35.1 31.2 Old : 28.7 23.2 46.6 39.1 26.7 19.2 35.1 31.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,073: 0 2,600 600 16,396 14,103 16,996 17,303: 1,077 770 Old : 18,073: 0 2,600 600 16,396 14,103 16,996 17,303: 1,077 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 725: 0 300 0 751 425 751 725: -26 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.4 3.3 90.7 78.0 94.0 95.7: 6.0 4.3 Old : 100.0: 0.0 14.4 3.3 90.7 78.0 94.0 95.7: 6.0 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 3 2 28 20 30 24: Old : 38: 0 3 2 28 20 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 52.4 64.3 80.4 37.9 43.1 49.6 60.2 Old : 49.1 52.4 64.3 80.4 37.9 43.1 49.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 14,028: 4,836 0 624 8,508 12,864 13,968 13,488: 60 540 Old : 14,028: 4,836 0 624 8,508 12,864 13,968 13,488: 60 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 0.0 4.4 60.7 91.7 99.6 96.2: 0.4 3.8 Old : 100.0: 34.5 0.0 4.4 60.7 91.7 99.6 96.2: 0.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 0 2 11 16 14 18: Old : 20: 3 0 2 11 16 14 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 55.9 92.7 78.8 59.0 48.9 67.7 61.9 Old : 75.1 55.9 92.7 78.8 59.0 48.9 67.7 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 METRIC TONS) : : : : All : 5,100: 680 113 290 2,770 3,216 3,740 3,619: 1,360 1,481 Old : 5,100: 680 113 290 2,770 3,216 3,740 3,619: 1,360 1,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 172: 59 -32 4 268 256 331 228: -159 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 2.2 5.7 54.3 63.1 73.3 71.0: 26.7 29.0 Old : 100.0: 13.3 2.2 5.7 54.3 63.1 73.3 71.0: 26.7 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 1 4 15 18 20 22: Old : 23: 4 1 4 15 18 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 29.2 57.4 49.1 34.7 28.4 44.0 40.8 Old : 42.9 29.2 57.4 49.1 34.7 28.4 44.0 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 2,162: 0 0 0 2,012 2,000 2,012 2,000: 150 162 Old : 2,162: 0 0 0 2,012 2,000 2,012 2,000: 150 162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.1 92.5 93.1 92.5: 6.9 7.5 Old : 100.0: 0.0 0.0 0.0 93.1 92.5 93.1 92.5: 6.9 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 12 16 12 16: Old : 21: 0 0 0 12 16 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 50.9 83.8 69.4 46.8 37.0 58.4 50.9 Old : 60.7 50.9 83.8 69.4 46.8 37.0 58.4 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 943,720: 143,596 222,486 372,647 347,650 303,937 863,893 899,071: 79,827 44,649 Old : 943,720: 143,596 222,486 372,647 347,650 303,937 863,893 899,071: 79,827 44,649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -1,108: 831 10,957 -4,247 3,019 -6,506 -396 204: -712 -1,312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 23.6 39.5 36.8 32.2 91.5 95.3: 8.5 4.7 Old : 100.0: 15.2 23.6 39.5 36.8 32.2 91.5 95.3: 8.5 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 264: 79 85 121 82 72 235 219: Old : 264: 79 85 121 82 72 235 219: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 37.6 41.2 49.1 15.9 18.1 20.1 24.2 Old : 28.4 37.6 41.2 49.1 15.9 18.1 20.1 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 68,169: 1,434 832 2,021 59,803 57,862 63,258 60,715: 4,911 7,454 Old : 68,169: 1,434 832 2,021 59,803 57,862 63,258 60,715: 4,911 7,454 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 331: -8 186 -186 342 31 148 31: 183 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.2 3.0 87.7 84.9 92.8 89.1: 7.2 10.9 Old : 100.0: 2.1 1.2 3.0 87.7 84.9 92.8 89.1: 7.2 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 2 23 22 25 24: Old : 28: 1 1 2 23 22 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 44.6 66.2 64.7 42.2 36.3 52.4 45.9 Old : 47.4 44.6 66.2 64.7 42.2 36.3 52.4 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 41,415: 4,094 0 3,064 30,671 29,719 37,829 32,783: 3,586 8,632 Old : 41,415: 4,094 0 3,064 30,671 29,719 37,829 32,783: 3,586 8,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 0.0 7.4 74.1 71.8 91.3 79.2: 8.7 20.8 Old : 100.0: 9.9 0.0 7.4 74.1 71.8 91.3 79.2: 8.7 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 0 2 12 14 15 16: Old : 20: 3 0 2 12 14 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 39.8 73.3 60.5 39.6 34.8 53.8 44.1 Old : 54.3 39.8 73.3 60.5 39.6 34.8 53.8 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 73,235: 434 0 0 63,472 61,357 63,906 61,357: 9,329 11,878 Old : 73,235: 434 0 0 63,472 61,357 63,906 61,357: 9,329 11,878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 2,440: 0 0 0 2,728 2,440 2,728 2,440: -288 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 86.7 83.8 87.3 83.8: 12.7 16.2 Old : 100.0: 0.6 0.0 0.0 86.7 83.8 87.3 83.8: 12.7 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 23 24 24 24: Old : 29: 1 0 0 23 24 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.0 41.5 56.7 57.1 29.3 36.3 43.5 48.1 Old : 37.0 41.5 56.7 57.1 29.3 36.3 43.5 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 81,740: 0 0 0 68,282 78,118 68,282 78,118: 13,458 3,622 Old : 81,740: 0 0 0 68,282 78,118 68,282 78,118: 13,458 3,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 734: 0 0 0 1,036 734 1,036 734: -302 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 83.5 95.6 83.5 95.6: 16.5 4.4 Old : 100.0: 0.0 0.0 0.0 83.5 95.6 83.5 95.6: 16.5 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 20 21 20 21: Old : 23: 0 0 0 20 21 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 52.7 64.1 72.8 40.3 47.9 53.3 63.7 Old : 43.8 52.7 64.1 72.8 40.3 47.9 53.3 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 96,564: 8,025 0 2,597 78,032 90,953 88,654 93,550: 7,910 3,014 Old : 96,564: 8,025 0 2,597 78,032 90,953 88,654 93,550: 7,910 3,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 920: 1,626 0 -57 -373 425 1,196 368: -276 552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 0.0 2.7 80.8 94.2 91.8 96.9: 8.2 3.1 Old : 100.0: 8.3 0.0 2.7 80.8 94.2 91.8 96.9: 8.