GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,151 COMMITMENTS 577 5,336 249 43,254 38,374 44,080 43,959 71 192 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -6,105) -57 -176 3 -6,070 -5,925 -6,124 -6,098 19 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 12.1 0.6 98.0 86.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 3 1 42 52 44 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,098 COMMITMENTS 0 0 0 20,950 20,873 20,950 20,873 148 225 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,703) 0 0 0 -3,737 -3,718 -3,737 -3,718 34 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 98.9 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 28 28 28 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,737 COMMITMENTS 1,072 261 223 7,021 7,808 8,316 8,292 1,421 1,445 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -704) -9 -73 12 -635 -670 -632 -731 -72 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.7 2.3 72.1 80.2 85.4 85.2 14.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 31 37 35 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,165 COMMITMENTS 495 110 221 5,784 6,046 6,500 6,377 665 788 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,496) -120 -95 -96 -1,397 -1,337 -1,613 -1,528 117 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.5 3.1 80.7 84.4 90.7 89.0 9.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 2 5 45 53 50 60 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,081 COMMITMENTS 564 0 445 1,343 2,232 2,352 2,677 729 404 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 148) -75 0 210 14 -154 149 56 -1 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 0.0 14.4 43.6 72.4 76.3 86.9 23.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 4 15 16 20 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,119 COMMITMENTS 20 70 80 1,589 1,672 1,689 1,822 430 297 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -395) -18 55 -55 -310 -262 -383 -262 -12 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 3.8 75.0 78.9 79.7 86.0 20.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 21 21 23 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,337 COMMITMENTS 0 0 0 2,331 2,337 2,331 2,337 6 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,050) 0 0 0 -2,017 -2,050 -2,017 -2,050 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 14 14 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,415 COMMITMENTS 0 0 0 14,115 14,400 14,115 14,400 300 15 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,815) 0 0 0 -4,800 -4,830 -4,800 -4,830 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.9 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 17 22 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,044 COMMITMENTS 77,068 39,546 34,746 153,842 212,529 265,656 286,821 44,388 23,223 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,828) -2,797 445 3,594 4,124 973 4,921 5,012 -1,093 -1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 12.8 11.2 49.6 68.5 85.7 92.5 14.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 63 21 43 70 83 153 135 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,428 COMMITMENTS 250 660 580 15,580 15,173 16,410 16,413 18 15 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,802) -167 -242 -50 -4,553 -4,460 -4,770 -4,752 -32 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.0 3.5 94.8 92.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 6 4 40 49 45 57 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,896 COMMITMENTS 600 155 295 6,701 7,146 7,596 7,596 300 300 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,075) -50 0 0 1,125 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.0 3.7 84.9 90.5 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 21 16 24 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 898,069 COMMITMENTS 143,752 369,006 285,151 390,365 205,217 819,268 859,374 78,801 38,695 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 66,501) 4,163 10,285 39,909 25,184 13,017 69,256 63,211 -2,755 3,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 41.1 31.8 43.5 22.9 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 92 104 131 82 72 261 240 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,435 COMMITMENTS 0 0 0 40,802 41,909 40,802 41,909 5,633 4,526 CHANGES FROM 02/01/11 (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 87.9 90.3 87.9 90.3 12.1 9.7 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 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,475 COMMITMENTS 0 0 0 42,697 48,930 42,697 48,930 10,778 4,545 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,724) 0 0 0 -2,872 -2,892 -2,872 -2,892 148 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.8 91.5 79.8 91.5 20.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 15 15 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,766 COMMITMENTS 2,326 1,811 3,354 34,233 32,391 39,913 37,556 5,853 8,210 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,084) 56 -505 -484 -2,620 -2,524 -3,048 -3,513 -1,036 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.0 7.3 74.8 70.8 87.2 82.1 12.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 10 17 13 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,023 COMMITMENTS 0 8,593 2,030 89,830 85,848 91,860 96,471 8,163 3,552 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -397) 0 -428 31 -428 0 -397 -397 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 2.0 89.8 85.8 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 3 18 25 21 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,698 COMMITMENTS 10,401 0 3,686 120,467 137,013 134,554 140,699 14,144 7,999 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -326) -166 0 57 394 -561 285 -504 -611 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 2.5 81.0 92.1 90.5 94.6 9.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 24 25 27 27 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,573,928 COMMITMENTS 516,720 77,588 814,175 1227872 1662138 2558767 2553901 15,161 20,027 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 41,939) 11,371 -1,183 6,591 24,062 36,415 42,024 41,823 -85 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 3.0 31.6 47.7 64.6 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 41 23 58 101 85 167 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,003,255 COMMITMENTS 193,810 79,755 190,018 615,923 729,650 999,751 999,423 3,504 3,832 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 20,291) 18,075 19,428 -3,863 7,434 5,172 21,646 20,737 -1,355 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 7.9 18.9 61.4 72.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 27 28 43 41 38 90 87 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,872 COMMITMENTS 15 995 61 10,680 9,597 10,756 10,653 116 219 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,482) 0 185 0 1,544 1,291 1,544 1,476 -62 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.2 0.6 98.2 88.3 98.9 98.0 1.