GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 48,697: 577 5,997 214 47,803 42,292 48,594 48,503: 103 194 Old : 48,697: 577 5,997 214 47,803 42,292 48,594 48,503: 103 194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 2,123: 0 459 -102 2,283 1,824 2,181 2,181: -58 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 12.3 0.4 98.2 86.8 99.8 99.6: 0.2 0.4 Old : 100.0: 1.2 12.3 0.4 98.2 86.8 99.8 99.6: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 1 3 1 42 52 44 55: Old : 63: 1 3 1 42 52 44 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5 Old : 35.2 35.0 53.1 53.2 23.2 24.8 35.2 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,490: 0 0 0 22,357 22,305 22,357 22,305: 133 185 Old : 22,490: 0 0 0 22,357 22,305 22,357 22,305: 133 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 291: 0 0 0 291 291 291 291: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.4 99.2 99.4 99.2: 0.6 0.8 Old : 100.0: 0.0 0.0 0.0 99.4 99.2 99.4 99.2: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 0 0 0 29 31 29 31: Old : 40: 0 0 0 29 31 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7 Old : 40.0 49.7 63.8 74.4 36.4 42.0 53.3 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,877: 1,145 330 265 8,168 9,121 9,578 9,716: 1,299 1,161 Old : 10,877: 1,145 330 265 8,168 9,121 9,578 9,716: 1,299 1,161 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 467: 54 30 18 534 556 606 604: -139 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 3.0 2.4 75.1 83.9 88.1 89.3: 11.9 10.7 Old : 100.0: 10.5 3.0 2.4 75.1 83.9 88.1 89.3: 11.9 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 3 2 3 34 41 37 46: Old : 47: 3 2 3 34 41 37 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2 Old : 36.2 22.8 53.8 42.1 30.3 20.3 40.5 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,242: 712 150 383 6,723 7,065 7,818 7,598: 424 644 Old : 8,242: 712 150 383 6,723 7,065 7,818 7,598: 424 644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 539: 103 15 81 337 412 521 508: 18 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 1.8 4.6 81.6 85.7 94.9 92.2: 5.1 7.8 Old : 100.0: 8.6 1.8 4.6 81.6 85.7 94.9 92.2: 5.1 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 6 4 7 49 55 56 65: Old : 68: 6 4 7 49 55 56 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3 Old : 30.2 21.0 44.5 32.0 25.4 19.5 35.2 27.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,722: 500 56 544 1,897 2,663 2,941 3,263: 781 459 Old : 3,722: 500 56 544 1,897 2,663 2,941 3,263: 781 459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 260: -100 -25 75 235 235 210 285: 50 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 1.5 14.6 51.0 71.5 79.0 87.7: 21.0 12.3 Old : 100.0: 13.4 1.5 14.6 51.0 71.5 79.0 87.7: 21.0 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 1 3 21 21 25 24: Old : 28: 3 1 3 21 21 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5 Old : 33.2 44.1 51.6 65.9 21.3 37.3 35.0 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,028: 0 0 0 1,448 1,316 1,448 1,316: 580 712 Old : 2,028: 0 0 0 1,448 1,316 1,448 1,316: 580 712 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 71.4 64.9 71.4 64.9: 28.6 35.1 Old : 100.0: 0.0 0.0 0.0 71.4 64.9 71.4 64.9: 28.6 35.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 15 16 15 16: Old : 20: 0 0 0 15 16 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0 Old : 35.5 30.6 58.2 48.6 30.8 28.9 43.9 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,407: 25 25 80 1,806 1,954 1,911 2,059: 496 348 Old : 2,407: 25 25 80 1,806 1,954 1,911 2,059: 496 348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 30: 0 -15 0 29 7 29 -8: 1 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.0 3.3 75.0 81.2 79.4 85.5: 20.6 14.5 Old : 100.0: 1.0 1.0 3.3 75.0 81.2 79.4 85.5: 20.6 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 21 22 23 24: Old : 27: 1 1 2 21 22 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5 Old : 32.4 43.0 51.6 63.2 22.4 36.4 29.7 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,647: 0 0 0 3,641 3,647 3,641 3,647: 6 0 Old : 3,647: 0 0 0 3,641 3,647 3,641 3,647: 6 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 150: 0 0 0 150 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 18 17 18 17: Old : 24: 0 0 0 18 17 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0 Old : 56.5 51.7 78.3 77.0 24.5 34.6 34.8 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 18,086: 0 0 0 17,636 18,071 17,636 18,071: 450 15 Old : 18,086: 0 0 0 17,636 18,071 17,636 18,071: 450 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 1,246: 0 0 0 1,096 1,246 1,096 1,246: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.5 99.9 97.5 99.9: 2.5 0.1 Old : 100.0: 0.0 0.0 0.0 97.5 99.9 97.5 99.9: 2.