GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,734 COMMITMENTS 1,950 735 0 34,666 35,874 36,616 36,609 118 125 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,333) 147 60 0 1,198 1,173 1,345 1,233 -12 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 2.0 0.0 94.4 97.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 2 0 34 37 36 39 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,049 COMMITMENTS 0 0 0 19,012 18,914 19,012 18,914 37 135 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 251) 0 0 0 311 266 311 266 -60 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 99.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 28 27 28 27 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,317 COMMITMENTS 505 216 114 5,331 5,678 5,950 6,008 1,367 1,309 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 302) 0 0 0 205 235 205 235 97 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.0 1.6 72.9 77.6 81.3 82.1 18.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 21 20 22 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,527 COMMITMENTS 211 236 0 9,116 9,166 9,327 9,402 1,200 1,125 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 618) 4 15 0 882 542 886 557 -268 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.2 0.0 86.6 87.1 88.6 89.3 11.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 0 42 45 43 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,031 COMMITMENTS 30 221 123 7,266 7,138 7,419 7,482 612 549 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 420) 0 80 95 326 207 421 382 -1 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.8 1.5 90.5 88.9 92.4 93.2 7.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 2 46 53 49 57 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,097 COMMITMENTS 0 0 0 10,092 10,079 10,092 10,079 5 18 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,395) 0 0 0 1,395 1,417 1,395 1,417 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 20 17 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 383,926 COMMITMENTS 66,680 20,843 63,950 202,825 269,100 333,455 353,894 50,471 30,032 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 16,760) 63 1,000 10,816 8,461 7,815 19,340 19,631 -2,580 -2,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 5.4 16.7 52.8 70.1 86.9 92.2 13.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 53 24 46 73 88 152 138 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 77,469 COMMITMENTS 2,554 5,798 20,565 48,942 47,179 72,061 73,542 5,407 3,927 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,834) -47 -741 -978 -1,779 -992 -2,805 -2,711 -30 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 7.5 26.5 63.2 60.9 93.0 94.9 7.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 8 12 12 20 21 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,504 COMMITMENTS 1,571 550 525 14,953 15,678 17,049 16,753 455 751 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,030) 575 300 100 857 707 1,532 1,107 -502 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 3.1 3.0 85.4 89.6 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 4 6 35 49 45 58 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,100 COMMITMENTS 225 1,350 150 15,636 14,760 16,011 16,260 1,089 840 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 1,050 75 0 0 75 1,125 -75 -1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.9 0.9 91.4 86.3 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 22 16 24 19 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,250 COMMITMENTS 0 425 0 1,875 1,325 1,875 1,750 375 500 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 575) 0 225 0 250 425 250 650 325 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.9 0.0 83.3 58.9 83.3 77.8 16.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 14 12 14 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 942,266 COMMITMENTS 152,525 232,949 346,217 361,909 319,131 860,652 898,297 81,614 43,968 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 36,832) 8,086 12,067 15,772 10,717 7,120 34,575 34,958 2,257 1,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 24.7 36.7 38.4 33.9 91.3 95.3 8.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 77 87 125 83 71 243 212 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,293 COMMITMENTS 1,859 0 1,761 53,509 55,069 57,129 56,830 8,164 8,463 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -125) -788 0 476 -140 -493 -452 -17 327 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 2.7 82.0 84.3 87.5 87.0 12.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 19 20 21 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,390 COMMITMENTS 826 2,469 400 57,643 55,276 58,869 58,145 11,521 12,245 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -860) 0 0 0 -880 -860 -880 -860 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.5 0.6 81.9 78.5 83.6 82.6 16.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 24 25 26 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,500 COMMITMENTS 0 0 0 71,050 76,660 71,050 76,660 9,450 3,840 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,032) 0 0 0 3,100 2,309 3,100 2,309 -2,068 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.3 95.2 88.3 95.2 11.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 21 20 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,568 COMMITMENTS 7,006 0 2,616 79,094 91,005 88,716 93,621 8,852 3,947 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 5,525) -64 0 80 6,789 7,037 6,805 7,117 -1,280 -1,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 2.7 81.1 93.3 90.9 96.0 9.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 3 24 27 27 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,440 COMMITMENTS 957 4,568 4,365 83,655 74,611 88,977 83,544 6,463 11,896 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,570) 0 1,146 -92 1,662 300 1,570 1,354 0 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.8 4.6 87.7 78.2 93.2 87.5 6.