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 2 29 29 31 33 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,410 COMMITMENTS 123 170 24 1,784 1,494 1,931 1,688 479 722 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -345) -12 -70 0 -277 -254 -289 -324 -56 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.1 1.0 74.0 62.0 80.1 70.0 19.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 17 17 18 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,613 COMMITMENTS 87 35 0 1,035 1,165 1,122 1,200 491 413 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -331) -38 35 0 -226 -110 -264 -75 -67 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.2 0.0 64.2 72.2 69.6 74.4 30.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 20 21 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,805 COMMITMENTS 8,528 1,284 588 35,577 44,017 44,693 45,889 2,112 916 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,662) 1,450 -12 52 1,422 2,432 2,924 2,472 -1,262 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 2.7 1.3 76.0 94.0 95.5 98.0 4.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 3 32 28 36 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,190 COMMITMENTS 102 530 92 13,705 13,590 13,899 14,212 1,291 978 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 210) 0 48 0 24 174 24 222 186 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.5 0.6 90.2 89.5 91.5 93.6 8.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 20 16 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,389 COMMITMENTS 148 3,342 220 27,845 26,795 28,213 30,357 3,176 1,032 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,354) 0 986 -70 1,870 438 1,800 1,354 -446 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.6 0.7 88.7 85.4 89.9 96.7 10.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 23 18 25 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,347 COMMITMENTS 100 446 40 9,747 10,027 9,887 10,513 1,460 834 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 42) 0 8 0 60 24 60 32 -18 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.9 0.4 85.9 88.4 87.1 92.7 12.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 11 17 13 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,073 COMMITMENTS 36 800 76 11,507 11,213 11,619 12,089 1,454 984 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -166) 0 0 0 -334 -166 -334 -166 168 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.1 0.6 88.0 85.8 88.9 92.5 11.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 22 17 23 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779 COMMITMENTS 0 468 0 50,290 50,163 50,290 50,631 489 148 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,459) 0 0 0 1,459 1,480 1,459 1,480 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 12 12 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 728,597 COMMITMENTS 0 13,824 0 728,597 714,773 728,597 728,597 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 12 15 13 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,631 COMMITMENTS 0 0 0 28,290 28,631 28,290 28,631 341 0 CHANGES FROM 02/01/11 (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 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,299 COMMITMENTS 0 0 0 61,299 61,299 61,299 61,299 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,335) 0 0 0 7,335 7,335 7,335 7,335 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: 27) 0 0 0 17 13 17 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,140 COMMITMENTS 0 0 0 1044140 1044140 1044140 1044140 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 111,685) 0 0 0 111,685 111,685 111,685 111,685 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 17 12 17 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,070 COMMITMENTS 200 0 0 195,870 196,070 196,070 196,070 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 5,513) 0 0 0 5,513 5,620 5,513 5,620 0 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 21 26 22 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,448,665 COMMITMENTS 1,056 0 0 3447609 3448665 3448665 3448665 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 87,295) 0 0 0 87,295 87,295 87,295 87,295 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: 39) 1 0 0 19 28 20 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,653 COMMITMENTS 6,030 1,600 132 54,491 58,411 60,653 60,143 0 510 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.6 0.2 89.8 96.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 24 20 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,179,976 COMMITMENTS 24,125 86,052 5,280 1150571 1088644 1179976 1179976 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 19,680) 0 0 0 19,680 19,680 19,680 19,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 7.3 0.4 97.5 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 1 25 25 27 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,487 COMMITMENTS 1,020 243 255 48,126 48,946 49,401 49,444 86 43 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.5 0.5 97.2 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 21 18 22 20 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,984 COMMITMENTS 0 2,536 190 28,476 26,024 28,666 28,750 318 234 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,040) 0 0 0 2,040 2,040 2,040 2,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.7 98.2 89.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 14 13 15 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,850 COMMITMENTS 510 86 0 15,851 16,445 16,361 16,531 489 319 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 42) 0 0 0 42 42 42 42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.5 0.0 94.1 97.6 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 15 19 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 974,536 COMMITMENTS 0 35,587 4,000 970,536 934,949 974,536 974,536 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 750) 0 750 0 19,486 0 19,486 750 -18,736 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.4 99.6 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 20 21 22 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,288 COMMITMENTS 45,691 0 13,845 422,752 468,443 482,288 482,288 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 94,080) 0 0 0 94,080 94,080 94,080 94,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 2.9 87.7 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 9 13 10 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,751 COMMITMENTS 526 25 106 22,701 23,370 23,333 23,501 418 250 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,226) -213 25 33 -4,076 -4,243 -4,256 -4,185 30 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.1 0.4 95.6 98.4 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 36 31 39 33 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,512 COMMITMENTS 921 0 0 15,198 16,027 16,119 16,027 393 485 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 451) 406 0 0 -114 406 292 406 159 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 92.0 97.1 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 17 16 19 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,986 COMMITMENTS 0 0 0 6,570 6,073 6,570 6,073 416 913 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -54) 0 0 0 -94 -108 -94 -108 40 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 86.9 94.0 86.9 6.