GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,574 COMMITMENTS 577 5,538 316 45,520 40,468 46,413 46,322 161 252 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,423) 0 202 67 2,266 2,094 2,333 2,363 90 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 11.9 0.7 97.7 86.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 3 1 41 52 43 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,199 COMMITMENTS 0 0 0 22,066 22,014 22,066 22,014 133 185 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,101) 0 0 0 1,116 1,141 1,116 1,141 -15 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 29 30 29 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,410 COMMITMENTS 1,091 300 247 7,634 8,565 8,972 9,112 1,438 1,298 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 673) 19 39 24 613 757 656 820 17 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 2.9 2.4 73.3 82.3 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 3 32 38 35 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,703 COMMITMENTS 609 135 302 6,386 6,653 7,297 7,090 406 613 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 538) 114 25 81 602 607 797 713 -259 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.8 3.9 82.9 86.4 94.7 92.0 5.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 3 6 46 51 53 59 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,462 COMMITMENTS 600 81 469 1,662 2,428 2,731 2,978 731 484 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 381) 36 81 24 319 196 379 301 2 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 2.3 13.5 48.0 70.1 78.9 86.0 21.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 4 19 19 24 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,377 COMMITMENTS 25 40 80 1,777 1,947 1,882 2,067 495 310 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 258) 5 -30 0 188 275 193 245 65 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.7 3.4 74.8 81.9 79.2 87.0 20.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 21 22 23 24 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,497 COMMITMENTS 0 0 0 3,491 3,497 3,491 3,497 6 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,160) 0 0 0 1,160 1,160 1,160 1,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 17 18 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,840 COMMITMENTS 0 0 0 16,540 16,825 16,540 16,825 300 15 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,425) 0 0 0 2,425 2,425 2,425 2,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 99.9 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 24 17 24 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 321,435 COMMITMENTS 75,555 39,622 37,889 162,899 215,491 276,343 293,002 45,092 28,433 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 11,391) -1,513 76 3,143 9,057 2,962 10,687 6,181 704 5,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 12.3 11.8 50.7 67.0 86.0 91.2 14.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 56 25 42 73 82 151 133 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,538 COMMITMENTS 250 710 580 16,690 16,233 17,520 17,523 18 15 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,110) 0 50 0 1,110 1,060 1,110 1,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.0 3.3 95.2 92.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 3 7 4 43 51 48 60 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,221 COMMITMENTS 550 455 295 7,076 7,171 7,921 7,921 300 300 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 325) -50 300 0 375 25 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 5.5 3.6 86.1 87.2 96.4 96.4 3.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 24 16 27 18 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,575 COMMITMENTS 0 200 0 1,575 1,325 1,575 1,525 0 50 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.7 0.0 100.0 84.1 100.0 96.8 0.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 12 12 12 14 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,965 COMMITMENTS 0 0 0 2,965 2,965 2,965 2,965 0 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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: 22) 0 0 0 10 16 10 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 944,994 COMMITMENTS 136,316 383,152 306,545 422,680 214,044 865,541 903,741 79,453 41,253 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 46,925) -7,436 14,146 21,394 32,315 8,827 46,273 44,367 652 2,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 40.5 32.4 44.7 22.7 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 89 117 136 79 72 258 248 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,840 COMMITMENTS 0 0 0 42,697 49,295 42,697 49,295 11,143 4,545 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 365) 0 0 0 0 365 0 365 365 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.3 91.6 79.3 91.6 20.7 8.4 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,192 COMMITMENTS 2,326 2,655 3,397 36,658 33,174 42,381 39,226 4,811 7,966 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,426) 0 844 43 2,425 783 2,468 1,670 -1,042 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.6 7.2 77.7 70.3 89.8 83.1 10.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 15 11 18 14 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,367 COMMITMENTS 420 8,678 1,748 89,036 85,513 91,204 95,939 8,163 3,428 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -656) 420 85 -282 -794 -335 -656 -532 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.7 1.8 89.6 86.1 91.8 96.6 8.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 18 25 20 28 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,029 COMMITMENTS 9,553 0 3,382 121,824 137,700 134,759 141,082 14,270 7,947 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 331) -848 0 -304 1,357 687 205 383 126 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 2.3 81.7 92.4 90.4 94.7 9.6 5.3 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,625,379 COMMITMENTS 501,200 88,316 839,955 1264356 1674701 2605511 2602972 19,868 22,407 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 51,451) -15,520 10,728 25,780 36,484 12,563 46,744 49,071 4,707 2,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 3.4 32.0 48.2 63.8 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 40 27 62 104 87 173 151 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,036,019 COMMITMENTS 179,435 84,687 210,222 641,536 737,074 1031193 1031983 4,826 4,036 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 32,764) -14,375 4,932 20,204 25,613 7,424 31,442 32,560 1,322 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 