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 24 18 24 18: Old : 29: 0 0 0 24 18 24 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7 Old : 69.6 65.4 82.1 87.2 69.6 58.6 77.6 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 321,800: 69,524 38,079 36,641 170,807 221,213 276,972 295,933: 44,828 25,867 Old : 321,800: 69,524 38,079 36,641 170,807 221,213 276,972 295,933: 44,828 25,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 365: -6,031 -1,543 -1,248 7,908 5,722 629 2,931: -264 -2,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 11.8 11.4 53.1 68.7 86.1 92.0: 13.9 8.0 Old : 100.0: 21.6 11.8 11.4 53.1 68.7 86.1 92.0: 13.9 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 171: 47 23 44 77 83 151 133: Old : 171: 47 23 44 77 83 151 133: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.7 22.1 23.8 36.7 11.6 13.7 19.6 21.2 Old : 12.7 22.1 23.8 36.7 11.6 13.7 19.6 21.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 17,576: 220 635 535 16,803 16,241 17,558 17,411: 18 165 Old : 17,576: 220 635 535 16,803 16,241 17,558 17,411: 18 165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 38: -30 -75 -45 113 8 38 -112: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.6 3.0 95.6 92.4 99.9 99.1: 0.1 0.9 Old : 100.0: 1.3 3.6 3.0 95.6 92.4 99.9 99.1: 0.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 3 6 5 49 51 54 60: Old : 73: 3 6 5 49 51 54 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2 Old : 36.6 28.9 54.6 44.4 28.2 27.9 40.4 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,841: 500 455 295 6,746 6,791 7,541 7,541: 300 300 Old : 7,841: 500 455 295 6,746 6,791 7,541 7,541: 300 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -380: -50 0 0 -330 -380 -380 -380: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 5.8 3.8 86.0 86.6 96.2 96.2: 3.8 3.8 Old : 100.0: 6.4 5.8 3.8 86.0 86.6 96.2 96.2: 3.8 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 2 1 25 15 28 17: Old : 33: 2 2 1 25 15 28 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5 Old : 40.1 56.8 60.3 76.3 36.7 48.6 52.5 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,775: 0 200 0 1,775 1,525 1,775 1,725: 0 50 Old : 1,775: 0 200 0 1,775 1,525 1,775 1,725: 0 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 200: 0 0 0 200 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.3 0.0 100.0 85.9 100.0 97.2: 0.0 2.8 Old : 100.0: 0.0 11.3 0.0 100.0 85.9 100.0 97.2: 0.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 14 13 14 15: Old : 24: 0 2 0 14 13 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Old : 60.6 54.9 83.1 77.5 57.7 52.1 80.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 3,040: 0 0 0 3,040 3,040 3,040 3,040: 0 0 Old : 3,040: 0 0 0 3,040 3,040 3,040 3,040: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 10 17 10 17: Old : 23: 0 0 0 10 17 10 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5 Old : 77.0 55.9 96.7 79.4 71.2 55.9 82.2 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 960,208: 137,154 394,437 316,725 429,669 205,831 883,548 916,993: 76,660 43,215 Old : 960,208: 137,154 394,437 316,725 429,669 205,831 883,548 916,993: 76,660 43,215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 15,214: 838 11,285 10,180 6,989 -8,213 18,007 13,252: -2,793 1,962 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 41.1 33.0 44.7 21.4 92.0 95.5: 8.0 4.5 Old : 100.0: 14.3 41.1 33.0 44.7 21.4 92.0 95.5: 8.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 314: 92 124 140 76 68 260 257: Old : 314: 92 124 140 76 68 260 257: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 24.9 33.1 36.9 16.6 16.9 25.0 23.5 Old : 19.6 24.9 33.1 36.9 16.6 16.9 25.0 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 46,097: 0 0 0 40,526 41,661 40,526 41,661: 5,571 4,436 Old : 46,097: 0 0 0 40,526 41,661 40,526 41,661: 5,571 4,436 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -338: 0 0 0 -276 -248 -276 -248: -62 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.9 90.4 87.9 90.4: 12.1 9.6 Old : 100.0: 0.0 0.0 0.0 87.9 90.4 87.9 90.4: 12.1 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 18 15 18 15: Old : 23: 0 0 0 18 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 64.2 63.1 84.6 35.2 62.8 58.5 75.7 Old : 37.4 64.2 63.1 84.6 35.2 62.8 58.5 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 54,026: 0 0 0 42,697 49,295 42,697 49,295: 11,329 4,731 Old : 54,026: 0 0 0 42,697 49,295 42,697 49,295: 11,329 4,731 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 186: 0 0 0 0 0 0 0: 186 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 79.0 91.2 79.0 91.2: 21.0 8.8 Old : 100.0: 0.0 0.0 0.0 79.0 91.2 79.0 91.2: 21.