GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 37,050: 2,499 673 60 34,383 35,842 36,942 36,575: 108 475 Old : 37,050: 2,499 673 60 34,383 35,842 36,942 36,575: 108 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,902: 282 135 60 1,560 1,681 1,902 1,876: 0 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.8 0.2 92.8 96.7 99.7 98.7: 0.3 1.3 Old : 100.0: 6.7 1.8 0.2 92.8 96.7 99.7 98.7: 0.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 2 2 1 41 48 43 51: Old : 58: 2 2 1 41 48 43 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2 Old : 29.7 32.5 51.7 50.1 20.7 16.3 30.8 25.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,820: 0 0 0 12,706 12,708 12,706 12,708: 114 112 Old : 12,820: 0 0 0 12,706 12,708 12,706 12,708: 114 112 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -217: 0 0 0 -217 -239 -217 -239: 0 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Old : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 24 29 24 29: Old : 36: 0 0 0 24 29 24 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7 Old : 39.9 42.1 66.4 67.9 36.3 37.6 56.5 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,233: 137 487 163 8,557 8,125 8,857 8,775: 1,376 1,458 Old : 10,233: 137 487 163 8,557 8,125 8,857 8,775: 1,376 1,458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 405: 0 5 55 421 301 476 361: -71 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 4.8 1.6 83.6 79.4 86.6 85.8: 13.4 14.2 Old : 100.0: 1.3 4.8 1.6 83.6 79.4 86.6 85.8: 13.4 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 2 2 32 36 35 38: Old : 42: 1 2 2 32 36 35 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 25.4 49.8 40.1 16.0 10.5 22.6 18.3 Old : 32.7 25.4 49.8 40.1 16.0 10.5 22.6 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,612: 420 113 282 7,268 7,227 7,970 7,622: 642 990 Old : 8,612: 420 113 282 7,268 7,227 7,970 7,622: 642 990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 365: 11 15 -20 347 348 338 343: 27 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 1.3 3.3 84.4 83.9 92.5 88.5: 7.5 11.5 Old : 100.0: 4.9 1.3 3.3 84.4 83.9 92.5 88.5: 7.5 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 4 3 4 46 53 52 58: Old : 63: 4 3 4 46 53 52 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6 Old : 27.9 24.9 44.8 37.9 14.2 17.3 24.7 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,060: 850 225 15 1,615 2,551 2,480 2,791: 580 269 Old : 3,060: 850 225 15 1,615 2,551 2,480 2,791: 580 269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 28: -130 -130 10 158 173 38 53: -10 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 7.4 0.5 52.8 83.4 81.0 91.2: 19.0 8.8 Old : 100.0: 27.8 7.4 0.5 52.8 83.4 81.0 91.2: 19.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 2 18 18 21 20: Old : 26: 1 2 2 18 18 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2 Old : 45.9 42.6 63.9 65.3 44.0 30.4 49.5 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,421: 20 0 30 1,008 931 1,058 961: 363 460 Old : 1,421: 20 0 30 1,008 931 1,058 961: 363 460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 2.1 70.9 65.5 74.5 67.6: 25.5 32.4 Old : 100.0: 1.4 0.0 2.1 70.9 65.5 74.5 67.6: 25.5 32.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 16 14 17 15: Old : 20: 1 0 1 16 14 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7 Old : 39.0 38.8 56.2 56.0 23.2 22.2 31.9 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,546: 0 90 50 1,041 1,092 1,091 1,232: 455 314 Old : 1,546: 0 90 50 1,041 1,092 1,091 1,232: 455 314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 111: 0 0 0 137 90 137 90: -26 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.8 3.2 67.3 70.6 70.6 79.7: 29.4 20.3 Old : 100.0: 0.0 5.8 3.2 67.3 70.6 70.6 79.7: 29.4 20.