GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,051 COMMITMENTS 1,273 4,904 243 36,489 32,884 38,005 38,031 46 20 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,043) 0 655 -225 2,318 1,627 2,093 2,057 -50 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 12.9 0.6 95.9 86.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 2 40 49 43 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,566 COMMITMENTS 0 0 0 27,451 27,329 27,451 27,329 115 237 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,582) 0 0 0 1,582 1,582 1,582 1,582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 31 33 31 33 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,355 COMMITMENTS 137 216 79 4,366 4,874 4,582 5,169 1,773 1,186 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 260) 0 0 0 104 261 104 261 156 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.4 1.2 68.7 76.7 72.1 81.3 27.9 18.7 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 08/31/10 | --------------------------------------------------------------| 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 963 362 193 7,279 8,006 8,435 8,561 1,354 1,228 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 364) 64 5 109 151 225 324 339 40 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 3.7 2.0 74.4 81.8 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 4 6 38 42 44 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,127 COMMITMENTS 293 279 810 7,369 7,539 8,472 8,628 655 499 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 369) 136 15 34 177 345 347 394 22 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.1 8.9 80.7 82.6 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 5 6 49 55 56 63 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,924 COMMITMENTS 230 0 5 2,023 2,384 2,258 2,389 666 535 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 36) -10 0 5 41 164 36 169 0 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 0.2 69.2 81.5 77.2 81.7 22.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 19 18 21 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,272 COMMITMENTS 40 25 0 1,761 1,829 1,801 1,854 471 418 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 27) 0 0 0 22 112 22 112 5 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 0.0 77.5 80.5 79.3 81.6 20.7 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 20 19 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,935 COMMITMENTS 60 20 25 1,237 1,200 1,322 1,245 613 690 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.0 1.3 63.9 62.0 68.3 64.3 31.7 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 17 18 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,033 COMMITMENTS 0 0 0 20,918 20,918 20,918 20,918 115 115 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 550) 0 0 0 550 550 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 22 21 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 415,259 COMMITMENTS 34,040 34,104 80,281 265,732 266,165 380,053 380,550 35,206 34,709 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,014) 2,004 -3,829 6,020 1,261 4,547 9,285 6,738 -3,271 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 8.2 19.3 64.0 64.1 91.5 91.6 8.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 30 40 43 66 83 121 146 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 105,726 COMMITMENTS 947 6,358 22,105 77,556 73,450 100,607 101,912 5,119 3,814 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -3,130) -277 228 -559 -1,958 -2,469 -2,794 -2,800 -335 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 6.0 20.9 73.4 69.5 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 8 12 12 20 21 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,623 COMMITMENTS 181 1,845 869 20,573 18,909 21,623 21,623 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,195) -69 300 -31 3,345 2,926 3,245 3,195 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.5 4.0 95.1 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 2 6 7 51 57 58 68 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,049 COMMITMENTS 870 0 533 10,211 11,020 11,614 11,553 435 496 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8) -50 0 8 50 0 8 8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 4.4 84.7 91.5 96.4 95.9 3.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 3 27 23 31 26 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,646 COMMITMENTS 297 114 357 3,099 2,815 3,753 3,286 893 1,360 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 119) -14 13 -14 160 119 132 118 -13 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.5 7.7 66.7 60.6 80.8 70.7 19.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 20 19 24 23 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 920,071 COMMITMENTS 169,345 274,043 303,531 367,897 299,697 840,773 877,272 79,299 42,799 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -18,890) 3,388 3,645 -17,794 -5,416 -4,381 -19,822 -18,530 932 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 29.8 33.0 40.0 32.6 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 87 103 142 88 79 256 258 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,742 COMMITMENTS 1,143 0 1,288 44,926 48,609 47,357 49,897 9,385 6,845 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,445) 422 -493 -242 1,190 1,492 1,370 757 75 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 2.3 79.2 85.7 83.5 87.9 16.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 20 18 22 20 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,758 COMMITMENTS 244 42 3,397 30,035 24,719 33,676 28,158 2,082 7,600 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 732) 244 -488 488 0 0 732 0 0 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.1 9.5 84.0 69.1 94.2 78.7 5.8 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 15 19 17 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,168 COMMITMENTS 0 0 0 52,384 47,992 52,384 47,992 7,784 12,176 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -208) 0 0 0 -208 -208 -208 -208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.1 79.8 87.1 79.8 12.9 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 22 18 22 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,077 COMMITMENTS 0 0 0 56,766 62,766 56,766 62,766 9,311 3,311 CHANGES FROM 08/24/10 (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 0.0 0.0 85.9 95.0 85.9 95.0 14.