8.2 20.3 61.9 71.1 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 30 45 41 38 90 89 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,504 COMMITMENTS 63 975 101 11,276 10,348 11,440 11,424 64 80 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 632) 48 -20 40 596 751 684 771 -52 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.5 0.9 98.0 90.0 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 27 28 30 33 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,655 COMMITMENTS 87 26 0 1,015 1,186 1,102 1,212 553 443 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 42) 0 -9 0 -20 21 -20 12 62 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.6 0.0 61.3 71.7 66.6 73.2 33.4 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 17 19 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,985 COMMITMENTS 9,304 1,332 588 34,982 44,139 44,874 46,059 2,111 926 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 180) 776 48 0 -595 122 181 170 -1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 2.8 1.3 74.5 93.9 95.5 98.0 4.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 32 28 37 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,268 COMMITMENTS 102 582 86 13,765 13,592 13,953 14,260 1,315 1,008 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 78) 0 52 -6 60 2 54 48 24 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.8 0.6 90.2 89.0 91.4 93.4 8.6 6.6 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,635 COMMITMENTS 148 3,310 220 28,089 27,031 28,457 30,561 3,178 1,074 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 246) 0 -32 0 244 236 244 204 2 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.5 0.7 88.8 85.4 90.0 96.6 10.0 3.4 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,365 COMMITMENTS 100 464 40 9,765 10,027 9,905 10,531 1,460 834 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 18) 0 18 0 18 0 18 18 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.1 0.4 85.9 88.2 87.2 92.7 12.8 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,039 COMMITMENTS 36 800 76 11,535 11,379 11,647 12,255 1,392 784 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -34) 0 0 0 28 166 28 166 -62 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.1 0.6 88.5 87.3 89.3 94.0 10.7 6.0 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,800 COMMITMENTS 0 468 0 50,311 50,184 50,311 50,652 489 148 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 21) 0 0 0 21 21 21 21 0 0 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 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 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 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,545 COMMITMENTS 0 0 0 62,545 62,545 62,545 62,545 0 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,246) 0 0 0 1,246 1,246 1,246 1,246 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 16 13 16 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,091,020 COMMITMENTS 0 0 0 1091020 1091020 1091020 1091020 0 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 46,880) 0 0 0 46,880 46,880 46,880 46,880 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,204 COMMITMENTS 0 10 200 196,004 195,994 196,204 196,204 0 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 134) -200 10 200 134 -76 134 134 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 1 21 27 22 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,436,947 COMMITMENTS 1,056 0 0 3435891 3436947 3436947 3436947 0 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -11,718) 0 0 0 -11,718 -11,718 -11,718 -11,718 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,163 COMMITMENTS 6,030 1,600 132 55,001 58,921 61,163 60,653 0 510 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.6 0.2 89.9 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 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,762 COMMITMENTS 1,020 243 255 49,401 50,221 50,676 50,719 86 43 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,275) 0 0 0 1,275 1,275 1,275 1,275 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: 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 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,659 COMMITMENTS 510 86 0 16,446 17,254 16,956 17,340 703 319 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 809) 0 0 0 595 809 595 809 214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.5 0.0 93.1 97.7 96.0 98.2 4.0 1.8 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 02/15/11 | --------------------------------------------------------------| 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 02/08/11 (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 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,368 COMMITMENTS 45,691 0 13,845 516,832 562,523 576,368 576,368 0 0 CHANGES FROM 02/08/11 (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 7.9 0.0 2.4 89.7 97.6 100.0 100.0 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 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,708 COMMITMENTS 491 30 41 22,723 23,287 23,255 23,358 453 350 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -43) -35 5 -65 22 -83 -78 -143 35 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.1 0.2 95.8 98.2 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 38 33 41 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,772 COMMITMENTS 1,011 0 45 15,458 16,242 16,514 16,287 258 485 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 260) 90 0 45 260 215 395 260 -135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.3 92.2 96.8 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 19 18 22 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,062 COMMITMENTS 0 0 0 6,646 6,403 6,646 6,403 416 659 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 76) 0 0 0 76 330 76 330 0 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.1 90.7 94.1 90.7 5.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 16 19 16 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,907 COMMITMENTS 0 0 0 10,343 9,629 10,343 9,629 564 1,278 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 80) 0 0 0 90 -235 90 -235 -10 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 88.3 94.8 88.3 5.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 15 15 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,559,669 COMMITMENTS 321,167 155,653 396,471 730,682 947,238 1448320 1499362 111,349 60,307 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 23,063) -1,923 -1,929 24,687 -1,314 -5,768 21,450 16,990 1,613 6,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 10.0 25.4 46.8 60.7 92.9 96.1 7.