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 1 15 15 16 17: Old : 21: 0 1 1 15 15 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6 Old : 38.5 46.6 53.0 63.3 28.7 35.1 34.7 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 9,749: 0 0 0 9,599 9,467 9,599 9,467: 150 282 Old : 9,749: 0 0 0 9,599 9,467 9,599 9,467: 150 282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 555: 0 0 0 555 555 555 555: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.5 97.1 98.5 97.1: 1.5 2.9 Old : 100.0: 0.0 0.0 0.0 98.5 97.1 98.5 97.1: 1.5 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 20 17 20 17: Old : 27: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3 Old : 59.9 67.8 80.7 83.6 55.7 66.6 71.5 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,590: 0 3,209 30 16,510 13,301 16,540 16,540: 50 50 Old : 16,590: 0 3,209 30 16,510 13,301 16,540 16,540: 50 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 2,057: 0 360 0 2,057 1,697 2,057 2,057: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.3 0.2 99.5 80.2 99.7 99.7: 0.3 0.3 Old : 100.0: 0.0 19.3 0.2 99.5 80.2 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 1 30 22 31 23: Old : 33: 0 1 1 30 22 31 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2 Old : 40.1 56.1 66.0 79.7 31.9 48.9 50.1 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 364,675: 59,612 25,615 57,896 204,724 252,307 322,232 335,818: 42,443 28,857 Old : 364,675: 59,612 25,615 57,896 204,724 252,307 322,232 335,818: 42,443 28,857 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 13,792: 3,477 -257 2,443 5,588 10,376 11,508 12,562: 2,283 1,230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 7.0 15.9 56.1 69.2 88.4 92.1: 11.6 7.9 Old : 100.0: 16.3 7.0 15.9 56.1 69.2 88.4 92.1: 11.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 156: 40 25 42 75 84 141 127: Old : 156: 40 25 42 75 84 141 127: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 19.7 28.5 33.1 10.1 10.4 16.7 15.9 Old : 17.8 19.7 28.5 33.1 10.1 10.4 16.7 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 116,302: 0 6,512 30,660 79,809 75,336 110,469 112,508: 5,834 3,795 Old : 116,302: 0 6,512 30,660 79,809 75,336 110,469 112,508: 5,834 3,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,225: 0 402 236 1,076 614 1,312 1,252: -87 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.6 26.4 68.6 64.8 95.0 96.7: 5.0 3.3 Old : 100.0: 0.0 5.6 26.4 68.6 64.8 95.0 96.7: 5.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 9 9 11 11 20 20: Old : 20: 0 9 9 11 11 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 58.2 73.7 78.2 12.2 12.4 13.9 14.6 Old : 49.2 58.2 73.7 78.2 12.2 12.4 13.9 14.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 15,681: 2,596 680 155 12,930 14,846 15,681 15,681: 0 0 Old : 15,681: 2,596 680 155 12,930 14,846 15,681 15,681: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 487: -230 150 -20 837 457 587 587: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 4.3 1.0 82.5 94.7 100.0 100.0: 0.0 0.0 Old : 100.0: 16.6 4.3 1.0 82.5 94.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 6 3 2 44 37 51 42: Old : 62: 6 3 2 44 37 51 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9 Old : 31.5 37.0 50.9 54.6 27.0 36.4 37.5 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,871: 1,445 810 120 6,285 6,896 7,850 7,826: 21 45 Old : 7,871: 1,445 810 120 6,285 6,896 7,850 7,826: 21 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -60: -60 0 0 0 -60 -60 -60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 10.3 1.5 79.9 87.6 99.7 99.4: 0.3 0.6 Old : 100.0: 18.4 10.3 1.5 79.9 87.6 99.7 99.4: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 5 2 1 20 17 26 19: Old : 37: 5 2 1 20 17 26 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2 Old : 36.8 46.7 59.6 73.8 36.8 46.5 54.8 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,036,993: 157,716 315,548 398,355 390,826 275,739 946,898 989,642: 90,095 47,350 Old : 1,036,993: 157,716 315,548 398,355 390,826 275,739 946,898 989,642: 90,095 47,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -5,247: -11,353 -18,978 21,284 -22,165 -6,459 -12,234 -4,153: 6,987 -1,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 30.4 38.4 37.7 26.6 91.3 95.4: 8.7 4.6 Old : 100.0: 15.2 30.4 38.4 37.7 26.6 91.3 95.4: 8.