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 19 19 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,013 COMMITMENTS 3,385 0 7,557 59,606 64,133 70,548 71,690 7,465 6,323 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,162) -2,790 0 2,336 1,496 -1,174 1,042 1,162 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 9.7 76.4 82.2 90.4 91.9 9.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 0 4 22 26 26 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,922 COMMITMENTS 488 6,272 1,758 60,159 43,572 62,405 51,602 5,517 16,320 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 538) 0 -420 186 515 904 701 670 -163 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 9.2 2.6 88.6 64.2 91.9 76.0 8.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 14 19 17 21 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,196 COMMITMENTS 6,323 1,987 2,148 31,261 31,812 39,732 35,947 4,464 8,249 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 122) 304 0 -182 0 304 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.5 4.9 70.7 72.0 89.9 81.3 10.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 4 11 12 16 16 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,203 COMMITMENTS 3,961 1,360 4,823 55,098 64,450 63,882 70,633 11,321 4,570 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 7) 2,061 0 -385 -1,428 326 248 -59 -241 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 1.8 6.4 73.3 85.7 84.9 93.9 15.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 4 23 24 28 28 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,714,471 COMMITMENTS 80,007 91,303 552,256 1076392 1064339 1708655 1707898 5,817 6,573 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -93,580) -1,412 -11,062 -40,727 -51,687 -40,705 -93,827 -92,494 248 -1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 5.3 32.2 62.8 62.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 52 25 62 61 61 134 127 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,442 COMMITMENTS 11,355 11,345 16,885 23,004 22,986 51,245 51,216 198 227 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -164) 398 2,064 -203 62 -1,916 258 -55 -422 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 22.1 32.8 44.7 44.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 15 11 24 23 35 42 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,050 COMMITMENTS 0 0 0 24,847 26,763 24,847 26,763 6,203 4,287 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 80.0 86.2 80.0 86.2 20.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,082 COMMITMENTS 840 0 0 63,642 62,956 64,482 62,956 600 2,126 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,391) 0 0 0 2,391 2,391 2,391 2,391 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 97.8 96.7 99.1 96.7 0.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 21 21 21 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,275 COMMITMENTS 4,774 7,175 4,726 140,145 137,251 149,646 149,152 4,629 5,123 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -442) -312 -214 456 -405 -684 -261 -442 -181 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.7 3.1 90.8 89.0 97.0 96.7 3.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 36 38 41 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,490 COMMITMENTS 971 4,062 915 105,697 105,974 107,583 110,951 8,907 5,539 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -169) 260 349 -338 -411 -180 -490 -169 320 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.5 0.8 90.7 91.0 92.4 95.2 7.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 25 23 28 25 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,752 COMMITMENTS 10,601 1,890 6,911 164,427 180,944 181,939 189,745 14,813 7,007 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 978) 35 0 15 65 -16 115 -1 863 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.0 3.5 83.6 92.0 92.5 96.4 7.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 4 36 38 40 42 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,298 COMMITMENTS 0 2,719 1,086 40,321 36,354 41,407 40,159 2,891 4,139 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 189) 0 0 0 189 189 189 189 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 2.5 91.0 82.1 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 12 17 13 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,665,426 COMMITMENTS 537,741 166,577 796,883 1310022 1685706 2644646 2649166 20,780 16,260 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -126,957) -93,996 -1,305 -22,373 -9,652 -102,075 -126,021 -125,753 -936 -1,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 6.2 29.9 49.1 63.2 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 31 34 59 110 98 174 163 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,008,742 COMMITMENTS 94,685 162,866 165,502 745,898 676,628 1006085 1004996 2,657 3,746 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -53,134) -25,671 7,320 -24,427 -4,700 -37,197 -54,798 -54,304 1,664 1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 16.1 16.4 73.9 67.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 25 41 45 42 90 90 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,431 COMMITMENTS 0 1,345 0 6,345 4,924 6,345 6,269 86 162 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 687) 0 0 0 741 724 741 724 -54 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.9 0.0 98.7 76.6 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 23 26 23 27 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,827 COMMITMENTS 0 51 0 3,797 3,661 3,797 3,712 30 115 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 369) 0 0 0 380 334 380 334 -11 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 99.2 95.7 99.2 97.0 0.