GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,261 COMMITMENTS 934 2,956 75 40,142 37,893 41,151 40,924 110 337 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,042) 0 921 0 1,109 108 1,109 1,029 -67 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 7.2 0.2 97.3 91.8 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 1 36 46 39 50 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,299 COMMITMENTS 300 0 0 23,885 24,089 24,185 24,089 114 210 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 380) 100 0 0 280 380 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.3 99.1 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 25 27 26 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,908 COMMITMENTS 615 223 87 6,678 7,054 7,380 7,364 1,528 1,544 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 487) 264 20 -15 250 557 499 562 -12 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.5 1.0 75.0 79.2 82.8 82.7 17.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 32 35 36 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,281 COMMITMENTS 480 380 170 6,224 6,217 6,874 6,767 407 514 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 625) 106 26 33 559 599 698 658 -73 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 5.2 2.3 85.5 85.4 94.4 92.9 5.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 5 4 5 47 54 53 62 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,859 COMMITMENTS 30 25 55 1,454 1,434 1,539 1,514 320 345 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 75) 0 -10 0 26 88 26 78 49 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.3 3.0 78.2 77.1 82.8 81.4 17.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 20 22 21 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,287 COMMITMENTS 200 0 0 4,048 4,287 4,248 4,287 39 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 519) 0 0 0 500 519 500 519 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 94.4 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 15 13 15 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,739 COMMITMENTS 25 0 0 16,399 16,739 16,424 16,739 315 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 514) 25 0 0 489 514 514 514 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 98.0 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 15 24 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,256 COMMITMENTS 74,151 31,776 32,061 158,411 221,608 264,623 285,445 44,633 23,811 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 10,929) 1,492 4,889 -1,727 9,566 6,666 9,331 9,828 1,598 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 10.3 10.4 51.2 71.7 85.6 92.3 14.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 60 23 43 70 83 155 132 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,410 COMMITMENTS 442 642 400 16,518 16,293 17,360 17,335 50 75 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,945) 0 -50 0 1,945 1,985 1,945 1,935 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.7 2.3 94.9 93.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 4 5 3 45 45 50 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,336 COMMITMENTS 1,395 0 0 4,641 6,036 6,036 6,036 300 300 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 730) -50 0 0 780 730 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.0 0.0 73.2 95.3 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 19 15 22 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 852,133 COMMITMENTS 138,674 360,237 242,758 387,972 212,942 769,404 815,937 82,729 36,196 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 34,341) 482 23,010 14,934 20,260 -1,585 35,676 36,359 -1,335 -2,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 42.3 28.5 45.5 25.0 90.3 95.8 9.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 82 99 119 81 73 250 224 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,149 COMMITMENTS 0 0 0 44,180 44,839 44,180 44,839 5,969 5,310 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,712) 0 0 0 -1,712 -1,712 -1,712 -1,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 89.4 88.1 89.4 11.9 10.6 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 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,207 COMMITMENTS 0 0 0 43,149 51,114 43,149 51,114 11,058 3,093 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 428) 0 0 0 -304 428 -304 428 732 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.6 94.3 79.6 94.3 20.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,004 COMMITMENTS 2,270 3,136 3,838 37,695 33,337 43,803 40,311 6,201 9,693 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 -428 0 0 428 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.3 7.7 75.4 66.7 87.6 80.6 12.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 9 17 12 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,023 COMMITMENTS 0 11,219 1,532 94,175 87,209 95,707 99,960 9,316 5,063 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -564) 0 -254 180 -856 -502 -676 -576 112 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 1.5 89.7 83.0 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 3 19 24 22 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,330 COMMITMENTS 10,648 0 5,157 122,388 139,515 138,193 144,672 14,137 7,658 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,634) 1,279 0 -1,128 3,269 4,714 3,420 3,586 214 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 3.4 80.3 91.6 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 2 25 27 29 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,547,567 COMMITMENTS 546,806 98,994 786,815 1193835 1641611 2527456 2527420 20,111 20,147 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 29,449) 10,081 -8,851 7,272 12,567 31,829 29,920 30,250 -471 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 3.9 30.9 46.9 64.4 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 42 23 61 102 85 169 147 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 986,086 COMMITMENTS 178,358 76,860 191,477 612,502 713,688 982,337 982,025 3,749 4,061 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 19,664) -4,696 -11,134 20,772 4,187 11,134 20,263 20,772 -599 -1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 7.8 19.4 62.1 72.4 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 34 21 43 41 38 93 84 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,340 COMMITMENTS 390 105 105 7,470 7,450 7,965 7,660 375 680 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 355) 0 -30 15 145 150 160 135 195 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.3 1.3 89.6 89.3 95.5 91.8 4.