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 328: 121 107 159 78 78 293 264: Old : 328: 121 107 159 78 78 293 264: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.9 21.8 29.7 33.2 13.0 12.1 19.4 19.6 Old : 16.9 21.8 29.7 33.2 13.0 12.1 19.4 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 41,637: 0 0 0 31,826 37,827 31,826 37,827: 9,811 3,810 Old : 41,637: 0 0 0 31,826 37,827 31,826 37,827: 9,811 3,810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 76.4 90.8 76.4 90.8: 23.6 9.2 Old : 100.0: 0.0 0.0 0.0 76.4 90.8 76.4 90.8: 23.6 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 14 14 14: Old : 20: 0 0 0 14 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3 Old : 47.2 53.3 63.2 76.6 41.5 48.8 52.1 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 36,187: 1,657 178 2,178 28,793 29,478 32,628 31,834: 3,559 4,353 Old : 36,187: 1,657 178 2,178 28,793 29,478 32,628 31,834: 3,559 4,353 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 12: 0 0 0 0 12 0 12: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.5 6.0 79.6 81.5 90.2 88.0: 9.8 12.0 Old : 100.0: 4.6 0.5 6.0 79.6 81.5 90.2 88.0: 9.8 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 14 15 17 18: Old : 22: 2 1 3 14 15 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 49.2 70.1 69.0 48.5 47.7 60.2 60.5 Old : 50.4 49.2 70.1 69.0 48.5 47.7 60.2 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,643,134: 95,866 86,750 503,681 1,036,700 1,047,987 1,636,247 1,638,418: 6,888 4,716 Old : 1,643,134: 95,866 86,750 503,681 1,036,700 1,047,987 1,636,247 1,638,418: 6,888 4,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -2,716: 4,573 1,727 -4,841 -3,018 24 -3,287 -3,091: 570 375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 5.3 30.7 63.1 63.8 99.6 99.7: 0.4 0.3 Old : 100.0: 5.8 5.3 30.7 63.1 63.8 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 44 36 66 68 68 142 140: Old : 154: 44 36 66 68 68 142 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 35.7 55.0 54.5 3.9 4.6 7.0 7.5 Old : 33.6 35.7 55.0 54.5 3.9 4.6 7.0 7.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 53,223: 4,997 6,929 30,814 16,820 14,434 52,632 52,178: 591 1,045 Old : 53,223: 4,997 6,929 30,814 16,820 14,434 52,632 52,178: 591 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,396: -3,083 -1,096 3,601 867 -1,171 1,385 1,334: 11 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 13.0 57.9 31.6 27.1 98.9 98.0: 1.1 2.0 Old : 100.0: 9.4 13.0 57.9 31.6 27.1 98.9 98.0: 1.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 9 13 16 16 21 34 41: Old : 44: 9 13 16 16 21 34 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 64.0 87.4 80.3 14.6 10.1 18.3 14.9 Old : 71.2 64.0 87.4 80.3 14.6 10.1 18.3 14.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 78,325: 0 7,579 2,723 70,900 63,730 73,623 74,032: 4,702 4,293 Old : 78,325: 0 7,579 2,723 70,900 63,730 73,623 74,032: 4,702 4,293 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 757: 0 484 89 668 228 757 801: 0 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.7 3.5 90.5 81.4 94.0 94.5: 6.0 5.5 Old : 100.0: 0.0 9.7 3.5 90.5 81.4 94.0 94.5: 6.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 3 3 17 24 20 27: Old : 32: 0 3 3 17 24 20 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 41.8 73.5 63.3 45.5 37.1 58.2 51.2 Old : 48.0 41.8 73.5 63.3 45.5 37.1 58.2 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 66,960: 4,367 0 909 51,961 56,279 57,237 57,188: 9,723 9,772 Old : 66,960: 4,367 0 909 51,961 56,279 57,237 57,188: 9,723 9,772 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 6: 0 0 0 3 6 3 6: 3 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 0.0 1.4 77.6 84.0 85.5 85.4: 14.5 14.6 Old : 100.0: 6.5 0.0 1.4 77.6 84.0 85.5 85.4: 14.5 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 14 17 15 18: Old : 20: 1 0 1 14 17 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 52.1 77.1 70.4 49.0 51.0 59.0 60.9 Old : 60.1 52.1 77.1 70.4 49.0 51.0 59.0 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 119,082: 4,451 504 3,203 98,999 108,643 106,653 112,350: 12,429 6,732 Old : 119,082: 4,451 504 3,203 98,999 108,643 106,653 112,350: 12,429 6,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 72: -16 -92 4 80 130 68 42: 4 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.4 2.7 83.1 91.2 89.6 94.3: 10.4 5.7 Old : 100.0: 3.7 0.4 2.7 83.1 91.2 89.6 94.3: 10.4 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 2 23 26 26 28: Old : 34: 2 1 2 23 26 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.0 36.7 58.8 58.1 29.0 34.5 42.2 49.3 Old : 37.0 36.7 58.8 58.1 29.0 34.5 42.2 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,546,660: 503,390 55,203 709,790 1,302,460 1,757,239 2,515,640 2,522,232: 31,020 24,428 Old : 2,546,660: 503,390 55,203 709,790 1,302,460 1,757,239 2,515,640 2,522,232: 31,020 24,428 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 17,266: 1,460 1,468 5,818 10,269 10,054 17,547 17,340: -281 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 2.2 27.9 51.1 69.0 98.8 99.0: 1.2 1.0 Old : 100.0: 19.8 2.2 27.9 51.1 69.0 98.8 99.0: 1.