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 20 14 21 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,272 COMMITMENTS 0 114 43 1,728 1,444 1,771 1,601 501 671 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2) 0 -9 -18 9 -30 -9 -57 7 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 1.9 76.1 63.6 77.9 70.5 22.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 2 19 21 21 23 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,612 COMMITMENTS 132 0 59 1,882 2,094 2,073 2,153 539 459 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 184) -18 -63 3 127 300 112 240 72 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 2.3 72.1 80.2 79.4 82.4 20.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 26 27 28 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 191,585 COMMITMENTS 1,886 298 15,538 170,897 174,960 188,320 190,796 3,264 789 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -5,835) 323 -328 1,052 -6,899 -6,287 -5,524 -5,563 -312 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 8.1 89.2 91.3 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 6 34 26 40 32 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,829 COMMITMENTS 432 42 0 7,587 8,231 8,019 8,273 810 556 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -255 0 -255 0 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.5 0.0 85.9 93.2 90.8 93.7 9.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 15 17 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,791 COMMITMENTS 0 704 140 16,390 15,876 16,530 16,720 1,261 1,071 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 35) 0 170 -100 183 -125 83 -55 -48 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.8 92.1 89.2 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 20 20 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,823 COMMITMENTS 0 2,140 200 28,453 28,689 28,653 31,029 3,170 794 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 42) 0 0 0 -32 42 -32 42 74 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.6 89.4 90.2 90.0 97.5 10.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 22 27 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,686 COMMITMENTS 626 0 116 10,177 11,284 10,919 11,400 1,767 1,286 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 40 20 40 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.9 80.2 88.9 86.1 89.9 13.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 17 16 19 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,844 COMMITMENTS 0 2,700 0 33,844 31,144 33,844 33,844 0 0 CHANGES FROM 08/24/10 (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 8.0 0.0 100.0 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 9 16 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,372 COMMITMENTS 80 446 370 46,116 45,986 46,566 46,802 805 570 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -521) 40 21 -27 -360 -486 -347 -492 -174 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.9 0.8 97.3 97.1 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 27 24 30 25 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,181 COMMITMENTS 0 0 0 8,990 8,954 8,990 8,954 1,191 1,227 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -6) 0 0 0 36 6 36 6 -42 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.3 87.9 88.3 87.9 11.7 12.1 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 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,611 COMMITMENTS 0 0 0 55,611 55,567 55,611 55,567 0 44 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 189) 0 0 0 189 189 189 189 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 11 13 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 818,162 COMMITMENTS 0 0 0 818,162 818,162 818,162 818,162 0 0 CHANGES FROM 08/24/10 (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 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 10 14 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,889 COMMITMENTS 0 2,270 0 41,889 39,619 41,889 41,889 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -650) 0 0 0 -650 -650 -650 -650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 6 15 8 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451 COMMITMENTS 0 0 0 36,643 37,451 36,643 37,451 808 0 CHANGES FROM 08/24/10 (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 0.0 0.0 97.8 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 11 14 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539 COMMITMENTS 0 0 0 548,539 548,539 548,539 548,539 0 0 CHANGES FROM 08/24/10 (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 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 12 13 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 82,349 COMMITMENTS 0 0 0 82,241 82,349 82,241 82,349 108 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,575) 0 0 0 4,575 4,575 4,575 4,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 17 18 17 18 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,394,320 COMMITMENTS 0 0 0 1394320 1394320 1394320 1394320 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 70,320) 0 0 0 70,320 70,320 70,320 70,320 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: 26) 0 0 0 17 15 17 15 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 223,054 COMMITMENTS 2,710 0 0 219,833 223,054 222,543 223,054 511 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,974) 0 0 0 2,974 2,974 2,974 2,974 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.6 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 0 0 27 33 29 33 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,805,459 COMMITMENTS 0 0 0 3805459 3805459 3805459 3805459 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 46,846) 0 0 0 46,846 46,846 46,846 46,846 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: 37) 0 0 0 25 24 25 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,920 COMMITMENTS 1,275 2,350 0 62,645 61,315 63,920 63,665 0 255 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 21) 0 0 0 21 21 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.7 0.0 98.0 95.