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 14 18 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,395 COMMITMENTS 25 832 114 9,135 8,231 9,274 9,177 121 218 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 596) 10 55 -45 615 530 580 540 16 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 8.9 1.2 97.2 87.6 98.7 97.7 1.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 27 30 30 34 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,784 COMMITMENTS 188 315 24 2,052 1,655 2,264 1,994 520 790 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 98) 17 0 -5 78 28 90 23 8 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 11.3 0.9 73.7 59.4 81.3 71.6 18.7 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 17 16 19 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,083 COMMITMENTS 7,396 1,314 890 35,325 42,941 43,611 45,145 3,472 1,938 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 602) 100 -20 0 478 530 578 510 24 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 2.8 1.9 75.0 91.2 92.6 95.9 7.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 4 29 29 33 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,341 COMMITMENTS 0 672 20 13,803 13,551 13,823 14,243 1,518 1,098 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 30) 0 18 0 8 14 8 32 22 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.1 90.0 88.3 90.1 92.8 9.9 7.2 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 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,121 COMMITMENTS 150 2,312 350 26,750 27,051 27,250 29,713 3,871 1,408 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -106) 0 -10 0 -154 -96 -154 -106 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.4 1.1 86.0 86.9 87.6 95.5 12.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 18 24 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,628 COMMITMENTS 130 450 40 9,678 10,314 9,848 10,804 1,780 824 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 84) 0 88 0 84 -4 84 84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.9 0.3 83.2 88.7 84.7 92.9 15.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 11 16 13 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,965 COMMITMENTS 52 860 76 12,575 12,027 12,703 12,963 1,262 1,002 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 132) 0 0 0 132 132 132 132 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.5 90.0 86.1 91.0 92.8 9.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 23 18 24 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,101 COMMITMENTS 0 510 0 46,591 46,401 46,591 46,911 510 190 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 86) 0 0 0 86 216 86 216 0 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 98.9 98.5 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 11 12 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 676,918 COMMITMENTS 0 9,360 0 676,918 667,558 676,918 676,918 0 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 16,872) 0 0 0 16,872 16,872 16,872 16,872 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 11 16 12 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| 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 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 01/18/11 | --------------------------------------------------------------| 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 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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: 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 01/18/11 | --------------------------------------------------------------| 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 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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: 24) 0 0 0 15 13 15 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 201,413 COMMITMENTS 347 0 0 201,066 201,306 201,413 201,306 0 107 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,690) 0 0 0 -1,690 -1,690 -1,690 -1,690 0 0 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 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,576,946 COMMITMENTS 0 408 0 3576946 3576538 3576946 3576946 0 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 26 19 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| 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 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,046 COMMITMENTS 29,405 69,060 0 1102761 1068986 1132166 1138046 5,880 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 17,480) 0 0 0 11,600 17,480 11,600 17,480 5,880 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.1 0.0 96.9 93.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 0 22 25 24 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,354 COMMITMENTS 1,020 264 255 49,972 50,792 51,247 51,311 107 43 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 21 19 22 21 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,051 COMMITMENTS 510 0 0 16,031 16,732 16,541 16,732 510 319 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 94.0 98.1 97.0 98.1 3.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 13 18 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 972,953 COMMITMENTS 0 42,635 4,770 968,183 925,548 972,953 972,953 0 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.5 99.5 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 19 21 21 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,953 COMMITMENTS 479 0 101 26,000 26,586 26,580 26,687 373 266 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 562) -30 0 3 589 559 562 562 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.4 96.5 98.6 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 0 2 36 36 39 38 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,713 COMMITMENTS 490 0 60 16,019 16,197 16,569 16,257 144 456 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 35) -5 0 -45 85 80 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.4 95.8 96.9 99.1 97.3 0.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 17 22 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,855 COMMITMENTS 180 0 0 7,275 7,226 7,455 7,226 400 629 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 211) 0 0 0 137 139 137 139 74 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 92.6 92.0 94.9 92.0 5.