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 177: 47 18 52 105 96 171 149: Old : 177: 47 18 52 105 96 171 149: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 29.5 33.8 47.4 11.4 20.5 18.7 30.5 Old : 21.5 29.5 33.8 47.4 11.4 20.5 18.7 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,000,392: 145,494 99,306 168,952 681,612 727,322 996,058 995,580: 4,334 4,812 Old : 1,000,392: 145,494 99,306 168,952 681,612 727,322 996,058 995,580: 4,334 4,812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 18,980: 11,562 5,152 7,178 9 7,266 18,749 19,596: 231 -616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 9.9 16.9 68.1 72.7 99.6 99.5: 0.4 0.5 Old : 100.0: 14.5 9.9 16.9 68.1 72.7 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 99: 24 24 36 48 42 89 85: Old : 99: 24 24 36 48 42 89 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 36.4 49.4 59.4 16.5 28.5 26.4 37.8 Old : 32.5 36.4 49.4 59.4 16.5 28.5 26.4 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 16,807: 32 1,441 125 16,510 15,034 16,667 16,600: 140 207 Old : 16,807: 32 1,441 125 16,510 15,034 16,667 16,600: 140 207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,266: -31 272 55 1,205 925 1,229 1,252: 37 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 8.6 0.7 98.2 89.5 99.2 98.8: 0.8 1.2 Old : 100.0: 0.2 8.6 0.7 98.2 89.5 99.2 98.8: 0.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 1 8 5 36 43 42 51: Old : 62: 1 8 5 36 43 42 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 46.5 66.4 60.7 37.9 35.7 54.6 47.2 Old : 43.6 46.5 66.4 60.7 37.9 35.7 54.6 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 1,080: 50 0 0 1,028 1,070 1,078 1,070: 2 10 Old : 1,080: 50 0 0 1,028 1,070 1,078 1,070: 2 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.0 0.0 95.2 99.1 99.8 99.1: 0.2 0.9 Old : 100.0: 4.6 0.0 0.0 95.2 99.1 99.8 99.1: 0.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 0 13 12 15 12: Old : 21: 2 0 0 13 12 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 72.0 85.0 89.4 51.9 68.8 72.2 78.1 Old : 59.3 72.0 85.0 89.4 51.9 68.8 72.2 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,244: 43 210 95 1,481 1,134 1,619 1,439: 625 805 Old : 2,244: 43 210 95 1,481 1,134 1,619 1,439: 625 805 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 52: 24 120 -7 41 -41 58 72: -6 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 9.4 4.2 66.0 50.5 72.1 64.1: 27.9 35.9 Old : 100.0: 1.9 9.4 4.2 66.0 50.5 72.1 64.1: 27.9 35.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 2 18 16 20 19: Old : 21: 1 2 2 18 16 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6 Old : 29.9 26.8 49.7 43.4 20.0 19.7 29.5 26.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,418: 50 20 44 902 955 996 1,019: 422 399 Old : 1,418: 50 20 44 902 955 996 1,019: 422 399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 126: 37 0 -2 76 161 111 159: 15 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 1.4 3.1 63.6 67.3 70.2 71.9: 29.8 28.1 Old : 100.0: 3.5 1.4 3.1 63.6 67.3 70.2 71.9: 29.8 28.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 3 18 19 21 22: Old : 23: 2 1 3 18 19 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2 Old : 25.2 34.9 40.3 50.6 20.5 28.3 30.4 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 194,196: 17,249 3,573 20,522 154,461 169,374 192,231 193,469: 1,965 727 Old : 194,196: 17,249 3,573 20,522 154,461 169,374 192,231 193,469: 1,965 727 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 3,227: 2,200 377 -99 1,246 2,980 3,347 3,259: -121 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 1.8 10.6 79.5 87.2 99.0 99.6: 1.0 0.4 Old : 100.0: 8.9 1.8 10.6 79.5 87.2 99.0 99.6: 1.