GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,374 COMMITMENTS 1,733 910 0 30,373 31,306 32,106 32,216 268 158 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -6,164) -247 30 0 -6,152 -6,312 -6,399 -6,282 235 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.8 0.0 93.8 96.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 0 36 38 37 41 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,571 COMMITMENTS 0 0 0 19,470 19,446 19,470 19,446 101 125 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,549) 0 0 0 -1,533 -1,539 -1,533 -1,539 -16 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 32 24 32 24 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,610 COMMITMENTS 428 216 114 6,217 6,319 6,759 6,649 851 961 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -247) -77 0 0 -154 -293 -231 -293 -16 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.8 1.5 81.7 83.0 88.8 87.4 11.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 25 23 27 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,789 COMMITMENTS 0 140 0 8,225 8,778 8,225 8,918 1,564 871 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,428) -262 -111 -60 -1,214 -1,099 -1,536 -1,270 108 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 84.0 89.7 84.0 91.1 16.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 2 0 44 43 44 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367 COMMITMENTS 100 77 162 6,438 6,503 6,700 6,742 667 625 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,874) 75 -119 -36 -1,727 -1,729 -1,688 -1,884 -186 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.0 2.2 87.4 88.3 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 3 5 46 53 51 59 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,767 COMMITMENTS 680 0 0 2,336 2,976 3,016 2,976 751 791 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -484) -145 -40 0 -330 -403 -475 -443 -9 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 0.0 0.0 62.0 79.0 80.1 79.0 19.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 18 16 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,883 COMMITMENTS 0 0 0 9,883 9,843 9,883 9,843 0 40 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,200) 0 0 0 -1,195 -1,200 -1,195 -1,200 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 19 18 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,043 COMMITMENTS 49,055 27,215 63,502 207,479 239,503 320,036 330,220 40,007 29,823 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -604) -1,996 2,102 3,413 3,037 -5,994 4,454 -479 -5,059 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.6 17.6 57.6 66.5 88.9 91.7 11.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 46 27 44 71 87 142 140 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 68,706 COMMITMENTS 2,139 6,035 17,028 45,930 42,693 65,096 65,755 3,610 2,951 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,179) -181 373 -1,046 831 -345 -396 -1,018 -1,783 -1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 8.8 24.8 66.8 62.1 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 8 13 13 21 22 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,375 COMMITMENTS 851 325 352 14,472 15,210 15,675 15,887 700 488 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,694) -520 275 -323 -2,611 -4,748 -3,454 -4,796 -2,240 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.0 2.1 88.4 92.9 95.7 97.0 4.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 2 4 40 44 49 50 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,748 COMMITMENTS 0 2,150 600 15,195 13,228 15,795 15,978 953 770 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,640) -225 500 150 -1,352 -2,220 -1,427 -1,570 -213 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.8 3.6 90.7 79.0 94.3 95.4 5.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 25 17 27 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 946,730 COMMITMENTS 141,671 222,681 366,119 358,592 314,288 866,382 903,087 80,348 43,643 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 21,922) -10,263 -14,345 21,008 7,571 8,855 18,316 15,517 3,606 6,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 23.5 38.7 37.9 33.2 91.5 95.4 8.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 73 99 132 84 76 247 231 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,741 COMMITMENTS 2,907 0 1,302 54,379 53,359 58,588 54,661 5,153 9,080 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,019) 780 0 -522 -1,285 -3,334 -1,027 -3,856 8 2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 2.0 85.3 83.7 91.9 85.8 8.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 22 21 24 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,207 COMMITMENTS 434 2,869 0 56,095 52,456 56,529 55,325 9,678 10,882 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,817) -392 -48 0 -4,538 -5,459 -4,930 -5,507 -887 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.3 0.0 84.7 79.2 85.4 83.6 14.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 23 24 24 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,877 COMMITMENTS 0 0 0 67,462 75,683 67,462 75,683 11,415 3,194 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,051) 0 0 0 -4,016 -1,405 -4,016 -1,405 1,965 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.5 96.0 85.5 96.0 14.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 21 20 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,543 COMMITMENTS 6,037 0 2,580 77,775 89,532 86,392 92,112 8,151 2,431 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,226) 1,629 0 -943 -4,126 -1,739 -3,440 -2,682 -786 -1,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 2.7 82.3 94.7 91.4 97.4 8.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 3 25 31 28 34 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,613 COMMITMENTS 0 11,660 2,503 88,333 72,820 90,836 86,983 4,777 8,630 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,514) 0 980 -474 -1,762 -2,964 -2,236 -2,458 -1,278 -1,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.2 2.6 92.4 76.2 95.0 91.0 5.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 3 16 22 19 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,622 COMMITMENTS 8,811 2,759 3,153 63,082 74,972 75,046 80,884 12,576 6,738 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,758) -152 340 -873 -4,832 -4,659 -5,857 -5,192 1,099 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 3.1 3.6 72.0 85.6 85.6 92.3 14.