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 15 15 15 15: Old : 20: 0 0 0 15 15 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 51.9 65.0 74.0 43.6 47.7 57.3 64.8 Old : 47.2 51.9 65.0 74.0 43.6 47.7 57.3 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 48,070: 2,326 4,367 2,625 38,370 33,174 43,321 40,166: 4,749 7,904 Old : 48,070: 2,326 4,367 2,625 38,370 33,174 43,321 40,166: 4,749 7,904 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 878: 0 1,712 -772 1,712 0 940 940: -62 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 9.1 5.5 79.8 69.0 90.1 83.6: 9.9 16.4 Old : 100.0: 4.8 9.1 5.5 79.8 69.0 90.1 83.6: 9.9 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 3 15 11 18 14: Old : 21: 1 2 3 15 11 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 55.0 69.1 72.7 47.3 51.7 66.5 65.0 Old : 48.3 55.0 69.1 72.7 47.3 51.7 66.5 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 58,897: 3,961 890 3,032 39,610 48,762 46,603 52,684: 12,294 6,213 Old : 58,897: 3,961 890 3,032 39,610 48,762 46,603 52,684: 12,294 6,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.5 5.1 67.3 82.8 79.1 89.5: 20.9 10.5 Old : 100.0: 6.7 1.5 5.1 67.3 82.8 79.1 89.5: 20.9 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 2 14 14 16 16: Old : 20: 1 1 2 14 14 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 66.3 63.9 82.3 40.8 64.9 58.8 71.4 Old : 44.0 66.3 63.9 82.3 40.8 64.9 58.8 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 100,689: 445 8,786 2,106 89,944 86,400 92,495 97,292: 8,194 3,397 Old : 100,689: 445 8,786 2,106 89,944 86,400 92,495 97,292: 8,194 3,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 1,322: 25 108 358 908 887 1,291 1,353: 31 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 8.7 2.1 89.3 85.8 91.9 96.6: 8.1 3.4 Old : 100.0: 0.4 8.7 2.1 89.3 85.8 91.9 96.6: 8.1 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 3 18 25 21 28: Old : 32: 1 2 3 18 25 21 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 37.2 69.1 60.4 44.0 36.8 58.4 56.1 Old : 46.2 37.2 69.1 60.4 44.0 36.8 58.4 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 149,008: 9,974 0 3,248 122,465 138,070 135,687 141,318: 13,321 7,690 Old : 149,008: 9,974 0 3,248 122,465 138,070 135,687 141,318: 13,321 7,690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -21: 421 0 -134 641 370 928 236: -949 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 2.2 82.2 92.7 91.1 94.8: 8.9 5.2 Old : 100.0: 6.7 0.0 2.2 82.2 92.7 91.1 94.8: 8.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 0 2 25 26 28 28: Old : 35: 3 0 2 25 26 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 38.6 54.5 62.1 28.2 33.6 43.0 50.3 Old : 32.1 38.6 54.5 62.1 28.2 33.6 43.0 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,651,082: 506,163 105,287 832,428 1,289,127 1,690,231 2,627,718 2,627,946: 23,364 23,136 Old : 2,651,082: 506,163 105,287 832,428 1,289,127 1,690,231 2,627,718 2,627,946: 23,364 23,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 25,703: 4,963 16,971 -7,527 24,771 15,530 22,207 24,974: 3,496 729 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 4.0 31.4 48.6 63.8 99.1 99.1: 0.9 0.9 Old : 100.0: 19.1 4.0 31.4 48.6 63.8 99.1 99.1: 0.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 180: 41 28 61 106 88 174 152: Old : 180: 41 28 61 106 88 174 152: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.1 27.0 35.3 43.3 13.7 22.0 19.9 29.2 Old : 25.1 27.0 35.3 43.3 13.7 22.0 19.9 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,072,329: 196,999 93,634 211,862 658,297 762,423 1,067,158 1,067,919: 5,171 4,410 Old : 1,072,329: 196,999 93,634 211,862 658,297 762,423 1,067,158 1,067,919: 5,171 4,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 36,310: 17,564 8,947 1,640 16,761 25,349 35,965 35,936: 345 374 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 8.7 19.8 61.4 71.1 99.5 99.6: 0.5 0.4 Old : 100.0: 18.4 8.7 19.8 61.4 71.1 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 99: 29 27 42 41 36 89 86: Old : 99: 29 27 42 41 36 89 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.7 34.0 43.0 55.7 12.1 24.5 21.3 34.1 Old : 23.7 34.0 43.0 55.7 12.1 24.5 21.3 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 8,075: 390 90 0 7,265 7,440 7,655 7,530: 420 545 Old : 8,075: 390 90 0 7,265 7,440 7,655 7,530: 420 545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.1 0.0 90.0 92.1 94.8 93.3: 5.2 6.7 Old : 100.0: 4.8 1.1 0.0 90.0 92.1 94.8 93.3: 5.2 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 17 16 18 17: Old : 21: 1 1 0 17 16 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 45.0 79.4 74.9 45.8 38.3 57.0 59.8 Old : 63.1 45.0 79.4 74.9 45.8 38.3 57.0 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 12,219: 50 840 61 11,889 11,102 12,000 12,003: 219 216 Old : 12,219: 50 840 61 11,889 11,102 12,000 12,003: 219 216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 715: -13 -135 -40 613 754 560 579: 155 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 6.9 0.5 97.3 90.9 98.2 98.2: 1.8 1.8 Old : 100.0: 0.4 6.9 0.5 97.3 90.9 98.2 98.2: 1.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 2 2 27 29 29 32: Old : 36: 1 2 2 27 29 29 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 63.7 62.3 75.8 32.8 54.6 48.5 63.8 Old : 38.3 63.7 62.3 75.8 32.8 54.6 48.5 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,535: 62 90 24 1,892 1,556 1,978 1,670: 557 865 Old : 2,535: 62 90 24 1,892 1,556 1,978 1,670: 557 865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 125: -61 -80 0 108 62 47 -18: 78 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 3.6 0.9 74.6 61.4 78.0 65.9: 22.0 34.1 Old : 100.0: 2.4 3.6 0.9 74.6 61.4 78.0 65.9: 22.0 34.