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 28 20 29 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,123,845 COMMITMENTS 23,400 70,120 0 1100445 1053725 1123845 1123845 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,631) 0 0 0 4,631 4,631 4,631 4,631 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 6.2 0.0 97.9 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 25 24 26 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,051 COMMITMENTS 2,700 110 0 61,351 63,941 64,051 64,051 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -105 -105 -105 -105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 26 28 27 29 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,766 COMMITMENTS 130 564 86 9,400 8,819 9,616 9,469 150 297 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.8 0.9 96.3 90.3 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 13 17 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,102 COMMITMENTS 0 220 0 33,038 32,541 33,038 32,761 64 341 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 518) 0 0 0 626 518 626 518 -108 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 99.8 98.3 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 13 17 14 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 597,150 COMMITMENTS 0 48,625 0 597,150 548,525 597,150 597,150 0 0 CHANGES FROM 08/24/10 (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 8.1 0.0 100.0 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,184,934 COMMITMENTS 57,203 23,400 3,112 1124619 1158422 1184934 1184934 0 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 23,380) 8,578 -3,112 3,112 11,690 23,380 23,380 23,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.0 0.3 94.9 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 25 25 27 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,485 COMMITMENTS 128 530 82 24,242 24,586 24,452 25,198 1,033 287 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 928) 5 100 -20 868 743 853 823 75 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.1 0.3 95.1 96.5 95.9 98.9 4.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 2 32 29 34 32 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,841 COMMITMENTS 90 0 0 15,295 15,104 15,385 15,104 456 737 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -57) 0 0 0 -7 -57 -7 -57 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 96.6 95.3 97.1 95.3 2.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 16 18 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,913 COMMITMENTS 459 0 210 8,975 9,344 9,644 9,554 269 359 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 191) -50 0 86 254 101 290 187 -99 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 2.1 90.5 94.3 97.3 96.4 2.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 21 18 24 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,595 COMMITMENTS 0 0 0 9,272 8,823 9,272 8,823 323 772 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -106) 0 0 0 -226 -96 -226 -96 120 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 92.0 96.6 92.0 3.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 17 20 17 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,440 COMMITMENTS 130 0 50 4,099 3,982 4,279 4,032 161 408 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 140) -25 0 25 140 -20 140 5 0 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.1 92.3 89.7 96.4 90.8 3.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,656,537 COMMITMENTS 283,859 183,160 885,364 1389939 1505693 2559162 2574216 97,376 82,321 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 78,718) 10,967 23,130 27,812 42,282 19,434 81,062 70,376 -2,343 8,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 6.9 33.3 52.3 56.7 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 151 127 193 91 94 345 328 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,817 COMMITMENTS 61,674 31,665 42,014 76,928 104,918 180,616 178,597 1,201 3,220 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 50,900) 28,680 5,590 6,822 15,290 38,289 50,792 50,701 108 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 17.4 23.1 42.3 57.7 99.3 98.2 0.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 15 13 24 24 39 42 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 246,576 COMMITMENTS 27,325 16,583 17,808 176,276 167,480 221,409 201,871 25,167 44,705 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 13,292) -957 -763 76 15,519 11,180 14,638 10,493 -1,346 2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 6.7 7.2 71.5 67.9 89.8 81.9 10.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 4 5 29 26 37 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,718 COMMITMENTS 13,425 7,810 35,230 84,280 89,622 132,935 132,662 2,783 3,056 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,607) 426 247 -467 1,698 1,782 1,657 1,563 -50 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.8 26.0 62.1 66.0 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 27 8 28 26 27 63 55 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 595,746 COMMITMENTS 35,897 1,991 95,954 441,173 474,674 573,023 572,619 22,723 23,128 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -19,173) -2,249 -17 -2,762 -12,756 -16,056 -17,767 -18,834 -1,405 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.3 16.1 74.1 79.7 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 2 11 35 37 46 48 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,243 COMMITMENTS 116 785 375 45,365 44,696 45,856 45,856 387 387 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,618) 33 0 0 1,620 1,653 1,653 1,653 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.7 0.8 98.1 96.7 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 2 3 49 42 53 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,482 COMMITMENTS 11,943 33,150 5,702 89,370 67,643 107,015 106,495 4,467 4,987 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2,571) 0 4,013 -3,002 632 -2,416 -2,370 -1,405 -201 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 29.7 5.1 80.2 60.7 96.0 95.5 4.