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 0 3 25 31 29 34: Old : 39: 4 0 3 25 31 29 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 46.3 64.6 62.5 40.5 44.5 57.0 60.4 Old : 44.2 46.3 64.6 62.5 40.5 44.5 57.0 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 95,454: 0 11,758 3,009 86,598 69,873 89,607 84,640: 5,847 10,814 Old : 95,454: 0 11,758 3,009 86,598 69,873 89,607 84,640: 5,847 10,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -593: 0 -159 260 -1,923 -2,878 -1,663 -2,777: 1,070 2,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.3 3.2 90.7 73.2 93.9 88.7: 6.1 11.3 Old : 100.0: 0.0 12.3 3.2 90.7 73.2 93.9 88.7: 6.1 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 3 3 15 21 18 24: Old : 29: 0 3 3 15 21 18 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 37.1 83.3 57.1 61.0 35.7 74.3 55.6 Old : 65.3 37.1 83.3 57.1 61.0 35.7 74.3 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 88,005: 6,488 1,903 4,258 64,506 75,113 75,252 81,274: 12,753 6,731 Old : 88,005: 6,488 1,903 4,258 64,506 75,113 75,252 81,274: 12,753 6,731 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 727: -294 0 534 338 148 578 682: 149 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 2.2 4.8 73.3 85.4 85.5 92.4: 14.5 7.6 Old : 100.0: 7.4 2.2 4.8 73.3 85.4 85.5 92.4: 14.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 3 21 23 25 26: Old : 31: 3 1 3 21 23 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 47.1 58.1 65.2 32.5 46.1 50.4 60.3 Old : 36.6 47.1 58.1 65.2 32.5 46.1 50.4 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 1,524,892: 71,919 99,855 488,770 957,828 928,421 1,518,517 1,517,047: 6,374 7,845 Old : 1,524,892: 71,919 99,855 488,770 957,828 928,421 1,518,517 1,517,047: 6,374 7,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -62,057: 7,531 -8,798 -26,834 -44,163 -27,997 -63,466 -63,629: 1,409 1,572 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 6.5 32.1 62.8 60.9 99.6 99.5: 0.4 0.5 Old : 100.0: 4.7 6.5 32.1 62.8 60.9 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 126: 40 26 54 58 60 119 119: Old : 126: 40 26 54 58 60 119 119: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 33.1 55.0 52.3 8.3 9.5 10.9 12.0 Old : 33.8 33.1 55.0 52.3 8.3 9.5 10.9 12.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 16,219: 248 0 0 15,847 14,867 16,095 14,867: 124 1,352 Old : 16,219: 248 0 0 15,847 14,867 16,095 14,867: 124 1,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 97.7 91.7 99.2 91.7: 0.8 8.3 Old : 100.0: 1.5 0.0 0.0 97.7 91.7 99.2 91.7: 0.8 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 9 12 10 12: Old : 20: 1 0 0 9 12 10 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 62.7 95.8 83.1 78.4 60.8 95.0 78.9 Old : 78.4 62.7 95.8 83.1 78.4 60.8 95.0 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 90,584: 0 620 0 87,700 85,659 87,700 86,279: 2,884 4,305 Old : 90,584: 0 620 0 87,700 85,659 87,700 86,279: 2,884 4,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 186 186 186 186: -186 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 96.8 94.6 96.8 95.2: 3.2 4.8 Old : 100.0: 0.0 0.7 0.0 96.8 94.6 96.8 95.2: 3.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 17 19 17 20: Old : 26: 0 1 0 17 19 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 56.4 86.4 76.1 60.0 51.8 73.1 66.6 Old : 69.0 56.4 86.4 76.1 60.0 51.8 73.1 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 191,715: 5,379 4,483 6,727 169,538 173,946 181,644 185,156: 10,071 6,559 Old : 191,715: 5,379 4,483 6,727 169,538 173,946 181,644 185,156: 10,071 6,559 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 329: 529 -1,192 427 -1,830 498 -874 -267: 1,203 596 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 2.3 3.5 88.4 90.7 94.7 96.6: 5.3 3.4 Old : 100.0: 2.8 2.3 3.5 88.4 90.7 94.7 96.6: 5.3 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 5 3 5 38 37 46 42: Old : 50: 5 3 5 38 37 46 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 45.9 52.3 61.3 28.2 43.8 39.7 52.4 Old : 33.1 45.9 52.3 61.3 28.2 43.8 39.7 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 142,031: 3,441 1,187 2,313 126,545 132,282 132,299 135,782: 9,732 6,249 Old : 142,031: 3,441 1,187 2,313 126,545 132,282 132,299 135,782: 9,732 6,249 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -204: 0 -1,388 724 -792 -875 -68 -1,538: -136 1,334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.8 1.6 89.1 93.1 93.1 95.6: 6.9 4.4 Old : 100.0: 2.4 0.8 1.6 89.1 93.1 93.1 95.6: 