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 20 23 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,677 COMMITMENTS 0 0 0 9,938 9,740 9,938 9,740 739 937 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 290) 0 0 0 110 405 110 405 180 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 91.2 93.1 91.2 6.9 8.8 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 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,491,996 COMMITMENTS 326,830 160,279 353,968 714,813 924,316 1395611 1438563 96,385 53,433 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -9,592) -10,409 -7,875 -10,962 5,595 11,457 -15,776 -7,380 6,184 -2,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 10.7 23.7 47.9 62.0 93.5 96.4 6.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 133 82 155 91 101 309 273 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,357 COMMITMENTS 37,248 17,499 7,076 150,074 149,616 194,398 174,191 35,959 56,166 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,300) 593 351 -378 -2,710 -2,480 -2,495 -2,507 1,195 1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 7.6 3.1 65.1 64.9 84.4 75.6 15.6 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 4 25 25 30 31 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,560 COMMITMENTS 420 996 108 35,920 35,307 36,448 36,411 112 149 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,996) 17 42 -42 3,021 2,996 2,996 2,996 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.7 0.3 98.2 96.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 2 42 35 46 39 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,398 COMMITMENTS 4,451 29,033 2,336 76,937 50,279 83,724 81,648 3,674 5,750 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -50 270 -50 270 170 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 33.2 2.7 88.0 57.5 95.8 93.4 4.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 9 9 26 23 37 34 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,239 COMMITMENTS 4,725 738 0 10,514 14,339 15,239 15,077 0 162 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 120) 0 0 0 270 270 270 270 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 4.8 0.0 69.0 94.1 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 0 17 20 20 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,597 COMMITMENTS 16,875 2,382 449 2,573 18,950 19,897 21,781 2,700 816 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 409) 392 -102 12 -47 285 357 195 52 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 10.5 2.0 11.4 83.9 88.1 96.4 11.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 87 16 6 25 34 115 55 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,604 COMMITMENTS 31,204 1,387 34 4,795 38,626 36,033 40,047 5,571 1,557 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,631) 4,835 -255 -140 -1,699 2,627 2,996 2,232 -365 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 3.3 0.1 11.5 92.8 86.6 96.3 13.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 102 11 2 20 36 124 48 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 287,146 COMMITMENTS 84,087 11,563 25,008 156,207 238,218 265,302 274,789 21,844 12,357 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 10,853) -2,834 -957 1,602 11,420 8,784 10,188 9,429 665 1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 4.0 8.7 54.4 83.0 92.4 95.7 7.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 75 23 38 81 98 175 142 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,538 COMMITMENTS 2,177 2,053 1,260 13,711 12,977 17,148 16,290 3,390 4,248 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,006) -435 273 375 1,020 957 960 1,605 46 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.0 6.1 66.8 63.2 83.5 79.3 16.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 13 14 19 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,944 COMMITMENTS 500 100 313 5,031 5,431 5,844 5,844 100 100 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 883) 300 0 150 533 733 983 883 -100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.7 5.3 84.6 91.4 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 2 20 26 25 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,162 COMMITMENTS 125 3,404 9 48,885 46,689 49,019 50,102 1,143 60 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,268) -100 -100 0 2,393 2,443 2,293 2,343 -25 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.8 0.0 97.5 93.1 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 2 1 36 34 38 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,801 COMMITMENTS 0 0 0 18,567 18,801 18,567 18,801 234 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 630) 0 0 0 630 630 630 630 0 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: 21) 0 0 0 14 14 14 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,755 COMMITMENTS 250 3,950 150 6,965 3,655 7,365 7,755 390 0 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 150) -150 50 150 150 -50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 50.9 1.9 89.8 47.1 95.0 100.0 5.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 21 17 23 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,804 COMMITMENTS 2,107 0 240 18,412 20,354 20,759 20,594 45 210 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,944) 810 0 150 1,982 2,792 2,942 2,942 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.0 1.2 88.5 97.8 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 2 30 23 33 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,022 COMMITMENTS 3,693 1,063 1,022 12,133 14,772 16,848 16,857 174 165 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,527) 1,475 152 0 52 1,375 1,527 1,527 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 6.2 6.0 71.3 86.8 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 3 31 33 36 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,592 COMMITMENTS 134 1,674 303 12,038 10,579 12,475 12,556 117 36 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -2) -166 -264 99 65 163 -2 -2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 13.3 2.4 95.6 84.0 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 4 4 24 23 30 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,860 COMMITMENTS 9,193 1,220 2,443 21,660 29,957 33,296 33,620 564 240 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,266) 1,962 0 0 -600 1,266 1,362 1,266 -96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 3.6 7.2 64.0 88.5 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 11 2 4 28 30 41 35
Updated January 21, 2011