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 4 8 10 36 37 47 48: Old : 51: 4 8 10 36 37 47 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 50.0 76.6 78.7 13.8 12.5 16.5 16.4 Old : 44.7 50.0 76.6 78.7 13.8 12.5 16.5 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 7,286: 252 362 0 5,651 6,079 5,903 6,441: 1,383 845 Old : 7,286: 252 362 0 5,651 6,079 5,903 6,441: 1,383 845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 -20 0 -20: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 5.0 0.0 77.6 83.4 81.0 88.4: 19.0 11.6 Old : 100.0: 3.5 5.0 0.0 77.6 83.4 81.0 88.4: 19.0 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 1 0 9 12 12 13: Old : 20: 3 1 0 9 12 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 62.0 77.0 80.9 63.6 56.7 70.6 74.2 Old : 65.9 62.0 77.0 80.9 63.6 56.7 70.6 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 24,129: 330 888 1,464 21,023 20,457 22,817 22,809: 1,312 1,320 Old : 24,129: 330 888 1,464 21,023 20,457 22,817 22,809: 1,312 1,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -470: -202 12 -42 -356 -571 -600 -600: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 3.7 6.1 87.1 84.8 94.6 94.5: 5.4 5.5 Old : 100.0: 1.4 3.7 6.1 87.1 84.8 94.6 94.5: 5.4 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 1 24 20 25 23: Old : 30: 1 2 1 24 20 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 49.0 68.8 69.5 32.6 27.0 40.6 38.2 Old : 45.1 49.0 68.8 69.5 32.6 27.0 40.6 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,585: 601 866 68 7,325 8,443 7,994 9,377: 2,591 1,208 Old : 10,585: 601 866 68 7,325 8,443 7,994 9,377: 2,591 1,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -64: 0 0 0 38 -64 38 -64: -102 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 8.2 0.6 69.2 79.8 75.5 88.6: 24.5 11.4 Old : 100.0: 5.7 8.2 0.6 69.2 79.8 75.5 88.6: 24.5 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 2 3 15 15 18 19: Old : 22: 1 2 3 15 15 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 55.1 53.3 71.8 26.7 46.8 41.0 58.5 Old : 30.6 55.1 53.3 71.8 26.7 46.8 41.0 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,214: 1,542 3,090 574 24,107 23,942 26,223 27,606: 2,991 1,608 Old : 29,214: 1,542 3,090 574 24,107 23,942 26,223 27,606: 2,991 1,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 122: 24 0 0 198 150 222 150: -100 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 10.6 2.0 82.5 82.0 89.8 94.5: 10.2 5.5 Old : 100.0: 5.3 10.6 2.0 82.5 82.0 89.8 94.5: 10.2 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 1 22 18 24 20: Old : 25: 2 1 1 22 18 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 56.4 55.9 77.3 21.1 50.3 33.6 54.2 Old : 36.8 56.4 55.9 77.3 21.1 50.3 33.6 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,088: 250 0 188 9,882 9,894 10,320 10,082: 768 1,006 Old : 11,088: 250 0 188 9,882 9,894 10,320 10,082: 768 1,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 1.7 89.1 89.2 93.1 90.9: 6.9 9.1 Old : 100.0: 2.3 0.0 1.7 89.1 89.2 93.1 90.9: 6.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 14 15 16 17: Old : 20: 2 0 2 14 15 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 65.3 75.3 82.3 42.2 46.1 56.2 58.7 Old : 48.3 65.3 75.3 82.3 42.2 46.1 56.2 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,748: 0 692 350 10,164 9,732 10,514 10,774: 1,234 974 Old : 11,748: 0 692 350 10,164 9,732 10,514 10,774: 1,234 974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 186: 0 122 0 138 -104 138 18: 48 168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.9 3.0 86.5 82.8 89.5 91.7: 10.5 8.3 Old : 100.0: 0.0 5.9 3.0 86.5 82.8 89.5 91.7: 10.5 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 1 20 17 21 19: Old : 25: 0 2 1 20 17 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 43.2 67.4 65.7 41.5 36.7 62.1 55.9 Old : 44.0 43.2 67.4 65.7 41.5 36.7 62.1 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 22,550: 330 491 445 19,264 20,762 20,039 21,698: 2,511 852 Old : 22,550: 330 491 445 19,264 20,762 20,039 21,698: 2,511 852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 163: 0 -68 23 -97 207 -74 163: 237 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 2.2 2.0 85.4 92.1 88.9 96.2: 11.1 3.8 Old : 100.0: 1.5 2.2 2.0 85.4 92.1 88.9 96.2: 11.1 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 2 20 17 23 19: Old : 24: 1 2 2 20 17 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 52.0 71.4 77.2 23.2 24.3 30.3 35.8 Old : 49.1 52.0 71.4 77.2 23.2 24.3 30.3 35.