GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,309 COMMITMENTS 934 600 57 36,226 36,153 37,217 36,810 92 499 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -10,540) -185 -1,780 -7 -10,381 -9,074 -10,573 -10,861 33 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.6 0.2 97.1 96.9 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 3 1 38 43 41 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,932 COMMITMENTS 100 0 0 23,718 23,722 23,818 23,722 114 210 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,625) -100 0 0 -6,550 -6,635 -6,650 -6,635 25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.1 99.1 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 25 26 26 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,561 COMMITMENTS 167 193 87 5,776 5,684 6,030 5,964 1,531 1,597 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,608) -348 -105 -86 -1,374 -1,803 -1,808 -1,994 200 386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.6 1.2 76.4 75.2 79.8 78.9 20.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 28 29 32 33 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,973 COMMITMENTS 324 291 152 5,044 5,065 5,520 5,508 453 465 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,787) -121 -146 -153 -1,515 -1,495 -1,789 -1,794 2 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 4.9 2.5 84.4 84.8 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 4 4 42 48 47 55 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,941 COMMITMENTS 0 0 0 14,641 14,941 14,641 14,941 300 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,690) 0 -200 0 -2,780 -2,480 -2,780 -2,680 90 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 100.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 23 14 23 14 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,563 COMMITMENTS 68,228 29,015 34,354 160,974 220,231 263,556 283,600 43,007 22,963 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,261) 2,994 -260 -1,149 11 -1,726 1,856 -3,135 -4,117 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 9.5 11.2 52.5 71.8 86.0 92.5 14.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 55 22 44 64 84 142 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,055 COMMITMENTS 167 692 300 13,538 12,998 14,005 13,990 50 65 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,810) -258 -848 -275 -4,262 -3,687 -4,795 -4,810 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.9 2.1 96.3 92.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 6 2 42 44 45 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,556 COMMITMENTS 1,595 0 0 3,391 5,256 4,986 5,256 570 300 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,562) -465 0 -25 -1,305 -1,537 -1,795 -1,562 233 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 0.0 0.0 61.0 94.6 89.7 94.6 10.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 16 14 19 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 767,021 COMMITMENTS 129,330 309,338 226,396 330,084 196,378 685,810 732,112 81,211 34,909 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 6,987) -873 -20,489 5,642 -1,154 24,908 3,615 10,061 3,372 -3,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 40.3 29.5 43.0 25.6 89.4 95.4 10.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 87 97 123 79 76 249 228 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,017 COMMITMENTS 0 0 0 46,048 46,279 46,048 46,279 5,969 5,738 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,859) -55 0 -280 -4,456 -4,567 -4,791 -4,847 -68 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.5 89.0 88.5 89.0 11.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,779 COMMITMENTS 0 0 0 43,453 50,686 43,453 50,686 10,326 3,093 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,829) 0 0 0 -2,519 -2,418 -2,519 -2,418 -310 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 80.8 94.2 80.8 94.2 19.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,018 COMMITMENTS 0 12,241 1,015 95,827 87,711 96,842 100,967 9,176 5,051 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -5,979) 0 -244 -207 -4,453 -5,207 -4,660 -5,658 -1,319 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 1.0 90.4 82.7 91.3 95.2 8.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 3 20 24 23 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,912 COMMITMENTS 8,111 0 6,014 118,711 133,264 132,836 139,278 14,076 7,634 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -7,194) 1,469 -1,902 -565 -6,753 -3,930 -5,849 -6,397 -1,345 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 4.1 80.8 90.7 90.4 94.8 9.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 2 26 27 29 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,495,881 COMMITMENTS 532,149 109,554 764,245 1176334 1598788 2472728 2472587 23,153 23,294 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -103,318) 12,523 4,058 -39,503 -76,171 -71,536 -103,151 -106,981 -167 3,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 4.4 30.6 47.1 64.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 36 28 60 101 86 166 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 934,812 COMMITMENTS 164,963 85,893 170,807 594,715 674,057 930,485 930,757 4,327 4,055 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 22,904) 16,768 -9,830 14,070 -8,081 18,648 22,757 22,888 147 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 9.2 18.3 63.6 72.1 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 32 19 40 40 37 87 81 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,205 COMMITMENTS 390 165 120 7,515 7,490 8,025 7,775 180 430 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 2.0 1.5 91.6 91.3 97.8 94.8 2.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 17 15 19 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,375 COMMITMENTS 27 774 128 8,172 7,349 8,327 8,251 48 124 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,196) -1 -76 64 -1,250 -1,101 -1,187 -1,113 -9 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.2 1.5 97.6 87.7 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 25 26 28 30 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,322 COMMITMENTS 100 0 19 813 961 932 980 390 342 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -730) -69 -30 1 -741 -715 -809 -744 79 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 1.4 61.5 72.7 70.5 74.1 29.5 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 12 19 14 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,646 COMMITMENTS 7,204 1,334 880 34,794 42,586 42,878 44,800 3,768 1,846 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -982) 316 126 -478 -1,074 -1,150 -1,236 -1,502 254 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.9 1.9 74.6 91.3 91.9 96.0 8.