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 14 21 17 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,477 COMMITMENTS 10,477 2,419 3,804 66,432 78,772 80,713 84,995 11,764 7,482 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -124) 76 -124 0 -256 -60 -180 -184 56 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.6 4.1 71.8 85.2 87.3 91.9 12.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 21 24 25 27 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,622,017 COMMITMENTS 56,628 106,673 527,061 1033385 982,869 1617074 1616604 4,943 5,414 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 43,321) 3,080 4,371 15,292 23,861 22,568 42,234 42,232 1,088 1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 6.6 32.5 63.7 60.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 41 28 54 56 58 119 118 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,566 COMMITMENTS 0 1,180 0 88,862 86,531 88,862 87,711 3,704 4,855 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -112) 0 0 0 -112 -112 -112 -112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 96.0 93.5 96.0 94.8 4.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 17 16 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 199,231 COMMITMENTS 6,089 7,599 4,374 178,767 180,287 189,230 192,260 10,001 6,971 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 603) 582 -856 -380 413 1,831 615 595 -12 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 3.8 2.2 89.7 90.5 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 5 39 36 46 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 144,957 COMMITMENTS 1,989 1,881 2,900 126,827 135,303 131,716 140,085 13,241 4,872 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,170) 0 796 -397 361 761 -36 1,160 1,205 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.3 2.0 87.5 93.3 90.9 96.6 9.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 25 25 28 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 236,876 COMMITMENTS 5,274 547 12,321 205,154 216,395 222,749 229,263 14,127 7,613 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,938) -1,517 -115 774 1,462 1,314 719 1,973 1,219 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.2 5.2 86.6 91.4 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 3 35 39 38 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,949,780 COMMITMENTS 732,295 71,418 889,159 1297622 1965136 2919076 2925713 30,704 24,067 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 87,508) 24,579 -4,404 28,194 35,071 56,668 87,844 80,458 -336 7,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 2.4 30.1 44.0 66.6 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 47 18 57 104 97 170 157 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 937,457 COMMITMENTS 128,923 193,793 165,298 637,908 576,265 932,129 935,356 5,328 2,101 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 46,066) -51 -2,716 20,920 25,192 28,234 46,061 46,438 5 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 20.7 17.6 68.0 61.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 25 41 40 37 87 83 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,641 COMMITMENTS 0 810 0 2,462 1,658 2,462 2,468 179 173 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 154) 0 0 0 84 134 84 134 70 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.7 0.0 93.2 62.8 93.2 93.4 6.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 12 15 12 17 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,457 COMMITMENTS 86 35 0 703 873 789 908 668 549 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -369) 86 35 0 -305 -440 -219 -405 -150 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.4 0.0 48.2 59.9 54.2 62.3 45.8 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 16 10 18 11 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 128,868 COMMITMENTS 884 499 6,129 120,272 121,747 127,285 128,375 1,583 493 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,134) 80 -129 -13 1,948 2,185 2,015 2,043 119 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.4 4.8 93.3 94.5 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 4 7 34 34 42 41 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,597 COMMITMENTS 5 1,135 509 21,165 19,494 21,679 21,138 918 1,459 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -53) 2 -17 -8 10 -89 4 -114 -57 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 2.3 93.7 86.3 95.9 93.5 4.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 24 20 27 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,226 COMMITMENTS 0 1,270 480 28,737 28,788 29,217 30,538 2,009 688 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -45) 0 0 0 -65 -45 -65 -45 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 1.5 92.0 92.2 93.6 97.8 6.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 26 20 28 22 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,056 COMMITMENTS 720 0 0 10,592 11,430 11,312 11,430 1,744 1,626 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18) 0 0 0 474 -40 474 -40 -456 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 0.0 81.1 87.5 86.6 87.5 13.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 15 18 15 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,321 COMMITMENTS 65 1 723 43,763 43,873 44,551 44,597 770 724 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -316) 10 -4 -3 2 53 9 46 -324 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 1.6 96.6 96.8 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 22 21 23 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,248 COMMITMENTS 0 0 0 10,128 10,688 10,128 10,688 1,120 560 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 40) 0 0 0 50 324 50 324 -10 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.0 95.0 90.0 95.0 10.