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 17 18 18 20: Old : 20: 1 1 1 17 18 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8 Old : 36.6 22.8 58.5 40.1 25.1 15.1 36.4 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,755: 92 26 0 1,103 1,319 1,195 1,345: 560 410 Old : 1,755: 92 26 0 1,103 1,319 1,195 1,345: 560 410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 100: 5 0 0 88 133 93 133: 7 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 1.5 0.0 62.8 75.2 68.1 76.6: 31.9 23.4 Old : 100.0: 5.2 1.5 0.0 62.8 75.2 68.1 76.6: 31.9 23.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 20 19 21 20: Old : 26: 1 1 0 20 19 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4 Old : 27.5 26.4 45.9 46.3 25.7 25.5 40.1 37.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 46,415: 9,312 1,332 588 34,404 43,529 44,304 45,449: 2,111 966 Old : 46,415: 9,312 1,332 588 34,404 43,529 44,304 45,449: 2,111 966 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -570: 8 0 0 -578 -610 -570 -610: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 2.9 1.3 74.1 93.8 95.5 97.9: 4.5 2.1 Old : 100.0: 20.1 2.9 1.3 74.1 93.8 95.5 97.9: 4.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 3 3 32 27 37 32: Old : 41: 4 3 3 32 27 37 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 58.9 62.5 78.4 33.9 51.9 47.6 60.0 Old : 41.0 58.9 62.5 78.4 33.9 51.9 47.6 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 15,300: 102 594 86 13,797 13,592 13,985 14,272: 1,315 1,028 Old : 15,300: 102 594 86 13,797 13,592 13,985 14,272: 1,315 1,028 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 32: 0 12 0 32 0 32 12: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 3.9 0.6 90.2 88.8 91.4 93.3: 8.6 6.7 Old : 100.0: 0.7 3.9 0.6 90.2 88.8 91.4 93.3: 8.6 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 2 20 16 22 20: Old : 28: 1 3 2 20 16 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 58.2 71.3 79.5 47.0 45.2 61.8 65.2 Old : 49.3 58.2 71.3 79.5 47.0 45.2 61.8 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 31,167: 158 3,342 220 27,611 26,531 27,989 30,093: 3,178 1,074 Old : 31,167: 158 3,342 220 27,611 26,531 27,989 30,093: 3,178 1,074 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -468: 10 32 0 -478 -500 -468 -468: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 10.7 0.7 88.6 85.1 89.8 96.6: 10.2 3.4 Old : 100.0: 0.5 10.7 0.7 88.6 85.1 89.8 96.6: 10.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 2 23 17 25 20: Old : 28: 1 2 2 23 17 25 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 54.5 59.7 77.6 25.3 48.5 41.6 56.2 Old : 38.5 54.5 59.7 77.6 25.3 48.5 41.6 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,377: 100 476 40 9,777 10,027 9,917 10,543: 1,460 834 Old : 11,377: 100 476 40 9,777 10,027 9,917 10,543: 1,460 834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 12: 0 12 0 12 0 12 12: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 4.2 0.4 85.9 88.1 87.2 92.7: 12.8 7.3 Old : 100.0: 0.9 4.2 0.4 85.9 88.1 87.2 92.7: 12.8 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 1 16 11 17 13: Old : 21: 1 1 1 16 11 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 48.6 70.2 79.5 47.8 43.4 69.1 71.9 Old : 48.4 48.6 70.2 79.5 47.8 43.4 69.1 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 13,077: 36 800 76 11,573 11,399 11,685 12,275: 1,392 802 Old : 13,077: 36 800 76 11,573 11,399 11,685 12,275: 1,392 802 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 38: 0 0 0 38 20 38 20: 0 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 6.1 0.6 88.5 87.2 89.4 93.9: 10.6 6.1 Old : 100.0: 0.3 6.1 0.6 88.5 87.2 89.4 93.9: 10.6 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 1 23 18 24 20: Old : 27: 1 1 1 23 18 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 57.3 63.8 77.4 45.1 47.4 55.1 63.1 Old : 46.6 57.3 63.8 77.4 45.1 47.4 55.1 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 50,800: 0 468 0 50,311 50,184 50,311 50,652: 489 148 Old : 50,800: 0 468 0 50,311 50,184 50,311 50,652: 489 148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.0 99.0 98.8 99.0 99.7: 1.0 0.3 Old : 100.0: 0.0 0.9 0.0 99.0 98.8 99.0 99.7: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 12 12 12 13: Old : 23: 0 1 0 12 12 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.1 76.8 95.2 96.3 86.1 76.8 95.2 96.3 Old : 86.1 76.8 95.2 96.3 86.1 76.8 95.2 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 728,597: 0 13,824 0 728,597 714,773 728,597 728,597: 0 0 Old : 728,597: 0 13,824 0 728,597 714,773 728,597 728,597: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.0 100.0 98.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.9 0.0 100.0 98.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 0 15 12 15 13: Old : 25: 0 1 0 15 12 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.9 74.9 94.2 95.4 85.9 73.9 94.2 94.3 Old : 85.9 74.9 94.2 95.4 85.9 73.9 94.2 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 28,631: 0 0 0 28,290 28,631 28,290 28,631: 341 0 Old : 28,631: 0 0 0 28,290 28,631 28,290 28,631: 341 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.8 100.0 98.8 100.0: 1.2 0.0 Old : 100.0: 0.0 0.0 0.0 98.8 100.0 98.8 100.