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 148 92 159 96 104 332 285 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,890 COMMITMENTS 38,080 16,472 9,467 143,737 143,879 191,284 169,818 35,606 57,072 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 798) -47 355 2,017 1,313 1,102 3,283 3,474 -2,485 -2,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 7.3 4.2 63.4 63.4 84.3 74.8 15.7 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 5 24 24 30 31 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,901 COMMITMENTS 380 1,980 100 32,313 30,674 32,793 32,754 108 147 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,291) 25 336 0 1,326 955 1,351 1,291 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 6.0 0.3 98.2 93.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 1 36 37 39 42 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,218 COMMITMENTS 7,512 31,926 2,234 76,527 49,641 86,273 83,801 2,945 5,417 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,555) 1,901 3,800 195 1,779 131 3,875 4,126 -320 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 35.8 2.5 85.8 55.6 96.7 93.9 3.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 10 10 27 24 39 37 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,034 COMMITMENTS 9,199 53 1,725 15,871 24,078 26,795 25,856 3,239 4,178 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,071) 2,164 -1,210 50 -4,779 -2,883 -2,565 -4,043 494 1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.2 5.7 52.8 80.2 89.2 86.1 10.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 2 3 13 14 22 17 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,109 COMMITMENTS 3,800 969 0 11,309 14,044 15,109 15,013 0 96 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 990) 0 0 0 990 990 990 990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 6.4 0.0 74.8 93.0 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 0 19 19 25 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,803 COMMITMENTS 17,614 2,394 277 1,848 19,331 19,739 22,002 3,064 801 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -716) -96 15 -98 -547 -569 -741 -652 25 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 10.5 1.2 8.1 84.8 86.6 96.5 13.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 83 20 6 19 34 105 58 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,375 COMMITMENTS 30,124 1,240 467 5,221 38,571 35,812 40,278 5,563 1,097 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,435) -1,701 -462 55 -379 -1,938 -2,025 -2,345 -410 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.8 3.0 1.1 12.6 93.2 86.6 97.3 13.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 93 10 8 19 36 117 51 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,250 COMMITMENTS 76,364 12,628 20,756 156,503 230,638 253,623 264,022 22,627 12,228 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 12,046) -1,435 4,150 -1,100 14,668 8,986 12,133 12,036 -87 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 4.6 7.5 56.7 83.5 91.8 95.6 8.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 72 20 42 80 95 169 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,621 COMMITMENTS 2,325 2,265 1,277 16,277 15,338 19,879 18,880 3,742 4,741 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,485) 100 -232 319 1,871 1,059 2,290 1,146 -805 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 9.6 5.4 68.9 64.9 84.2 79.9 15.8 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 3 15 16 21 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,453 COMMITMENTS 350 0 660 5,393 5,743 6,403 6,403 50 50 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 483) 0 0 100 333 333 433 433 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 10.2 83.6 89.0 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 4 25 27 29 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,683 COMMITMENTS 530 2,745 9 53,432 51,659 53,971 54,413 712 270 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,734) -100 -120 0 2,114 1,914 2,014 1,794 -280 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.0 0.0 97.7 94.5 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 1 41 35 45 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,668 COMMITMENTS 0 0 0 19,523 19,668 19,523 19,668 145 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 770) 0 0 0 770 770 770 770 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 14 14 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,742 COMMITMENTS 50 3,900 150 7,202 3,692 7,402 7,742 340 0 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 275) -100 -50 100 275 225 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 50.4 1.9 93.0 47.7 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 27 22 29 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,714 COMMITMENTS 4,767 10 480 16,441 21,076 21,688 21,566 26 148 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,022) 35 0 150 837 907 1,022 1,057 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.0 2.2 75.7 97.1 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 29 24 32 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,911 COMMITMENTS 5,789 2,047 944 12,060 15,805 18,793 18,796 118 115 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 388) 398 405 36 35 -48 469 393 -81 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 10.8 5.0 63.8 83.6 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 2 4 31 36 39 41 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,891 COMMITMENTS 258 231 453 9,695 10,116 10,406 10,800 485 91 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 183) 0 -173 11 98 372 109 210 74 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.1 4.2 89.0 92.9 95.5 99.2 4.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 4 26 24 32 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,498 COMMITMENTS 10,460 1,450 1,704 20,298 29,834 32,462 32,988 1,036 510 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 222) -236 111 50 -72 -179 -258 -18 480 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 4.3 5.1 60.6 89.1 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 5 5 27 31 40 39 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,797 COMMITMENTS 1,980 283 350 11,637 13,041 13,967 13,674 2,830 3,123 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 371) 468 58 26 138 298 632 382 -261 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 1.7 2.1 69.3 77.6 83.2 81.4 16.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 15 16 18 18
Updated February 18, 2011