6.9 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 1 2 28 25 32 27: Old : 37: 3 1 2 28 25 32 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 50.3 66.0 74.9 43.2 49.4 56.8 70.7 Old : 50.2 50.3 66.0 74.9 43.2 49.4 56.8 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 231,117: 7,545 0 9,528 198,215 215,772 215,288 225,300: 15,829 5,817 Old : 231,117: 7,545 0 9,528 198,215 215,772 215,288 225,300: 15,829 5,817 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -741: 515 0 -1,372 -570 1,166 -1,427 -206: 686 -535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.0 4.1 85.8 93.4 93.2 97.5: 6.8 2.5 Old : 100.0: 3.3 0.0 4.1 85.8 93.4 93.2 97.5: 6.8 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 0 2 38 39 40 41: Old : 47: 2 0 2 38 39 40 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 31.1 52.8 55.3 31.2 27.5 42.3 44.0 Old : 36.6 31.1 52.8 55.3 31.2 27.5 42.3 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 63,269: 3,750 1,503 679 52,026 55,964 56,455 58,146: 6,814 5,123 Old : 63,269: 3,750 1,503 679 52,026 55,964 56,455 58,146: 6,814 5,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 800: 800 0 0 0 800 800 800: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 2.4 1.1 82.2 88.5 89.2 91.9: 10.8 8.1 Old : 100.0: 5.9 2.4 1.1 82.2 88.5 89.2 91.9: 10.8 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 2 12 12 16 15: Old : 20: 3 2 2 12 12 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 53.6 79.7 80.5 56.5 47.8 62.7 61.7 Old : 63.3 53.6 79.7 80.5 56.5 47.8 62.7 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 2,995,819: 738,884 86,990 935,623 1,303,396 1,958,375 2,977,903 2,980,988: 17,916 14,831 Old : 2,995,819: 738,884 86,990 935,623 1,303,396 1,958,375 2,977,903 2,980,988: 17,916 14,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 52,424: -20,335 11,032 46,225 32,607 -2,175 58,497 55,082: -6,073 -2,658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 2.9 31.2 43.5 65.4 99.4 99.5: 0.6 0.5 Old : 100.0: 24.7 2.9 31.2 43.5 65.4 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 190: 43 20 59 114 101 181 162: Old : 190: 43 20 59 114 101 181 162: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 33.1 43.7 45.7 18.2 22.1 24.5 30.7 Old : 32.0 33.1 43.7 45.7 18.2 22.1 24.5 30.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 1,052,246: 135,753 221,662 195,868 716,784 629,663 1,048,405 1,047,193: 3,841 5,053 Old : 1,052,246: 135,753 221,662 195,868 716,784 629,663 1,048,405 1,047,193: 3,841 5,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 52,344: -2,259 -9,877 17,229 38,658 44,208 53,628 51,560: -1,284 784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 21.1 18.6 68.1 59.8 99.6 99.5: 0.4 0.5 Old : 100.0: 12.9 21.1 18.6 68.1 59.8 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 29 23 39 49 43 97 86: Old : 102: 29 23 39 49 43 97 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 35.5 51.7 56.4 29.1 30.0 38.5 43.0 Old : 37.7 35.5 51.7 56.4 29.1 30.0 38.5 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 2,944: 0 710 0 2,877 1,936 2,877 2,646: 67 298 Old : 2,944: 0 710 0 2,877 1,936 2,877 2,646: 67 298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 24.1 0.0 97.7 65.8 97.7 89.9: 2.3 10.1 Old : 100.0: 0.0 24.1 0.0 97.7 65.8 97.7 89.9: 2.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 3 0 11 15 11 18: Old : 23: 0 3 0 11 15 11 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 40.7 94.5 67.8 68.8 39.7 81.8 60.6 Old : 81.2 40.7 94.5 67.8 68.8 39.7 81.8 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 144,933: 1,381 0 8,382 132,876 135,837 142,640 144,219: 2,293 714 Old : 144,933: 1,381 0 8,382 132,876 135,837 142,640 144,219: 2,293 714 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 6,357: 903 -576 535 4,803 6,322 6,241 6,281: 116 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 5.8 91.7 93.7 98.4 99.5: 1.6 0.5 Old : 100.0: 1.0 0.0 5.8 91.7 93.7 98.4 99.5: 1.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 7 0 6 33 31 40 37: Old : 43: 7 0 6 33 31 40 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 56.6 77.7 79.9 4.3 7.2 7.0 9.9 Old : 53.2 56.6 77.7 79.9 4.3 7.2 7.0 9.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 21,461: 0 974 456 19,978 18,842 20,434 20,272: 1,027 1,189 Old : 21,461: 0 974 456 19,978 18,842 20,434 20,272: 1,027 1,189 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -41: 0 0 0 -207 -85 -207 -85: 166 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.5 2.1 93.1 87.8 95.2 94.5: 4.8 5.5 Old : 100.0: 0.0 4.5 2.1 93.1 87.8 95.2 94.5: 4.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 3 3 21 20 24 23: Old : 28: 0 3 3 21 20 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 43.3 65.6 69.5 28.6 27.4 43.2 42.8 Old : 43.2 43.3 65.6 69.5 28.6 27.4 43.2 42.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 31,563: 0 2,220 250 28,974 28,211 29,224 30,681: 2,339 882 Old : 31,563: 0 2,220 250 28,974 28,211 29,224 30,681: 2,339 882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -96: 0 -40 0 -102 -58 -102 -98: 6 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.0 0.8 91.8 89.4 92.6 97.2: 7.4 2.8 Old : 100.0: 0.0 7.0 0.8 91.8 89.4 92.6 97.2: 7.