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 21 23 25 26 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,559,532 COMMITMENTS 59,509 101,005 505,119 989,451 947,811 1554079 1553934 5,453 5,598 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 29,516) 3,083 2,402 15,757 11,751 12,498 30,591 30,657 -1,075 -1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 6.5 32.4 63.4 60.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 42 30 59 59 60 125 125 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,514 COMMITMENTS 0 620 0 86,444 84,403 86,444 85,023 3,070 4,491 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,060) 0 -560 0 -3,780 -3,136 -3,780 -3,696 -280 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 96.6 94.3 96.6 95.0 3.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 17 17 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 189,015 COMMITMENTS 3,597 5,918 5,293 171,499 171,471 180,389 182,682 8,626 6,333 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -13,124) -1,027 -1,865 -133 -10,299 -10,410 -11,459 -12,408 -1,665 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.1 2.8 90.7 90.7 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 4 5 38 36 46 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 140,945 COMMITMENTS 3,441 2,520 1,609 124,707 132,513 129,757 136,641 11,189 4,304 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -6,790) 392 -410 -448 -6,175 -5,507 -6,231 -6,364 -559 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.8 1.1 88.5 94.0 92.1 96.9 7.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 27 25 31 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 231,162 COMMITMENTS 5,305 133 11,277 200,100 213,416 216,682 224,826 14,480 6,336 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,391) -5,481 133 350 -4,363 -9,723 -9,494 -9,240 -897 -1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.1 4.9 86.6 92.3 93.7 97.3 6.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 2 35 39 37 41 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,910,060 COMMITMENTS 719,145 73,577 907,725 1257717 1909294 2884587 2890596 25,473 19,464 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -62,660) 23,904 15,536 -34,109 -55,689 -47,497 -65,894 -66,070 3,234 3,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 2.5 31.2 43.2 65.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 42 22 59 104 97 170 158 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 944,490 COMMITMENTS 113,866 207,104 170,765 655,246 562,065 939,877 939,934 4,613 4,556 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -86,703) -39,779 -4,373 -20,356 -22,306 -60,258 -82,441 -84,987 -4,262 -1,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 21.9 18.1 69.4 59.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 24 40 42 38 88 83 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,804 COMMITMENTS 250 348 7,394 121,592 122,638 129,236 130,380 1,567 424 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,962) -687 -65 32 -3,419 -4,045 -4,075 -4,078 113 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 5.7 93.0 93.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 6 33 31 40 37 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,530 COMMITMENTS 0 994 446 20,269 18,949 20,715 20,389 815 1,141 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,041) 0 -142 -68 -870 -513 -938 -723 -103 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 2.1 94.1 88.0 96.2 94.7 3.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 3 21 20 24 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,103 COMMITMENTS 0 1,420 490 28,734 28,573 29,224 30,483 1,879 620 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -536) 0 -94 0 -369 -374 -369 -468 -167 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 1.6 92.4 91.9 94.0 98.0 6.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 21 27 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,640 COMMITMENTS 660 108 0 10,714 11,046 11,374 11,154 1,266 1,486 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -598) -60 20 0 340 -504 280 -484 -878 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.9 0.0 84.8 87.4 90.0 88.2 10.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 16 19 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,823 COMMITMENTS 618 0 709 41,290 42,370 42,618 43,079 1,205 744 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,645) 542 -0 -3 -2,615 -1,618 -2,075 -1,621 430 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.6 94.2 96.7 97.2 98.3 2.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 21 20 22 21 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| 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: 10,920 COMMITMENTS 0 0 0 9,916 10,478 9,916 10,478 1,004 442 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -380) 0 0 0 -322 -288 -322 -288 -58 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.8 96.0 90.8 96.0 9.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 17 21 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 54,866 COMMITMENTS 0 0 0 54,866 54,544 54,866 54,544 0 322 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,600) 0 0 0 -2,600 -2,580 -2,600 -2,580 0 -20 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 13 9 13 9 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 847,444 COMMITMENTS 0 0 0 847,444 847,444 847,444 847,444 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -59,360) 0 0 0 -59,360 -59,360 -59,360 -59,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 47,369 COMMITMENTS 0 400 0 46,844 46,869 46,844 47,269 525 100 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,225) 0 -200 0 -3,125 -3,025 -3,125 -3,225 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.9 98.9 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 6 17 8 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 775,528 COMMITMENTS 0 14,080 0 775,528 761,448 775,528 775,528 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -58,208) 0 -16,960 0 -58,208 -41,248 -58,208 -58,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 100.0 98.2 100.0 100.0 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 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 90,693 COMMITMENTS 0 3,945 0 90,542 86,748 90,542 90,693 151 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -5,190) 0 -400 0 -5,341 -4,790 -5,341 -5,190 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 99.8 95.