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 4 28 29 32 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,273 COMMITMENTS 0 644 30 13,757 13,317 13,787 13,991 1,486 1,282 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -722) 0 -50 -20 -1,107 -1,048 -1,127 -1,118 405 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.2 90.1 87.2 90.3 91.6 9.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 20 16 21 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,325 COMMITMENTS 150 2,304 350 27,052 27,663 27,552 30,317 3,773 1,008 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -641) -14 -160 0 -706 -551 -720 -711 79 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.4 1.1 86.4 88.3 88.0 96.8 12.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 23 21 26 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,568 COMMITMENTS 130 326 40 9,620 10,028 9,790 10,394 1,778 1,174 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -660) -60 -8 0 -637 -850 -697 -858 37 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.8 0.3 83.2 86.7 84.6 89.9 15.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 12 17 14 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,839 COMMITMENTS 52 860 76 12,449 11,901 12,577 12,837 1,262 1,002 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -310) -80 0 64 -540 -754 -556 -690 246 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.5 90.0 86.0 90.9 92.8 9.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 23 17 24 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,845 COMMITMENTS 0 510 0 45,335 45,015 45,335 45,525 510 320 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,756) 0 0 0 -2,756 -2,946 -2,756 -2,946 0 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 98.9 98.2 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 10 11 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,686 COMMITMENTS 0 9,360 0 638,686 629,326 638,686 638,686 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -57,152) 0 0 0 -57,152 -57,152 -57,152 -57,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 10 13 11 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,657 COMMITMENTS 0 0 0 30,295 30,657 30,295 30,657 362 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,225) 0 -460 0 -2,587 -1,765 -2,587 -2,225 362 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,396 COMMITMENTS 0 0 0 58,396 58,396 58,396 58,396 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -4,715) 0 0 0 -4,692 -4,715 -4,692 -4,715 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 14 14 14 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,007,527 COMMITMENTS 0 0 0 1007527 1007527 1007527 1007527 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -69,560) 0 0 0 -69,560 -69,560 -69,560 -69,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 12 15 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 203,341 COMMITMENTS 347 0 0 202,994 203,234 203,341 203,234 0 107 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -8,464) -506 0 0 -7,958 -8,441 -8,464 -8,441 0 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 20 25 21 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,584,041 COMMITMENTS 0 408 0 3584041 3583633 3584041 3584041 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -136,208) 0 -816 0 -136,208 -135,392 -136,208 -136,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 19 27 19 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,660 COMMITMENTS 5,208 1,600 132 55,320 58,418 60,660 60,150 0 510 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,667) -250 -115 0 -3,417 -3,807 -3,667 -3,922 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.6 0.2 91.2 96.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 1 24 20 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,134,411 COMMITMENTS 29,405 69,060 0 1105006 1065351 1134411 1134411 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -54,144) 0 -3,920 0 -54,144 -50,224 -54,144 -54,144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.1 0.0 97.4 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 0 21 25 23 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,824 COMMITMENTS 1,020 264 255 50,442 51,262 51,717 51,781 107 43 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,235) -575 41 -46 -2,591 -3,273 -3,212 -3,278 -23 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.5 0.5 97.3 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 20 19 21 21 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 968,183 COMMITMENTS 0 47,405 0 968,183 920,778 968,183 968,183 0 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -57,904) -9,776 1,880 -1,880 -46,248 -57,904 -57,904 -57,904 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 20 19 20 21 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,238 COMMITMENTS 672 300 148 27,013 27,484 27,833 27,932 405 306 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 122) 190 300 -343 255 165 102 122 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.1 0.5 95.7 97.3 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 3 40 38 44 42 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,351 COMMITMENTS 370 0 100 15,737 15,795 16,207 15,895 144 456 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -667) -75 0 35 -627 -667 -667 -632 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.6 96.2 96.6 99.1 97.2 0.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 20 14 22 15 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,542 COMMITMENTS 60 0 0 7,216 7,060 7,276 7,060 266 482 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,644) -150 0 -45 -1,378 -1,577 -1,573 -1,622 -71 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 95.7 93.6 96.5 93.6 3.