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 2 2 24 21 26 23: Old : 29: 0 2 2 24 21 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 44.8 59.4 69.2 26.9 28.6 37.7 42.1 Old : 39.9 44.8 59.4 69.2 26.9 28.6 37.7 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,851: 660 108 0 11,127 11,267 11,787 11,375: 1,064 1,476 Old : 12,851: 660 108 0 11,127 11,267 11,787 11,375: 1,064 1,476 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 10: 0 0 0 416 10 416 10: -406 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 0.8 0.0 86.6 87.7 91.7 88.5: 8.3 11.5 Old : 100.0: 5.1 0.8 0.0 86.6 87.7 91.7 88.5: 8.3 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 0 19 16 20 17: Old : 24: 1 1 0 19 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 44.3 57.8 73.7 32.9 37.0 52.9 52.0 Old : 34.7 44.3 57.8 73.7 32.9 37.0 52.9 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 48,021: 520 0 1,220 45,028 45,991 46,768 47,211: 1,253 810 Old : 48,021: 520 0 1,220 45,028 45,991 46,768 47,211: 1,253 810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 3,271: -84 0 37 3,274 3,185 3,228 3,223: 43 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 2.5 93.8 95.8 97.4 98.3: 2.6 1.7 Old : 100.0: 1.1 0.0 2.5 93.8 95.8 97.4 98.3: 2.6 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 21 20 22 21: Old : 25: 1 0 1 21 20 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 61.5 82.4 82.8 27.5 36.9 35.2 40.4 Old : 62.1 61.5 82.4 82.8 27.5 36.9 35.2 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MWH X OFF PEAK HOURS PER MONTH) : : : : All : 11,494: 0 0 0 10,342 10,716 10,342 10,716: 1,152 778 Old : 11,494: 0 0 0 10,342 10,716 10,342 10,716: 1,152 778 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 353: 0 0 0 205 45 205 45: 148 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.0 93.2 90.0 93.2: 10.0 6.8 Old : 100.0: 0.0 0.0 0.0 90.0 93.2 90.0 93.2: 10.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 21 17 21 17: Old : 22: 0 0 0 21 17 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 66.3 60.0 81.4 31.3 58.4 47.2 62.5 Old : 35.2 66.3 60.0 81.4 31.3 58.4 47.2 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322 Old : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4 Old : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0 Old : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7 Old : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 32,040: 0 510 0 31,764 30,421 31,764 30,931: 276 1,109 Old : 32,040: 0 510 0 31,764 30,421 31,764 30,931: 276 1,109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 99.1 94.9 99.1 96.5: 0.9 3.5 Old : 100.0: 0.0 1.6 0.0 99.1 94.9 99.1 96.5: 0.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 10 13 11: Old : 20: 0 1 0 13 10 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.5 62.8 94.4 94.5 78.4 55.1 88.9 85.6 Old : 83.5 62.8 94.4 94.5 78.4 55.1 88.9 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 50,717: 0 400 0 50,192 50,217 50,192 50,617: 525 100 Old : 50,717: 0 400 0 50,192 50,217 50,192 50,617: 525 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 3,348: 0 0 0 3,348 3,348 3,348 3,348: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 99.0 99.0 99.0 99.8: 1.0 0.2 Old : 100.0: 0.0 0.8 0.0 99.0 99.0 99.0 99.8: 1.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 17 6 17 8: Old : 22: 0 2 0 17 6 17 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 95.5 84.8 99.8 61.0 84.9 77.4 87.2 Old : 61.0 95.5 84.8 99.8 61.0 84.9 77.4 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 876,248: 0 14,080 0 876,248 862,168 876,248 876,248: 0 0 Old : 876,248: 0 14,080 0 876,248 862,168 876,248 876,248: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 100,720: 0 0 0 100,720 100,720 100,720 100,720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.6 0.0 100.0 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 0 15 7 15 10: Old : 21: 0 3 0 15 7 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 96.9 91.7 99.4 66.4 80.9 80.0 83.0 Old : 66.6 96.9 91.7 99.4 66.4 80.9 80.0 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 96,523: 0 3,945 0 96,372 92,578 96,372 96,523: 151 0 Old : 96,523: 0 3,945 0 96,372 92,578 96,372 96,523: 151 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 131: 0 0 0 131 131 131 131: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.1 0.0 99.8 95.9 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 4.1 0.0 99.8 95.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 0 15 12 15 14: Old : 26: 0 2 0 15 12 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 67.1 88.6 89.3 70.0 63.7 88.6 85.8 Old : 70.0 67.1 88.6 89.3 70.0 63.7 88.6 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,554,513: 0 61,670 0 1,554,513 1,492,843 1,554,513 1,554,513: 0 0 Old : 1,554,513: 0 61,670 0 1,554,513 1,492,843 1,554,513 1,554,513: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -48,523: 0 0 0 -48,523 -48,523 -48,523 -48,523: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 0 15 12 15 14: Old : 25: 0 2 0 15 12 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 68.5 90.4 89.3 74.4 67.7 89.2 87.3 Old : 74.4 68.5 90.4 89.3 74.4 67.7 89.2 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 182,435: 4,855 0 0 177,580 181,202 182,435 181,202: 0 1,233 Old : 182,435: 4,855 0 0 177,580 181,202 182,435 181,202: 0 1,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 200: 0 0 0 200 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.0 97.3 99.3 100.0 99.3: 0.0 0.7 Old : 100.0: 2.7 0.0 0.0 97.3 99.3 100.0 99.3: 0.