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 89.8 89.7 99.7 63.9 83.8 80.8 89.9 Old : 72.7 89.8 89.7 99.7 63.9 83.8 80.8 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 62,760: 0 0 0 62,760 62,760 62,760 62,760: 0 0 Old : 62,760: 0 0 0 62,760 62,760 62,760 62,760: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 215: 0 0 0 215 215 215 215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 16 13 16 13: Old : 27: 0 0 0 16 13 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 79.2 84.9 93.6 66.2 78.6 84.3 90.1 Old : 66.2 79.2 84.9 93.6 66.2 78.6 84.3 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,091,020: 0 0 0 1,091,020 1,091,020 1,091,020 1,091,020: 0 0 Old : 1,091,020: 0 0 0 1,091,020 1,091,020 1,091,020 1,091,020: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 17 12 17 12: Old : 24: 0 0 0 17 12 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.7 80.3 86.3 96.5 65.7 79.8 84.6 90.6 Old : 65.7 80.3 86.3 96.5 65.7 79.8 84.6 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 196,419: 0 10 200 196,219 196,209 196,419 196,419: 0 0 Old : 196,419: 0 10 200 196,219 196,209 196,419 196,419: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 215: 0 0 0 215 215 215 215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.1 99.9 99.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.1 99.9 99.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 1 1 21 27 22 28: Old : 39: 0 1 1 21 27 22 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 55.5 90.8 77.0 68.6 55.5 88.0 77.0 Old : 68.6 55.5 90.8 77.0 68.6 55.5 88.0 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 3,436,947: 1,056 0 0 3,435,891 3,436,947 3,436,947 3,436,947: 0 0 Old : 3,436,947: 1,056 0 0 3,435,891 3,436,947 3,436,947 3,436,947: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 0 0 19 28 20 28: Old : 39: 1 0 0 19 28 20 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 58.4 93.0 79.1 70.1 58.4 90.7 79.1 Old : 70.2 58.4 93.0 79.1 70.1 58.4 90.7 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 61,871: 6,030 1,600 132 55,709 59,629 61,871 61,361: 0 510 Old : 61,871: 6,030 1,600 132 55,709 59,629 61,871 61,361: 0 510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 708: 0 0 0 708 708 708 708: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 2.6 0.2 90.0 96.4 100.0 99.2: 0.0 0.8 Old : 100.0: 9.7 2.6 0.2 90.0 96.4 100.0 99.2: 0.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 4 2 1 25 20 30 22: Old : 35: 4 2 1 25 20 30 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 61.4 69.8 78.2 47.1 58.8 62.1 69.8 Old : 52.5 61.4 69.8 78.2 47.1 58.8 62.1 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,174,894: 24,125 86,052 5,280 1,145,489 1,083,562 1,174,894 1,174,894: 0 0 Old : 1,174,894: 24,125 86,052 5,280 1,145,489 1,083,562 1,174,894 1,174,894: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -5,082: 0 0 0 -5,082 -5,082 -5,082 -5,082: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 7.3 0.4 97.5 92.2 100.0 100.0: 0.0 0.0 Old : 100.0: 2.1 7.3 0.4 97.5 92.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 2 1 25 25 27 28: Old : 39: 2 2 1 25 25 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 55.4 66.9 73.8 47.6 51.0 61.4 67.3 Old : 49.3 55.4 66.9 73.8 47.6 51.0 61.4 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 50,762: 1,020 243 255 49,401 50,221 50,676 50,719: 86 43 Old : 50,762: 1,020 243 255 49,401 50,221 50,676 50,719: 86 43 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.5 0.5 97.3 98.9 99.8 99.9: 0.2 0.1 Old : 100.0: 2.0 0.5 0.5 97.3 98.9 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 1 21 18 22 20: Old : 27: 1 1 1 21 18 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 51.1 79.2 77.6 35.5 37.3 48.9 49.8 Old : 56.4 51.1 79.2 77.6 35.5 37.3 48.9 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 28,984: 0 2,536 190 28,476 26,024 28,666 28,750: 318 234 Old : 28,984: 0 2,536 190 28,476 26,024 28,666 28,750: 318 234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.7 0.7 98.2 89.8 98.9 99.2: 1.1 0.8 Old : 100.0: 0.0 8.7 0.7 98.2 89.8 98.9 99.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 1 14 13 15 14: Old : 21: 0 1 1 14 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 77.0 88.5 92.4 68.7 73.8 82.6 87.4 Old : 72.8 77.0 88.5 92.4 68.7 73.8 82.6 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 17,659: 510 86 0 16,446 17,254 16,956 17,340: 703 319 Old : 17,659: 510 86 0 16,446 17,254 16,956 17,340: 703 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.5 0.0 93.1 97.7 96.0 98.2: 4.0 1.8 Old : 100.0: 2.9 0.5 0.0 93.1 97.7 96.0 98.2: 4.0 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 18 15 19 16: Old : 23: 1 1 0 18 15 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 67.8 75.4 86.9 51.8 62.8 67.1 74.0 Old : 54.7 67.8 75.4 86.9 51.8 62.8 67.1 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 974,536: 0 35,587 4,000 970,536 934,949 974,536 974,536: 0 0 Old : 974,536: 0 35,587 4,000 970,536 934,949 974,536 974,536: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 0.4 99.6 95.