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 21 22 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,297 COMMITMENTS 0 0 0 9,688 9,479 9,688 9,479 609 818 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -682) 0 0 0 -796 -953 -796 -953 114 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.1 92.1 94.1 92.1 5.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 15 14 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,471,226 COMMITMENTS 331,128 181,662 359,689 689,454 877,677 1380271 1419028 90,955 52,198 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 69,237) -2,056 11,028 54,638 12,827 2,439 65,409 68,105 3,828 1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 12.3 24.4 46.9 59.7 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 134 98 157 90 95 315 277 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,004 COMMITMENTS 36,760 16,820 7,292 147,543 144,173 191,595 168,285 37,409 60,719 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -13,572) 3,414 -340 -4,455 -14,641 -14,417 -15,682 -19,212 2,110 5,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 7.3 3.2 64.4 63.0 83.7 73.5 16.3 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 23 23 27 28 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,072 COMMITMENTS 378 954 150 30,432 29,796 30,960 30,900 112 172 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -13,360) -150 -1,237 0 -13,055 -11,968 -13,205 -13,205 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.1 0.5 97.9 95.9 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 2 2 39 31 43 35 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,000 COMMITMENTS 4,451 30,348 2,329 77,730 49,613 84,510 82,290 3,490 5,710 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 734) 0 277 599 -21 28 578 904 156 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 34.5 2.6 88.3 56.4 96.0 93.5 4.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 10 9 26 23 37 35 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,920 COMMITMENTS 4,425 640 0 9,465 13,145 13,890 13,785 30 135 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,275) -200 46 0 -2,080 -2,350 -2,280 -2,304 5 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 4.6 0.0 68.0 94.4 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 11 20 14 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,046 COMMITMENTS 17,030 2,607 339 2,866 19,428 20,235 22,374 2,811 672 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -168) 81 642 22 -122 -894 -19 -230 -149 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 11.3 1.5 12.4 84.3 87.8 97.1 12.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 85 16 8 20 29 111 50 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,620 COMMITMENTS 27,198 1,416 57 6,592 36,744 33,847 38,217 5,773 1,403 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 640) 1,354 257 -393 -406 679 555 543 85 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 3.6 0.1 16.6 92.7 85.4 96.5 14.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 86 12 2 20 36 106 50 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,115 COMMITMENTS 88,071 13,341 22,463 136,791 222,778 247,325 258,582 22,790 11,533 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -11,199) 3,006 -39 -1,771 -12,675 -7,493 -11,440 -9,303 241 -1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 4.9 8.3 50.6 82.5 91.6 95.7 8.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 80 14 35 73 87 168 126 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,542 COMMITMENTS 2,762 1,430 885 8,577 9,229 12,224 11,544 4,318 4,998 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,997) -310 261 -473 -3,360 -3,381 -4,143 -3,593 146 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 8.6 5.4 51.8 55.8 73.9 69.8 26.1 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 2 9 9 14 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,511 COMMITMENTS 250 100 113 4,048 4,198 4,411 4,411 100 100 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,659) 164 -100 -187 -1,599 -1,359 -1,622 -1,646 -37 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.2 2.5 89.7 93.1 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 20 22 23 25 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 45,584 COMMITMENTS 400 2,133 15 44,196 43,226 44,611 45,374 973 210 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -11,618) 170 -1,039 0 -11,773 -10,604 -11,603 -11,643 -15 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.7 0.0 97.0 94.8 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 3 1 33 33 35 36 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,355 COMMITMENTS 750 3,525 0 6,215 3,830 6,965 7,355 390 0 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,352) -100 0 0 -1,492 -1,352 -1,592 -1,352 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 47.9 0.0 84.5 52.1 94.7 100.0 5.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 19 14 21 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,261 COMMITMENTS 285 0 140 15,801 15,921 16,226 16,061 35 200 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,560) -1,576 0 0 -1,009 -2,640 -2,585 -2,640 25 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.9 97.2 97.9 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 27 21 30 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,752 COMMITMENTS 1,206 570 730 11,642 12,059 13,578 13,359 174 393 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,212) 595 -681 116 -2,773 -1,840 -2,062 -2,405 -150 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.1 5.3 84.7 87.7 98.7 97.1 1.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 3 3 27 32 32 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,148 COMMITMENTS 315 2,291 189 11,527 9,632 12,031 12,112 117 36 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,650) 0 -187 0 -2,677 -2,355 -2,677 -2,542 27 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 18.9 1.6 94.9 79.3 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 20 22 24 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,715 COMMITMENTS 6,739 1,028 2,503 21,993 27,944 31,235 31,475 480 240 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,999) -140 -214 -183 -1,653 -1,556 -1,976 -1,953 -23 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 3.2 7.9 69.3 88.1 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 5 28 28 37 33
Updated January 7, 2011