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 0 0 20 27 22 27: Old : 35: 2 0 0 20 27 22 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 60.4 74.7 77.3 50.8 57.9 70.8 74.7 Old : 52.8 60.4 74.7 77.3 50.8 57.9 70.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (50 MEGAWATT HOURS) : : : : All : 2,968,063: 77,269 0 0 2,890,794 2,968,063 2,968,063 2,968,063: 0 0 Old : 2,968,063: 77,269 0 0 2,890,794 2,968,063 2,968,063 2,968,063: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 10,110: 0 0 0 10,110 10,110 10,110 10,110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 0 0 20 25 23 25: Old : 36: 3 0 0 20 25 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 66.3 83.4 84.4 60.9 64.5 81.9 82.3 Old : 61.9 66.3 83.4 84.4 60.9 64.5 81.9 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 65,745: 40 2,990 0 63,040 62,627 63,080 65,617: 2,665 128 Old : 65,745: 40 2,990 0 63,040 62,627 63,080 65,617: 2,665 128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 4.5 0.0 95.9 95.3 95.9 99.8: 4.1 0.2 Old : 100.0: 0.1 4.5 0.0 95.9 95.3 95.9 99.8: 4.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 0 21 17 22 18: Old : 27: 1 1 0 21 17 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 60.2 75.1 81.3 47.6 57.2 62.7 70.0 Old : 56.9 60.2 75.1 81.3 47.6 57.2 62.7 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,067,176: 0 74,080 0 1,067,176 993,096 1,067,176 1,067,176: 0 0 Old : 1,067,176: 0 74,080 0 1,067,176 993,096 1,067,176 1,067,176: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 17 18 17 19: Old : 27: 0 1 0 17 18 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 53.0 81.7 80.1 60.4 50.1 72.2 71.1 Old : 61.3 53.0 81.7 80.1 60.4 50.1 72.2 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 58,144: 4,830 495 45 53,269 57,584 58,144 58,124: 0 20 Old : 58,144: 4,830 495 45 53,269 57,584 58,144 58,124: 0 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 0.9 0.1 91.6 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 8.3 0.9 0.1 91.6 99.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 2 1 22 29 24 31: Old : 35: 1 2 1 22 29 24 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4 Old : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 30,964: 0 0 0 30,849 30,858 30,849 30,858: 115 106 Old : 30,964: 0 0 0 30,849 30,858 30,849 30,858: 115 106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.6 99.7 99.6 99.7: 0.4 0.3 Old : 100.0: 0.0 0.0 0.0 99.6 99.7 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 13 11 13: Old : 20: 0 0 0 11 13 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.8 61.2 98.1 87.5 68.1 51.5 74.5 71.7 Old : 81.8 61.2 98.1 87.5 68.1 51.5 74.5 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,056,064: 98,820 30,312 0 957,244 1,025,752 1,056,064 1,056,064: 0 0 Old : 1,056,064: 98,820 30,312 0 957,244 1,025,752 1,056,064 1,056,064: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 0.0 0.0 Old : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 2 0 22 24 24 26: Old : 37: 2 2 0 22 24 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8 Old : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 22,492: 382 45 155 21,707 22,190 22,244 22,390: 248 102 Old : 22,492: 382 45 155 21,707 22,190 22,244 22,390: 248 102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -289: -129 0 0 -201 -93 -330 -93: 41 -196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.2 0.7 96.5 98.7 98.9 99.5: 1.1 0.5 Old : 100.0: 1.7 0.2 0.7 96.5 98.7 98.9 99.5: 1.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 1 3 34 36 38 39: Old : 45: 3 1 3 34 36 38 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 42.5 61.9 62.6 30.6 33.4 44.9 46.4 Old : 41.8 42.5 61.9 62.6 30.6 33.4 44.9 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 17,851: 135 270 25 16,538 17,556 16,698 17,851: 1,153 0 Old : 17,851: 135 270 25 16,538 17,556 16,698 17,851: 1,153 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,167: 0 0 0 982 1,167 982 1,167: 185 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.5 0.1 92.6 98.3 93.5 100.0: 6.5 0.0 Old : 100.0: 0.8 1.5 0.1 92.6 98.3 93.5 100.0: 6.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 16 18 17 20: Old : 25: 1 1 1 16 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 63.8 81.8 87.9 53.0 52.1 62.4 65.5 Old : 60.9 63.8 81.8 87.9 53.0 52.1 62.4 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,541: 0 64 219 11,184 11,103 11,403 11,386: 138 155 Old : 11,541: 0 64 219 11,184 11,103 11,403 11,386: 138 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 12: 0 -120 27 35 145 62 52: -50 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 1.9 96.9 96.2 98.8 98.7: 1.2 1.3 Old : 100.0: 0.0 0.6 1.9 96.9 96.2 98.8 98.7: 1.