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.7 0.4 99.6 95.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 2 1 20 20 21 22: Old : 31: 0 2 1 20 20 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 52.6 83.4 75.1 33.3 30.6 45.1 40.3 Old : 59.4 52.6 83.4 75.1 33.3 30.6 45.1 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 576,368: 45,691 0 13,845 516,832 562,523 576,368 576,368: 0 0 Old : 576,368: 45,691 0 13,845 516,832 562,523 576,368 576,368: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 0.0 2.4 89.7 97.6 100.0 100.0: 0.0 0.0 Old : 100.0: 7.9 0.0 2.4 89.7 97.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 12 9 13 10: Old : 20: 1 0 1 12 9 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.8 84.8 95.6 97.7 75.4 83.8 89.0 92.6 Old : 77.8 84.8 95.6 97.7 75.4 83.8 89.0 92.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 23,706: 621 30 35 22,772 23,331 23,428 23,396: 278 310 Old : 23,706: 621 30 35 22,772 23,331 23,428 23,396: 278 310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -2: 130 0 -6 49 44 173 38: -175 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.1 0.1 96.1 98.4 98.8 98.7: 1.2 1.3 Old : 100.0: 2.6 0.1 0.1 96.1 98.4 98.8 98.7: 1.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 1 1 38 32 41 33: Old : 43: 2 1 1 38 32 41 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 45.6 60.0 65.8 23.9 36.5 38.2 49.5 Old : 37.6 45.6 60.0 65.8 23.9 36.5 38.2 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 16,997: 1,091 0 50 15,568 16,462 16,709 16,512: 288 485 Old : 16,997: 1,091 0 50 15,568 16,462 16,709 16,512: 288 485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 225: 80 0 5 110 220 195 225: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.0 0.3 91.6 96.9 98.3 97.1: 1.7 2.9 Old : 100.0: 6.4 0.0 0.3 91.6 96.9 98.3 97.1: 1.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 0 1 18 19 21 20: Old : 25: 3 0 1 18 19 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 62.3 82.5 87.6 49.2 53.4 64.9 71.0 Old : 62.2 62.3 82.5 87.6 49.2 53.4 64.9 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 7,322: 0 0 0 6,896 6,618 6,896 6,618: 426 704 Old : 7,322: 0 0 0 6,896 6,618 6,896 6,618: 426 704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 260: 0 0 0 250 215 250 215: 10 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.2 90.4 94.2 90.4: 5.8 9.6 Old : 100.0: 0.0 0.0 0.0 94.2 90.4 94.2 90.4: 5.8 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 19 18 19 18: Old : 23: 0 0 0 19 18 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 50.9 81.2 71.1 63.6 41.0 68.4 55.2 Old : 67.6 50.9 81.2 71.1 63.6 41.0 68.4 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,373: 30 0 0 10,678 10,066 10,708 10,066: 665 1,307 Old : 11,373: 30 0 0 10,678 10,066 10,708 10,066: 665 1,307 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 466: 30 0 0 335 437 365 437: 101 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 93.9 88.5 94.2 88.5: 5.8 11.5 Old : 100.0: 0.3 0.0 0.0 93.9 88.5 94.2 88.5: 5.8 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 15 17 16 17: Old : 23: 1 0 0 15 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 59.8 80.4 76.3 56.3 59.2 72.4 72.1 Old : 61.7 59.8 80.4 76.3 56.3 59.2 72.4 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,506,594: 350,580 131,558 370,447 686,406 945,303 1,407,433 1,447,308: 99,161 59,286 Old : 1,506,594: 350,580 131,558 370,447 686,406 945,303 1,407,433 1,447,308: 99,161 59,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -53,075: 29,413 -24,095 -26,024 -44,276 -1,935 -40,887 -52,054: -12,188 -1,021 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 8.7 24.6 45.6 62.7 93.4 96.1: 6.6 3.9 Old : 100.0: 23.3 8.7 24.6 45.6 62.7 93.4 96.1: 6.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 348: 138 80 157 90 106 311 279: Old : 348: 138 80 157 90 106 311 279: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 14.4 24.9 25.3 13.4 11.7 19.1 17.6 Old : 16.3 14.4 24.9 25.3 13.4 11.7 19.1 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 227,210: 37,700 16,710 10,703 141,701 141,084 190,104 168,497: 37,106 58,713 Old : 227,210: 37,700 16,710 10,703 141,701 141,084 190,104 168,497: 37,106 58,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 320: -380 238 1,236 -2,036 -2,795 -1,180 -1,321: 1,500 1,641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 7.4 4.7 62.4 62.1 83.7 74.2: 16.3 25.8 Old : 100.0: 16.6 7.4 4.7 62.4 62.1 83.7 74.2: 16.3 25.