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 11 16 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,553,387 COMMITMENTS 0 61,670 0 1553387 1491717 1553387 1553387 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -81,903) 0 -4,240 0 -81,903 -77,663 -81,903 -81,903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 10 16 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 171,985 COMMITMENTS 4,855 0 0 167,130 171,520 171,985 171,520 0 465 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -11,959) -720 0 0 -11,239 -11,819 -11,959 -11,819 0 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 97.2 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 21 26 23 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,809,554 COMMITMENTS 77,269 0 0 2732285 2809554 2809554 2809554 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -143,082) -21,624 0 0 -121,458 -143,082 -143,082 -143,082 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 0 19 24 22 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 62,718 COMMITMENTS 40 2,990 0 60,128 59,600 60,168 62,590 2,550 128 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 347) -40 -100 0 387 575 347 475 0 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.8 0.0 95.9 95.0 95.9 99.8 4.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 19 15 20 16 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,025,611 COMMITMENTS 0 74,080 0 1025611 951,531 1025611 1025611 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -14,640) 0 -2,120 0 -14,640 -12,520 -14,640 -14,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 16 17 17 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 57,655 COMMITMENTS 4,830 495 45 52,780 57,095 57,655 57,635 0 20 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,055) -300 -20 0 -2,500 -3,015 -2,800 -3,035 -255 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.9 0.1 91.5 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 22 29 24 31 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 11,536 COMMITMENTS 472 0 0 9,712 11,281 10,184 11,281 1,352 255 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 84.2 97.8 88.3 97.8 11.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 14 14 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,047,520 COMMITMENTS 98,820 30,312 0 948,700 1017208 1047520 1047520 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -47,008) -6,360 -5,088 0 -40,648 -41,920 -47,008 -47,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 2.9 0.0 90.6 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 22 24 24 26 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,163 COMMITMENTS 609 45 147 22,969 23,751 23,725 23,943 438 220 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 731) 105 0 28 650 732 783 760 -52 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.2 0.6 95.1 98.3 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 3 37 34 40 37 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,975 COMMITMENTS 45 0 25 15,330 15,950 15,400 15,975 575 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -790) 20 0 25 -550 -815 -505 -790 -285 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 96.0 99.8 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 18 17 19 18 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,281 COMMITMENTS 0 159 219 10,924 10,798 11,143 11,176 138 105 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,728) 0 32 58 -1,745 -1,848 -1,687 -1,758 -41 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 1.9 96.8 95.7 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 18 22 19 23 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,437 COMMITMENTS 380 0 0 7,514 8,203 7,894 8,203 543 234 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,362) -35 0 0 -1,128 -1,221 -1,163 -1,221 -199 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 89.1 97.2 93.6 97.2 6.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 27 22 28 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,645,582 COMMITMENTS 253,222 92,990 867,050 1418623 1589794 2538895 2549835 106,687 95,747 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 59,861) -5,879 1,020 34,496 23,190 216 51,807 35,732 8,053 24,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.5 32.8 53.6 60.1 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 136 102 185 92 103 325 307 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,605 COMMITMENTS 430 24,943 18,865 58,798 34,056 78,093 77,864 2,512 2,741 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 993) -2,145 2,341 2,390 1,561 -3,532 1,806 1,199 -813 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 30.9 23.4 72.9 42.3 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 11 12 17 18 30 31 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,542 COMMITMENTS 29,867 24,099 1,890 150,288 132,245 182,045 158,234 24,497 48,308 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -15,147) -3,926 -3,003 -262 -10,876 -9,330 -15,064 -12,595 -83 -2,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 11.7 0.9 72.8 64.0 88.1 76.6 11.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 31 27 36 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,876 COMMITMENTS 28,376 5,456 33,684 84,959 107,743 147,018 146,882 3,857 3,994 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 762) 36 -694 122 347 1,175 505 604 257 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 3.6 22.3 56.3 71.4 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 11 26 29 29 63 56 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 583,859 COMMITMENTS 29,620 0 74,644 459,552 489,642 563,816 564,286 20,043 19,573 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -16,480) -2,053 -496 239 -12,410 -12,754 -14,224 -13,011 -2,255 -3,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 12.8 78.7 83.9 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 0 9 35 36 44 45 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,724 COMMITMENTS 1,331 1,130 25 61,363 61,364 62,719 62,519 5 205 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -10,295) 486 0 -120 -10,631 -10,265 -10,265 -10,385 -30 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.8 0.0 97.8 97.