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 1 18 23 19 25: Old : 27: 0 2 1 18 23 19 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 51.9 82.2 73.7 46.4 29.1 50.7 41.5 Old : 60.4 51.9 82.2 73.7 46.4 29.1 50.7 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,372: 380 0 0 8,478 9,048 8,858 9,048: 514 324 Old : 9,372: 380 0 0 8,478 9,048 8,858 9,048: 514 324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 558: 0 0 0 518 523 518 523: 40 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.0 90.5 96.5 94.5 96.5: 5.5 3.5 Old : 100.0: 4.1 0.0 0.0 90.5 96.5 94.5 96.5: 5.5 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 28 26 29 26: Old : 34: 1 0 0 28 26 29 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 51.5 52.8 71.2 29.2 45.1 42.8 54.7 Old : 31.8 51.5 52.8 71.2 29.2 45.1 42.8 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,517,994: 257,105 96,618 796,399 1,370,378 1,538,386 2,423,881 2,431,403: 94,112 86,591 Old : 2,517,994: 257,105 96,618 796,399 1,370,378 1,538,386 2,423,881 2,431,403: 94,112 86,591 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -98,432: 10,424 -1,880 -58,191 -65,436 -43,765 -113,203 -103,836: 14,770 5,404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 3.8 31.6 54.4 61.1 96.3 96.6: 3.7 3.4 Old : 100.0: 10.2 3.8 31.6 54.4 61.1 96.3 96.6: 3.7 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 346: 140 91 172 89 96 315 286: Old : 346: 140 91 172 89 96 315 286: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 18.0 34.6 31.8 8.2 5.4 11.1 8.9 Old : 22.4 18.0 34.6 31.8 8.2 5.4 11.1 8.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 86,433: 471 34,078 19,167 63,805 30,608 83,443 83,853: 2,991 2,580 Old : 86,433: 471 34,078 19,167 63,805 30,608 83,443 83,853: 2,991 2,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -2,071: -13 2,906 -2,571 342 -2,078 -2,241 -1,743: 170 -328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 39.4 22.2 73.8 35.4 96.5 97.0: 3.5 3.0 Old : 100.0: 0.5 39.4 22.2 73.8 35.4 96.5 97.0: 3.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 10 10 17 20 28 32: Old : 34: 3 10 10 17 20 28 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 54.1 78.7 70.0 44.9 35.3 50.8 45.4 Old : 59.5 54.1 78.7 70.0 44.9 35.3 50.8 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 221,422: 31,726 28,681 1,440 164,577 140,133 197,743 170,254: 23,679 51,168 Old : 221,422: 31,726 28,681 1,440 164,577 140,133 197,743 170,254: 23,679 51,168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 7,253: 2,210 5,024 -442 7,304 4,280 9,072 8,862: -1,819 -1,609 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 13.0 0.7 74.3 63.3 89.3 76.9: 10.7 23.1 Old : 100.0: 14.3 13.0 0.7 74.3 63.3 89.3 76.9: 10.7 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 5 6 31 26 38 34: Old : 41: 4 5 6 31 26 38 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 33.9 53.3 49.3 32.0 27.1 50.0 40.2 Old : 32.9 33.9 53.3 49.3 32.0 27.1 50.0 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 140,597: 27,731 5,219 31,748 78,068 100,552 137,546 137,518: 3,051 3,079 Old : 140,597: 27,731 5,219 31,748 78,068 100,552 137,546 137,518: 3,051 3,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -8,921: 11 -728 -3,158 -5,680 -5,141 -8,826 -9,027: -95 106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 3.7 22.6 55.5 71.5 97.8 97.8: 2.2 2.2 Old : 100.0: 19.7 3.7 22.6 55.5 71.5 97.8 97.8: 2.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 25 12 30 27 28 65 59: Old : 67: 25 12 30 27 28 65 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 44.8 51.9 66.4 16.6 19.5 21.2 25.0 Old : 31.2 44.8 51.9 66.4 16.6 19.5 21.2 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 593,472: 34,635 25 74,870 463,696 498,954 573,202 573,848: 20,271 19,624 Old : 593,472: 34,635 25 74,870 463,696 498,954 573,202 573,848: 20,271 19,624 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 3,556: 4,488 25 196 -2,054 2,036 2,630 2,256: 927 1,301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 0.0 12.6 78.1 84.1 96.6 96.7: 3.4 3.3 Old : 100.0: 5.8 0.0 12.6 78.1 84.1 96.6 96.7: 3.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 8 1 9 36 37 45 46: Old : 46: 8 1 9 36 37 45 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 25.8 55.6 45.5 11.4 8.7 15.5 13.8 Old : 34.5 25.8 55.6 45.5 11.4 8.7 15.5 13.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 65,192: 1,065 995 350 63,772 63,842 65,187 65,187: 5 5 Old : 65,192: 1,065 995 350 63,772 63,842 65,187 65,187: 5 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,177: -340 415 0 1,517 762 1,177 1,177: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.5 0.5 97.8 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 1.6 1.5 0.5 97.8 97.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 3 4 1 52 49 55 54: Old : 66: 3 4 1 52 49 55 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 34.6 60.2 52.7 25.3 20.3 32.5 27.8 Old : 45.2 34.6 60.2 52.7 25.3 20.3 32.5 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 129,391: 19,232 32,377 8,774 95,799 81,720 123,805 122,871: 5,586 6,520 Old : 129,391: 19,232 32,377 8,774 95,799 81,720 123,805 122,871: 5,586 6,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -4,386: 431 1,480 -1,048 -3,630 -5,283 -4,247 -4,851: -139 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 25.0 6.8 74.0 63.2 95.7 95.0: 4.3 5.0 Old : 100.0: 14.9 25.0 6.8 74.0 63.2 95.7 95.0: 4.