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 20 15 20 15 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,827 COMMITMENTS 0 0 0 10,253 9,864 10,253 9,864 574 963 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 351) 0 0 0 326 414 326 414 25 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 91.1 94.7 91.1 5.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,606 COMMITMENTS 323,090 157,582 371,784 731,996 953,006 1426870 1482372 109,736 54,234 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,664) -1,835 -14,634 2,189 -5,250 18,980 -4,896 6,535 9,560 -1,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 10.3 24.2 47.6 62.0 92.9 96.5 7.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 142 92 172 93 104 331 291 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,092 COMMITMENTS 38,127 16,117 7,450 142,424 142,777 188,001 166,344 38,091 59,748 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,601) 963 127 597 3,141 -680 4,701 44 -2,100 2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 7.1 3.3 63.0 63.1 83.2 73.6 16.8 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 4 24 24 29 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,610 COMMITMENTS 355 1,644 100 30,987 29,719 31,442 31,463 168 147 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3) 0 78 0 143 125 143 203 -140 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.2 0.3 98.0 94.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 1 34 32 37 37 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,663 COMMITMENTS 5,611 28,126 2,039 74,748 49,510 82,398 79,675 3,265 5,988 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,967) 0 -2,410 -500 -1,464 526 -1,964 -2,384 -3 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 32.8 2.4 87.3 57.8 96.2 93.0 3.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 10 9 27 24 39 36 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,105 COMMITMENTS 7,035 1,263 1,675 20,650 26,961 29,360 29,899 2,745 2,206 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,734) 2,203 100 250 1,764 3,367 4,217 3,717 -483 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.9 5.2 64.3 84.0 91.4 93.1 8.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 3 15 16 23 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119 COMMITMENTS 3,800 969 0 10,319 13,054 14,119 14,023 0 96 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -105) 225 41 -450 120 370 -105 -39 0 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 6.9 0.0 73.1 92.5 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 0 18 19 24 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,519 COMMITMENTS 17,710 2,379 375 2,395 19,900 20,480 22,654 3,039 865 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,163) 1,009 168 -49 -57 1,037 903 1,156 260 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 10.1 1.6 10.2 84.6 87.1 96.3 12.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 90 17 7 23 34 116 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,810 COMMITMENTS 31,825 1,702 412 5,600 40,509 37,837 42,623 5,973 1,187 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,327) 744 288 30 279 1,048 1,053 1,366 274 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 3.9 0.9 12.8 92.5 86.4 97.3 13.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 95 12 6 21 37 121 51 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,204 COMMITMENTS 77,799 8,478 21,856 141,835 221,652 241,490 251,986 22,714 12,218 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -15,542) -4,675 -692 874 -12,120 -17,240 -15,921 -17,058 379 1,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 3.2 8.3 53.7 83.9 91.4 95.4 8.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 73 18 41 79 91 169 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,136 COMMITMENTS 2,225 2,497 958 14,406 14,279 17,589 17,734 4,547 4,402 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,033) 0 157 -100 805 711 705 768 328 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.3 4.3 65.1 64.5 79.5 80.1 20.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 13 15 19 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,970 COMMITMENTS 350 0 560 5,060 5,410 5,970 5,970 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,573) -100 -100 0 -1,423 -1,423 -1,523 -1,523 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 9.4 84.8 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 4 23 26 27 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,949 COMMITMENTS 630 2,865 9 51,318 49,745 51,957 52,619 992 330 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,949) -100 -389 -50 -4,064 -3,620 -4,214 -4,059 265 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.4 0.0 96.9 93.9 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 1 41 36 45 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,898 COMMITMENTS 0 0 0 18,753 18,898 18,753 18,898 145 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,003) 0 0 0 -983 -1,003 -983 -1,003 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 12 13 12 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,467 COMMITMENTS 150 3,950 50 6,927 3,467 7,127 7,467 340 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,095) -250 -300 0 -815 -795 -1,065 -1,095 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 52.9 0.7 92.8 46.4 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 1 27 21 28 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,692 COMMITMENTS 4,732 10 330 15,604 20,169 20,666 20,509 26 183 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -5,383) -210 10 40 -5,208 -5,414 -5,378 -5,364 -5 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 0.0 1.6 75.4 97.5 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 27 24 30 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,523 COMMITMENTS 5,391 1,642 908 12,025 15,853 18,324 18,403 199 120 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 210) 0 -53 0 167 273 167 220 43 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 8.9 4.9 64.9 85.6 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 3 31 33 37 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,708 COMMITMENTS 258 404 442 9,597 9,744 10,297 10,590 411 118 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 68) 0 89 27 -13 -48 14 68 54 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.8 4.1 89.6 91.0 96.2 98.9 3.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 27 25 33 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,276 COMMITMENTS 10,696 1,339 1,654 20,370 30,013 32,720 33,006 556 270 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 802) 1,050 161 -287 189 928 952 802 -150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 4.0 5.0 61.2 90.2 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 5 5 28 33 41 41 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,426 COMMITMENTS 1,512 225 324 11,499 12,743 13,335 13,292 3,091 3,134 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 2.0 70.0 77.6 81.2 80.9 18.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 16 17 17
Updated February 11, 2011