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 16 18 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 55,766 COMMITMENTS 0 0 0 55,766 55,424 55,766 55,424 0 342 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 258) 0 0 0 258 258 258 258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 8 14 8 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 49,744 COMMITMENTS 0 400 0 49,119 49,244 49,119 49,644 625 100 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.7 99.0 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 8 18 9 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 822,066 COMMITMENTS 0 34,560 0 822,066 787,506 822,066 822,066 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 3,520 0 0 -3,520 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 7 15 10 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 91,298 COMMITMENTS 0 4,345 0 90,498 86,153 90,498 90,498 800 800 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 0.0 99.1 94.4 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 16 13 16 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,537,250 COMMITMENTS 0 65,910 0 1537250 1471340 1537250 1537250 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 12 16 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 174,636 COMMITMENTS 5,375 0 0 169,261 174,031 174,636 174,031 0 605 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 6,217) 0 0 0 6,217 6,217 6,217 6,217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 96.9 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 22 25 24 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,804,385 COMMITMENTS 102,413 0 0 2701972 2804385 2804385 2804385 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 95,443) 3,520 0 0 91,923 95,443 95,443 95,443 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 20 22 23 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 61,096 COMMITMENTS 80 3,090 0 61,016 57,750 61,096 60,840 0 256 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.1 0.0 99.9 94.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 16 19 17 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,008,456 COMMITMENTS 0 79,915 0 1008456 928,541 1008456 1008456 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 14 14 15 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 57,606 COMMITMENTS 5,130 515 45 52,176 57,006 57,351 57,566 255 40 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.9 0.1 90.6 99.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 22 29 24 31 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,038,064 COMMITMENTS 105,180 35,400 0 932,884 1002664 1038064 1038064 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 3.4 0.0 89.9 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 0 23 23 25 25 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,535 COMMITMENTS 399 45 114 20,366 21,240 20,879 21,399 656 136 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -1,451) -58 45 93 -1,190 -1,430 -1,155 -1,292 -296 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.2 0.5 94.6 98.6 97.0 99.4 3.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 3 30 29 33 32 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,328 COMMITMENTS 0 0 0 14,838 15,328 14,838 15,328 490 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.8 100.0 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 16 17 16 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,943 COMMITMENTS 0 202 145 12,559 12,401 12,704 12,748 239 195 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 67) 0 -115 -35 102 157 67 7 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 1.1 97.0 95.8 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 22 20 23 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,281 COMMITMENTS 415 0 0 6,538 6,856 6,953 6,856 1,328 1,425 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 406) 415 0 0 348 243 763 243 -357 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.0 0.0 79.0 82.8 84.0 82.8 16.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 19 23 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,587,154 COMMITMENTS 304,271 95,538 837,202 1352690 1574745 2494163 2507485 92,991 79,669 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 72,637) 19,605 -6,680 58,014 -815 24,664 76,804 75,997 -4,167 -3,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 3.7 32.4 52.3 60.9 96.4 96.9 3.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 151 87 178 87 97 326 290 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,545 COMMITMENTS 2,993 20,747 16,737 65,595 47,898 85,325 85,382 4,220 4,164 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,440) -154 -1,465 -250 -3,005 -1,749 -3,408 -3,463 968 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 23.2 18.7 73.3 53.5 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 9 11 19 18 31 30 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,533 COMMITMENTS 36,424 25,440 2,118 150,324 140,263 188,866 167,821 28,667 49,712 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 8,953) -335 -424 441 7,927 8,474 8,033 8,491 920 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 11.7 1.0 69.1 64.5 86.8 77.1 13.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 5 30 28 37 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,962 COMMITMENTS 30,157 5,452 35,650 90,090 114,685 155,897 155,786 4,065 4,176 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,598) -546 118 -125 -2,142 -2,794 -2,813 -2,802 216 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 3.4 22.3 56.3 71.7 97.5 97.4 2.