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 7 13 14 24 23 43 38: Old : 44: 7 13 14 24 23 43 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 38.2 59.1 53.3 26.9 23.9 36.6 32.3 Old : 41.9 38.2 59.1 53.3 26.9 23.9 36.6 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 36,268: 1,871 2,684 6,970 24,537 25,413 33,378 35,067: 2,890 1,201 Old : 36,268: 1,871 2,684 6,970 24,537 25,413 33,378 35,067: 2,890 1,201 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 722: 800 0 -800 728 1,731 728 931: -6 -209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 7.4 19.2 67.7 70.1 92.0 96.7: 8.0 3.3 Old : 100.0: 5.2 7.4 19.2 67.7 70.1 92.0 96.7: 8.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 3 5 14 15 20 22: Old : 24: 3 3 5 14 15 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 39.9 58.4 61.3 14.3 15.3 19.1 22.3 Old : 36.1 39.9 58.4 61.3 14.3 15.3 19.1 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 96,302: 475 0 1,898 58,488 65,904 60,861 67,802: 35,441 28,500 Old : 96,302: 475 0 1,898 58,488 65,904 60,861 67,802: 35,441 28,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,139: 180 0 -105 657 192 732 87: 407 1,052 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 2.0 60.7 68.4 63.2 70.4: 36.8 29.6 Old : 100.0: 0.5 0.0 2.0 60.7 68.4 63.2 70.4: 36.8 29.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 1 22 20 23 21: Old : 23: 1 0 1 22 20 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 31.9 47.1 50.8 26.2 27.2 31.0 37.1 Old : 34.8 31.9 47.1 50.8 26.2 27.2 31.0 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 34,200: 950 1,607 150 33,100 32,310 34,200 34,067: 0 133 Old : 34,200: 950 1,607 150 33,100 32,310 34,200 34,067: 0 133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,470: 0 0 0 1,470 1,470 1,470 1,470: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 4.7 0.4 96.8 94.5 100.0 99.6: 0.0 0.4 Old : 100.0: 2.8 4.7 0.4 96.8 94.5 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 3 1 27 33 30 37: Old : 46: 2 3 1 27 33 30 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 35.1 75.5 53.1 52.9 34.2 64.2 47.9 Old : 58.7 35.1 75.5 53.1 52.9 34.2 64.2 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 23,459: 16,537 3,404 411 3,078 18,330 20,026 22,145: 3,433 1,314 Old : 23,459: 16,537 3,404 411 3,078 18,330 20,026 22,145: 3,433 1,314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 646: -490 -549 -35 297 505 -228 -79: 874 725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 14.5 1.8 13.1 78.1 85.4 94.4: 14.6 5.6 Old : 100.0: 70.5 14.5 1.8 13.1 78.1 85.4 94.4: 14.6 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 139: 71 26 4 19 28 94 55: Old : 139: 71 26 4 19 28 94 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 39.4 38.4 59.5 23.1 39.4 38.4 59.5 Old : 23.1 39.4 38.4 59.5 23.1 39.4 38.4 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 34,994: 23,303 3,026 780 5,576 29,729 29,659 33,535: 5,335 1,459 Old : 34,994: 23,303 3,026 780 5,576 29,729 29,659 33,535: 5,335 1,459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : -163: -578 -798 6 79 698 -493 -94: 330 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 8.6 2.2 15.9 85.0 84.8 95.8: 15.2 4.2 Old : 100.0: 66.6 8.6 2.2 15.9 85.0 84.8 95.8: 15.2 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 144: 84 17 8 20 33 110 53: Old : 144: 84 17 8 20 33 110 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.7 33.3 30.7 51.8 18.7 33.3 30.7 51.8 Old : 18.7 33.3 30.7 51.8 18.7 33.3 30.7 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 301,144: 80,466 6,909 49,783 149,767 230,292 280,016 286,983: 21,127 14,160 Old : 301,144: 80,466 6,909 49,783 149,767 230,292 280,016 286,983: 21,127 14,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 5,335: 14,552 -2,396 -1,437 -8,909 10,506 4,205 6,673: 1,130 -1,338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 2.3 16.5 49.7 76.5 93.0 95.3: 7.0 4.7 Old : 100.0: 26.7 2.3 16.5 49.7 76.5 93.0 95.3: 7.0 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 205: 72 25 57 79 95 178 157: Old : 205: 72 25 57 79 95 178 157: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 21.8 30.2 33.9 11.1 8.9 18.3 15.1 Old : 19.1 21.8 30.2 33.9 11.1 8.9 18.3 15.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 22,678: 2,268 0 304 14,581 16,117 17,153 16,421: 5,525 6,257 Old : 22,678: 2,268 0 304 14,581 16,117 17,153 16,421: 5,525 6,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 1,150: 461 0 -12 806 512 1,255 500: -105 650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 0.0 1.3 64.3 71.1 75.6 72.4: 24.4 27.6 Old : 100.0: 10.0 0.0 1.3 64.3 71.1 75.6 72.4: 24.4 27.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 2 16 19 18 21: Old : 24: 2 0 2 16 19 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 30.2 63.4 53.3 43.0 29.5 54.7 49.9 Old : 48.8 30.2 63.4 53.3 43.0 29.5 54.7 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 9,194: 1,446 175 225 7,492 8,642 9,163 9,042: 31 152 Old : 9,194: 1,446 175 225 7,492 8,642 9,163 9,042: 31 152 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 882: 0 75 0 882 807 882 882: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 1.9 2.4 81.5 94.0 99.7 98.3: 0.3 1.7 Old : 100.0: 15.7 1.9 2.4 81.5 94.0 99.7 98.3: 0.