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 3 1 49 46 54 50 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,945 COMMITMENTS 19,484 35,260 8,748 101,382 85,995 129,614 130,003 5,331 4,942 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,287) 484 483 159 367 512 1,010 1,154 277 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 26.1 6.5 75.1 63.7 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 14 15 24 23 45 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,495 COMMITMENTS 2,820 2,441 7,310 27,015 28,412 37,145 38,163 2,350 1,332 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 3,648) 520 0 1,165 1,577 1,975 3,262 3,140 386 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 6.2 18.5 68.4 71.9 94.0 96.6 6.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 5 16 16 24 23 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,212 COMMITMENTS 235 0 1,869 50,081 64,995 52,185 66,864 42,027 27,348 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,918) -1,637 -94 -319 -224 -3,966 -2,180 -4,379 -2,738 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 2.0 53.2 69.0 55.4 71.0 44.6 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 21 20 22 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,910 COMMITMENTS 950 1,607 150 31,810 31,020 32,910 32,777 0 133 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,735) 300 -193 0 -4,985 -4,475 -4,685 -4,668 -50 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.9 0.5 96.7 94.3 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 1 24 33 27 37 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,024 COMMITMENTS 16,222 3,894 553 3,480 18,064 20,255 22,511 2,769 513 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -330) 258 -34 -78 -454 -210 -274 -322 -56 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 16.9 2.4 15.1 78.5 88.0 97.8 12.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 88 26 8 22 30 116 60 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,072 COMMITMENTS 23,309 4,286 623 6,178 28,810 30,110 33,719 4,962 1,353 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 375) 377 -132 -24 202 282 555 126 -180 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.5 12.2 1.8 17.6 82.1 85.9 96.1 14.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 84 21 7 17 32 106 56 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 294,165 COMMITMENTS 71,199 12,229 47,529 153,409 216,804 272,137 276,562 22,028 17,603 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,335) -2,427 442 2,498 -3,691 -7,438 -3,620 -4,498 2,285 3,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 4.2 16.2 52.2 73.7 92.5 94.0 7.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 71 25 56 79 92 176 153 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,254 COMMITMENTS 391 0 712 12,791 13,757 13,894 14,469 6,360 5,785 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,370) -1,553 0 217 -2,957 -2,839 -4,293 -2,622 923 -748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 3.5 63.2 67.9 68.6 71.4 31.4 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 2 14 16 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,022 COMMITMENTS 1,346 100 275 6,270 7,395 7,891 7,770 131 252 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,238) -226 14 -175 -676 -1,020 -1,077 -1,181 -161 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 1.2 3.4 78.2 92.2 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 3 30 30 34 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 43,580 COMMITMENTS 1,735 86 630 39,749 42,669 42,114 43,385 1,466 195 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,852) 25 -9 -4 -2,757 -2,839 -2,736 -2,852 -116 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.2 1.4 91.2 97.9 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 1 33 29 37 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,011 COMMITMENTS 2,200 0 0 17,715 19,461 19,915 19,461 96 550 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,530) -200 0 0 -1,315 -1,380 -1,515 -1,380 -15 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.0 0.0 88.5 97.3 99.5 97.3 0.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 21 13 22 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,421 COMMITMENTS 906 400 500 13,015 13,521 14,421 14,421 0 0 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,512) -828 -300 100 -784 -1,312 -1,512 -1,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 2.8 3.5 90.3 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 2 28 24 32 26 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,243 COMMITMENTS 0 115 30 2,367 2,198 2,397 2,343 846 900 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -375) -234 40 -10 -22 -515 -266 -485 -109 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.9 73.0 67.8 73.9 72.2 26.1 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 14 16 15 18 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,753 COMMITMENTS 240 0 0 12,328 12,703 12,568 12,703 185 50 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,845) -220 0 0 -1,485 -1,845 -1,705 -1,845 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 96.7 99.6 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 21 17 22 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,177 COMMITMENTS 480 3,527 636 17,745 14,805 18,861 18,968 316 209 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -396) -228 709 0 -132 -1,080 -360 -371 -36 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 18.4 3.3 92.5 77.2 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 3 1 30 33 32 37 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,138 COMMITMENTS 1,035 942 0 12,103 12,178 13,138 13,120 0 18 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -938) -403 -152 0 -535 -804 -938 -956 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 7.2 0.0 92.1 92.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 0 22 22 25 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,272 COMMITMENTS 3,860 2,770 1,329 39,122 42,262 44,311 46,361 2,961 911 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,623) -3,239 -298 -155 -1,466 -4,242 -4,860 -4,695 237 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 5.9 2.8 82.8 89.4 93.7 98.1 6.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 3 34 39 40 46
Updated February 5, 2010