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 5 3 5 24 23 30 30: Old : 34: 5 3 5 24 23 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4 Old : 42.3 26.7 59.6 45.0 40.1 25.7 53.9 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 35,096: 405 1,980 100 34,483 32,769 34,988 34,849: 108 247 Old : 35,096: 405 1,980 100 34,483 32,769 34,988 34,849: 108 247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 2,195: 25 0 0 2,170 2,095 2,195 2,095: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 5.6 0.3 98.3 93.4 99.7 99.3: 0.3 0.7 Old : 100.0: 1.2 5.6 0.3 98.3 93.4 99.7 99.3: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 2 4 1 36 37 39 42: Old : 50: 2 4 1 36 37 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0 Old : 47.5 39.7 66.3 58.8 14.4 13.6 19.6 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 88,477: 4,451 31,123 4,822 75,433 46,366 84,706 82,311: 3,771 6,166 Old : 88,477: 4,451 31,123 4,822 75,433 46,366 84,706 82,311: 3,771 6,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -741: -3,061 -803 2,588 -1,094 -3,275 -1,567 -1,490: 826 749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 35.2 5.5 85.3 52.4 95.7 93.0: 4.3 7.0 Old : 100.0: 5.0 35.2 5.5 85.3 52.4 95.7 93.0: 4.3 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 11 10 25 22 37 36: Old : 42: 3 11 10 25 22 37 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3 Old : 47.9 41.3 65.4 58.3 34.2 34.1 46.1 44.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 30,655: 8,104 53 1,965 16,162 24,283 26,231 26,301: 4,424 4,354 Old : 30,655: 8,104 53 1,965 16,162 24,283 26,231 26,301: 4,424 4,354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 621: -1,095 0 240 291 205 -564 445: 1,185 176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 0.2 6.4 52.7 79.2 85.6 85.8: 14.4 14.2 Old : 100.0: 26.4 0.2 6.4 52.7 79.2 85.6 85.8: 14.4 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 7 2 4 13 14 22 18: Old : 25: 7 2 4 13 14 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0 Old : 41.7 51.2 61.5 67.5 27.8 42.0 41.5 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,259: 3,950 744 0 11,309 14,434 15,259 15,178: 0 81 Old : 15,259: 3,950 744 0 11,309 14,434 15,259 15,178: 0 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 150: 150 -225 0 0 390 150 165: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 4.9 0.0 74.1 94.6 100.0 99.5: 0.0 0.5 Old : 100.0: 25.9 4.9 0.0 74.1 94.6 100.0 99.5: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 5 2 0 18 19 23 21: Old : 32: 5 2 0 18 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4 Old : 46.8 57.5 71.8 78.6 36.5 37.5 51.6 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 23,021: 17,655 2,162 171 2,240 19,903 20,066 22,236: 2,955 785 Old : 23,021: 17,655 2,162 171 2,240 19,903 20,066 22,236: 2,955 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 218: 41 -232 -106 392 572 327 234: -109 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 9.4 0.7 9.7 86.5 87.2 96.6: 12.8 3.4 Old : 100.0: 76.7 9.4 0.7 9.7 86.5 87.2 96.6: 12.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 152: 92 14 8 23 34 118 55: Old : 152: 92 14 8 23 34 118 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 32.8 43.4 50.2 31.5 32.7 43.4 49.9 Old : 31.5 32.8 43.4 50.2 31.5 32.7 43.4 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 41,700: 30,208 1,819 577 5,143 38,071 35,928 40,467: 5,772 1,233 Old : 41,700: 30,208 1,819 577 5,143 38,071 35,928 40,467: 5,772 1,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 325: 84 579 110 -78 -500 116 189: 209 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 4.4 1.4 12.3 91.3 86.2 97.0: 13.8 3.0 Old : 100.0: 72.4 4.4 1.4 12.3 91.3 86.2 97.0: 13.8 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 156: 93 14 9 19 37 117 58: Old : 156: 93 14 9 19 37 117 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 36.3 28.2 54.5 18.1 35.8 28.2 53.4 Old : 18.1 36.3 28.2 54.5 18.1 35.8 28.2 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 281,878: 75,623 13,554 20,685 160,444 236,595 256,752 270,834: 25,126 11,044 Old : 281,878: 75,623 13,554 20,685 160,444 236,595 256,752 270,834: 25,126 11,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 5,628: -741 926 -71 3,941 5,957 3,129 6,812: 2,499 -1,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 4.8 7.3 56.9 83.9 91.1 96.1: 8.9 3.9 Old : 100.0: 26.8 4.8 7.3 56.9 83.9 91.1 96.1: 8.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 205: 75 23 43 81 98 175 148: Old : 205: 75 23 43 81 98 175 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 26.5 32.3 40.2 9.6 10.3 16.7 17.5 Old : 21.5 26.5 32.3 40.2 9.6 10.3 16.7 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 24,261: 2,397 1,871 1,365 16,028 16,690 19,790 19,926: 4,471 4,335 Old : 24,261: 2,397 1,871 1,365 16,028 16,690 19,790 19,926: 4,471 4,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 640: 72 -394 88 -249 1,352 -89 1,046: 729 -406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 7.7 5.6 66.1 68.8 81.6 82.1: 18.4 17.9 Old : 100.0: 9.9 7.7 5.6 66.1 68.8 81.6 82.1: 18.4 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 2 3 16 18 22 21: Old : 30: 4 2 3 16 18 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1 Old : 35.8 46.0 57.1 63.6 34.2 44.1 51.6 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,078: 350 0 560 6,168 6,518 7,078 7,078: 0 0 Old : 7,078: 350 0 560 6,168 6,518 7,078 7,078: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 625: 0 0 -100 775 775 675 675: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 0.0 7.9 87.1 92.1 100.0 100.0: 0.0 0.0 Old : 100.0: 4.9 0.0 7.9 87.1 92.