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 24 10 26 25 25 59 52 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 613,871 COMMITMENTS 34,373 63 67,899 488,246 522,749 590,518 590,712 23,353 23,159 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 3,824) -1,231 -693 2,180 5,310 4,290 6,259 5,778 -2,435 -1,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 11.1 79.5 85.2 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 1 8 33 34 41 42 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,459 COMMITMENTS 190 1,305 300 67,729 66,534 68,219 68,139 240 320 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 967) 165 150 100 942 842 1,207 1,092 -240 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.9 0.4 98.9 97.2 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 5 3 49 49 53 56 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,270 COMMITMENTS 19,114 31,196 7,971 100,919 88,012 128,004 127,179 5,266 6,091 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 264) -95 1,931 -348 944 1,278 501 2,861 -237 -2,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 23.4 6.0 75.7 66.0 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 13 12 25 25 43 41 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,606 COMMITMENTS 772 3,926 6,010 27,951 24,800 34,733 34,736 1,873 1,870 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,080) -144 1,285 97 2,156 735 2,109 2,117 -29 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 10.7 16.4 76.4 67.7 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 4 16 18 21 25 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,030 COMMITMENTS 500 2,130 150 36,380 34,600 37,030 36,880 0 150 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 960) 500 0 150 310 749 960 899 0 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 5.8 0.4 98.2 93.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 1 25 31 28 35 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,437 COMMITMENTS 15,603 2,783 484 4,136 19,583 20,223 22,850 3,214 587 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 58) -457 841 162 73 -887 -222 116 280 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 11.9 2.1 17.6 83.6 86.3 97.5 13.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 89 22 6 21 28 114 53 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,502 COMMITMENTS 23,013 2,854 196 5,770 30,368 28,979 33,418 5,523 1,084 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 920) 1,350 1,569 -77 -495 -490 778 1,002 142 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.7 8.3 0.6 16.7 88.0 84.0 96.9 16.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 82 12 2 17 32 101 44 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,157 COMMITMENTS 90,625 15,426 35,423 143,288 226,866 269,336 277,714 25,821 17,443 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 20,506) 4,490 1,581 2,830 10,064 15,320 17,383 19,730 3,123 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 5.2 12.0 48.5 76.9 91.3 94.1 8.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 73 26 49 78 88 180 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,454 COMMITMENTS 1,404 0 495 14,837 15,376 16,736 15,871 5,718 6,583 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,075) 30 0 0 507 397 537 397 538 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 2.2 66.1 68.5 74.5 70.7 25.5 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 15 16 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,809 COMMITMENTS 1,606 0 416 5,704 7,293 7,726 7,709 83 100 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18) 400 0 150 -42 -42 508 108 -490 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 0.0 5.3 73.0 93.4 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 3 25 31 30 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,114 COMMITMENTS 270 120 609 38,585 40,190 39,464 40,919 1,650 195 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,677) -480 120 -81 3,169 2,638 2,608 2,677 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.3 1.5 93.8 97.8 96.0 99.5 4.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 34 25 36 26 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,861 COMMITMENTS 2,425 0 0 17,325 19,261 19,750 19,261 111 600 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 65) 0 0 0 65 65 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 0.0 87.2 97.0 99.4 97.0 0.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 21 13 23 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,258 COMMITMENTS 2,484 750 50 11,724 13,458 14,258 14,258 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 555) 0 750 50 505 596 555 1,396 0 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 5.3 0.4 82.2 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 1 23 22 27 23 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,501 COMMITMENTS 230 75 0 2,335 2,566 2,565 2,641 936 860 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 44) 0 75 0 -37 -36 -37 39 81 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.1 0.0 66.7 73.3 73.3 75.4 26.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 15 14 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,498 COMMITMENTS 460 0 0 12,763 13,498 13,223 13,498 275 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,068) 460 0 0 848 1,068 1,308 1,068 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 94.6 100.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 16 20 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,263 COMMITMENTS 708 1,165 636 15,567 15,456 16,911 17,257 352 6 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,162) 0 1,069 486 637 -268 1,123 1,287 39 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 6.7 3.7 90.2 89.5 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 1 29 33 32 37 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,097 COMMITMENTS 1,076 817 0 11,021 11,280 12,097 12,097 0 0 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,294) -45 461 0 1,339 898 1,294 1,359 0 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 6.8 0.0 91.1 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 0 20 23 23 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,881 COMMITMENTS 7,492 2,936 1,373 40,433 46,712 49,298 51,021 2,583 860 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,507) 137 1,220 517 520 -331 1,174 1,406 333 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 5.7 2.6 77.9 90.0 95.0 98.3 5.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 6 3 32 37 39 44
Updated January 15, 2010