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 13 11 25 24 38 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,876 COMMITMENTS 0 4,419 4,656 29,105 23,806 33,761 32,881 2,115 2,995 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 403) 0 0 -50 -152 -20 -202 -70 605 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.3 13.0 81.1 66.4 94.1 91.7 5.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 5 14 15 19 23 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,475 COMMITMENTS 5,100 400 200 16,100 20,755 21,400 21,355 75 120 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -60) 0 0 0 90 90 90 90 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 1.9 0.9 75.0 96.6 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 24 25 27 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,257 COMMITMENTS 15,101 1,838 297 2,620 17,363 18,018 19,498 2,239 759 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 879) 1,520 -76 -64 -375 931 1,081 791 -202 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 9.1 1.5 12.9 85.7 88.9 96.3 11.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 65 13 5 24 35 93 51 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,035 COMMITMENTS 18,498 2,950 75 7,992 26,208 26,565 29,233 4,470 1,802 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 750) -202 545 -37 293 495 54 1,003 696 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 9.5 0.2 25.8 84.4 85.6 94.2 14.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 53 17 5 18 30 74 49 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,077 COMMITMENTS 50,574 34,903 41,894 167,841 179,283 260,310 256,080 12,767 16,996 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -24,800) 357 940 -3,807 -18,535 -21,541 -21,985 -24,408 -2,815 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 12.8 15.3 61.5 65.7 95.3 93.8 4.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 51 42 50 78 88 158 161 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,159 COMMITMENTS 4,307 196 2,027 16,444 22,654 22,778 24,877 5,381 3,282 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 174) -195 0 150 236 -48 191 102 -17 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 0.7 7.2 58.4 80.5 80.9 88.3 19.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 1 6 20 22 26 28 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,238 COMMITMENTS 590 0 400 18,248 19,551 19,238 19,951 1,000 287 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -115) -50 0 0 -65 -285 -115 -285 0 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 2.0 90.2 96.6 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 16 12 18 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,594 COMMITMENTS 250 65 450 8,686 8,944 9,386 9,459 208 135 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,324) 0 25 50 1,224 1,224 1,274 1,299 50 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.7 4.7 90.5 93.2 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 5 38 36 45 42 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,742 COMMITMENTS 1,225 737 843 66,474 67,708 68,542 69,288 1,200 454 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,179) -850 160 0 4,134 2,799 3,284 2,959 -105 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 1.2 95.3 97.1 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 1 2 38 37 41 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,204 COMMITMENTS 1,000 290 0 24,984 25,389 25,984 25,679 220 525 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 395) 0 0 0 395 145 395 145 0 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.1 0.0 95.3 96.9 99.2 98.0 0.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 21 18 22 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,925 COMMITMENTS 100 150 0 9,555 9,775 9,655 9,925 270 0 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.5 0.0 96.3 98.5 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 0 26 32 27 33 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,116 COMMITMENTS 50 0 30 1,673 1,959 1,753 1,989 1,363 1,127 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 74) 0 0 0 43 75 43 75 31 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 1.0 53.7 62.9 56.3 63.8 43.7 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 16 15 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,165 COMMITMENTS 4,708 0 225 16,622 21,320 21,555 21,545 610 620 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 890) 575 0 0 315 890 890 890 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 0.0 1.0 75.0 96.2 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 33 25 35 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,777 COMMITMENTS 1,603 1,558 233 17,381 17,239 19,217 19,030 560 747 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 194) 86 -228 -6 48 308 128 74 66 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 7.9 1.2 87.9 87.2 97.2 96.2 2.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 2 34 39 39 44 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,571 COMMITMENTS 881 604 390 14,223 14,243 15,494 15,237 77 334 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 501) 520 117 -135 112 415 497 397 4 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.9 2.5 91.3 91.5 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 26 26 30 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,007 COMMITMENTS 2,053 1,316 2,001 27,010 28,577 31,064 31,894 1,943 1,113 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 339) 166 0 33 150 450 349 483 -10 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 4.0 6.1 81.8 86.6 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 6 34 35 41 42
Updated September 3, 2010