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 0 4 26 29 30 33: Old : 38: 3 0 4 26 29 30 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1 Old : 27.5 33.4 49.1 56.4 21.4 24.5 32.4 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 54,471: 309 2,505 9 53,384 51,723 53,702 54,237: 769 234 Old : 54,471: 309 2,505 9 53,384 51,723 53,702 54,237: 769 234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : -212: -221 -240 0 -48 64 -269 -176: 57 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 4.6 0.0 98.0 95.0 98.6 99.6: 1.4 0.4 Old : 100.0: 0.6 4.6 0.0 98.0 95.0 98.6 99.6: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 2 1 1 42 37 45 38: Old : 53: 2 1 1 42 37 45 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8 Old : 50.1 48.7 65.4 71.6 33.0 37.4 41.3 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 20,608: 0 0 0 20,463 20,608 20,463 20,608: 145 0 Old : 20,608: 0 0 0 20,463 20,608 20,463 20,608: 145 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 940: 0 0 0 940 940 940 940: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 100.0 99.3 100.0: 0.7 0.0 Old : 100.0: 0.0 0.0 0.0 99.3 100.0 99.3 100.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 15 16 15 16: Old : 23: 0 0 0 15 16 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3 Old : 88.8 74.3 96.2 94.6 82.8 66.5 87.5 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,067: 100 3,975 150 7,477 3,942 7,727 8,067: 340 0 Old : 8,067: 100 3,975 150 7,477 3,942 7,727 8,067: 340 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 325: 50 75 0 275 250 325 325: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 49.3 1.9 92.7 48.9 95.8 100.0: 4.2 0.0 Old : 100.0: 1.2 49.3 1.9 92.7 48.9 95.8 100.0: 4.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 2 2 27 26 29 30: Old : 40: 1 2 2 27 26 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7 Old : 42.6 66.6 62.6 79.2 37.2 56.4 52.4 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 22,418: 5,167 10 330 16,895 21,930 22,392 22,270: 26 148 Old : 22,418: 5,167 10 330 16,895 21,930 22,392 22,270: 26 148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 704: 400 0 -150 454 854 704 704: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 0.0 1.5 75.4 97.8 99.9 99.3: 0.1 0.7 Old : 100.0: 23.0 0.0 1.5 75.4 97.8 99.9 99.3: 0.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 2 1 2 29 24 32 26: Old : 36: 2 1 2 29 24 32 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3 Old : 53.3 55.4 69.1 74.4 49.6 51.2 57.5 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,304: 5,741 2,072 944 12,516 16,158 19,201 19,174: 103 130 Old : 19,304: 5,741 2,072 944 12,516 16,158 19,201 19,174: 103 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 393: -48 25 0 456 353 408 378: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 10.7 4.9 64.8 83.7 99.5 99.3: 0.5 0.7 Old : 100.0: 29.7 10.7 4.9 64.8 83.7 99.5 99.3: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 6 3 4 34 36 41 42: Old : 53: 6 3 4 34 36 41 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7 Old : 39.6 37.7 56.8 58.5 33.5 33.4 48.0 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,232: 213 330 276 10,258 10,481 10,747 11,087: 485 145 Old : 11,232: 213 330 276 10,258 10,481 10,747 11,087: 485 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 341: -45 99 -177 563 365 341 287: 0 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 2.9 2.5 91.3 93.3 95.7 98.7: 4.3 1.3 Old : 100.0: 1.9 2.9 2.5 91.3 93.3 95.7 98.7: 4.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 3 3 27 24 31 28: Old : 37: 2 3 3 27 24 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6 Old : 39.7 42.2 65.4 64.3 25.9 33.0 36.3 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 33,834: 10,916 1,403 1,704 20,358 30,217 32,978 33,324: 856 510 Old : 33,834: 10,916 1,403 1,704 20,358 30,217 32,978 33,324: 856 510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 336: 456 -47 0 60 383 516 336: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 4.1 5.0 60.2 89.3 97.5 98.5: 2.5 1.5 Old : 100.0: 32.3 4.1 5.0 60.2 89.3 97.5 98.5: 2.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 11 5 5 29 33 43 41: Old : 59: 11 5 5 29 33 43 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5 Old : 29.1 50.9 48.6 66.7 26.0 47.3 43.5 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders - Futures Only, February 22, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,842: 1,512 309 316 13,401 14,048 15,229 14,673: 2,613 3,169 Old : 17,842: 1,512 309 316 13,401 14,048 15,229 14,673: 2,613 3,169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 15, 2011 : : 1,045: -468 26 -34 1,764 1,007 1,262 999: -217 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 1.7 1.8 75.1 78.7 85.4 82.2: 14.6 17.8 Old : 100.0: 8.5 1.7 1.8 75.1 78.7 85.4 82.2: 14.6 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 1 17 17 19 18: Old : 22: 1 1 1 17 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4 Old : 35.8 55.6 57.5 71.7 34.8 48.4 53.4 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011