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 5 3 3 30 32 35 38: Old : 45: 5 3 3 30 32 35 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 32.2 55.8 54.1 26.5 27.0 35.5 34.8 Old : 42.4 32.2 55.8 54.1 26.5 27.0 35.5 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 51,199: 2,465 1,055 1,680 45,429 48,247 49,574 50,982: 1,625 217 Old : 51,199: 2,465 1,055 1,680 45,429 48,247 49,574 50,982: 1,625 217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 5,495: 250 969 1,050 4,153 3,454 5,453 5,473: 42 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 2.1 3.3 88.7 94.2 96.8 99.6: 3.2 0.4 Old : 100.0: 4.8 2.1 3.3 88.7 94.2 96.8 99.6: 3.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 1 1 32 33 36 34: Old : 46: 3 1 1 32 33 36 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 44.3 66.0 67.2 31.9 29.1 41.0 41.2 Old : 51.8 44.3 66.0 67.2 31.9 29.1 41.0 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 23,136: 2,200 0 0 20,840 22,586 23,040 22,586: 96 550 Old : 23,136: 2,200 0 0 20,840 22,586 23,040 22,586: 96 550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 510: 0 0 0 510 510 510 510: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.0 0.0 90.1 97.6 99.6 97.6: 0.4 2.4 Old : 100.0: 9.5 0.0 0.0 90.1 97.6 99.6 97.6: 0.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 23 14 24 14: Old : 29: 1 0 0 23 14 24 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 88.0 79.1 94.7 52.1 82.8 74.4 86.1 Old : 54.9 88.0 79.1 94.7 52.1 82.8 74.4 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,411: 606 400 800 14,005 14,161 15,411 15,361: 0 50 Old : 15,411: 606 400 800 14,005 14,161 15,411 15,361: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 890: -300 0 300 890 540 890 840: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 2.6 5.2 90.9 91.9 100.0 99.7: 0.0 0.3 Old : 100.0: 3.9 2.6 5.2 90.9 91.9 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 1 2 30 26 34 28: Old : 45: 3 1 2 30 26 34 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 48.7 68.8 66.1 36.6 37.2 50.0 49.0 Old : 48.9 48.7 68.8 66.1 36.6 37.2 50.0 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,437: 0 105 35 2,453 2,323 2,488 2,463: 949 974 Old : 3,437: 0 105 35 2,453 2,323 2,488 2,463: 949 974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 54: 0 5 0 40 37 40 42: 14 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 1.0 71.4 67.6 72.4 71.7: 27.6 28.3 Old : 100.0: 0.0 3.1 1.0 71.4 67.6 72.4 71.7: 27.6 28.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 1 17 16 18 18: Old : 24: 0 2 1 17 16 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 32.8 59.4 51.6 37.6 32.0 54.8 48.2 Old : 41.5 32.8 59.4 51.6 37.6 32.0 54.8 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,715: 180 150 0 13,400 13,565 13,580 13,715: 135 0 Old : 13,715: 180 150 0 13,400 13,565 13,580 13,715: 135 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 570: 0 0 0 620 620 620 620: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.1 0.0 97.7 98.9 99.0 100.0: 1.0 0.0 Old : 100.0: 1.3 1.1 0.0 97.7 98.9 99.0 100.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 0 22 17 23 18: Old : 27: 1 1 0 22 17 23 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 57.0 78.3 81.9 53.1 51.7 62.4 67.1 Old : 57.8 57.0 78.3 81.9 53.1 51.7 62.4 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 20,696: 480 2,404 531 19,488 17,754 20,499 20,689: 197 7 Old : 20,696: 480 2,404 531 19,488 17,754 20,499 20,689: 197 7 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 273: 0 -552 -105 593 1,000 488 343: -215 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 11.6 2.6 94.2 85.8 99.0 100.0: 1.0 0.0 Old : 100.0: 2.3 11.6 2.6 94.2 85.8 99.0 100.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 1 4 1 31 34 33 39: Old : 48: 1 4 1 31 34 33 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 39.4 52.4 56.9 30.7 33.4 47.9 45.9 Old : 33.3 39.4 52.4 56.9 30.7 33.4 47.9 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,987: 632 1,110 284 13,071 12,593 13,987 13,987: 0 0 Old : 13,987: 632 1,110 284 13,071 12,593 13,987 13,987: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 259: 0 -300 150 109 427 259 277: 0 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 7.9 2.0 93.5 90.0 100.0 100.0: 0.0 0.0 Old : 100.0: 4.5 7.9 2.0 93.5 90.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 2 2 26 24 29 27: Old : 34: 2 2 2 26 24 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 43.0 65.7 68.0 38.0 27.7 45.3 43.2 Old : 49.2 43.0 65.7 68.0 38.0 27.7 45.3 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 48,158: 3,505 2,980 1,368 40,429 42,998 45,302 47,346: 2,856 812 Old : 48,158: 3,505 2,980 1,368 40,429 42,998 45,302 47,346: 2,856 812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2010 : : 2,289: -61 180 74 2,276 2,035 2,289 2,289: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 6.2 2.8 84.0 89.3 94.1 98.3: 5.9 1.7 Old : 100.0: 7.3 6.2 2.8 84.0 89.3 94.1 98.3: 5.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 4 6 5 34 38 42 45: Old : 53: 4 6 5 34 38 42 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 32.6 47.4 55.5 22.2 28.1 36.7 43.7 Old : 27.7 32.6 47.4 55.5 22.2 28.1 36.7 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010