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 46,955: 0 254 0 46,573 46,701 46,573 46,955: 382 0 Old : 46,955: 0 254 0 46,573 46,701 46,573 46,955: 382 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 41: 0 0 0 41 41 41 41: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.0 99.2 99.5 99.2 100.0: 0.8 0.0 Old : 100.0: 0.0 0.5 0.0 99.2 99.5 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 12 13 12 14: Old : 23: 0 1 0 12 13 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.0 83.1 95.1 96.7 83.0 83.1 90.8 93.8 Old : 83.0 83.1 95.1 96.7 83.0 83.1 90.8 93.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 665,655: 0 4,770 0 665,655 660,885 665,655 665,655: 0 0 Old : 665,655: 0 4,770 0 665,655 660,885 665,655 665,655: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,967: 0 0 0 1,967 1,967 1,967 1,967: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 100.0 99.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.7 0.0 100.0 99.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 12 11 12 12: Old : 22: 0 1 0 12 11 12 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.8 78.2 96.7 96.9 84.9 73.5 92.7 92.2 Old : 85.8 78.2 96.7 96.9 84.9 73.5 92.7 92.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 50,189: 0 0 0 50,189 50,189 50,189 50,189: 0 0 Old : 50,189: 0 0 0 50,189 50,189 50,189 50,189: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 14 12 14 12: Old : 22: 0 0 0 14 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 80.8 87.0 94.5 62.3 80.8 80.9 87.2 Old : 62.3 80.8 87.0 94.5 62.3 80.8 80.9 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 905,440: 0 0 0 905,440 905,440 905,440 905,440: 0 0 Old : 905,440: 0 0 0 905,440 905,440 905,440 905,440: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 10 13 10: Old : 20: 0 0 0 13 10 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 81.7 88.5 98.6 63.3 81.7 84.2 88.5 Old : 63.3 81.7 88.5 98.6 63.3 81.7 84.2 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 157,708: 1,201 0 1,053 155,220 156,632 157,474 157,685: 234 23 Old : 157,708: 1,201 0 1,053 155,220 156,632 157,474 157,685: 234 23 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.7 98.4 99.3 99.9 100.0: 0.1 0.0 Old : 100.0: 0.8 0.0 0.7 98.4 99.3 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 0 1 19 26 20 27: Old : 36: 1 0 1 19 26 20 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 50.9 89.4 71.7 65.2 50.9 85.9 71.4 Old : 65.3 50.9 89.4 71.7 65.2 50.9 85.9 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 2,746,810: 0 36,097 17,958 2,728,852 2,692,755 2,746,810 2,746,810: 0 0 Old : 2,746,810: 0 36,097 17,958 2,728,852 2,692,755 2,746,810 2,746,810: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.7 99.3 98.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.3 0.7 99.3 98.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 1 16 25 17 26: Old : 36: 0 1 1 16 25 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 53.1 92.9 75.6 67.9 53.1 90.6 75.6 Old : 68.6 53.1 92.9 75.6 67.9 53.1 90.6 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 48,615: 3,346 1,858 1,236 43,990 45,521 48,572 48,615: 43 0 Old : 48,615: 3,346 1,858 1,236 43,990 45,521 48,572 48,615: 43 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 3.8 2.5 90.5 93.6 99.9 100.0: 0.1 0.0 Old : 100.0: 6.9 3.8 2.5 90.5 93.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 3 2 26 19 30 23: Old : 37: 3 3 2 26 19 30 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 59.1 67.5 75.9 43.4 57.6 59.4 68.7 Old : 47.5 59.1 67.5 75.9 43.4 57.6 59.4 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,409,447: 263,930 26,098 3,875 1,141,642 1,379,474 1,409,447 1,409,447: 0 0 Old : 1,409,447: 263,930 26,098 3,875 1,141,642 1,379,474 1,409,447 1,409,447: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 70,440: 47,040 0 0 23,400 70,440 70,440 70,440: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 1.9 0.3 81.0 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 18.7 1.9 0.3 81.0 97.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 1 1 27 20 30 22: Old : 38: 3 1 1 27 20 30 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 57.7 67.6 77.6 48.0 49.9 63.9 67.9 Old : 48.0 57.7 67.6 77.6 48.0 49.9 63.9 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,764: 105 0 0 51,489 51,211 51,594 51,211: 170 553 Old : 51,764: 105 0 0 51,489 51,211 51,594 51,211: 170 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.5 98.9 99.7 98.9: 0.3 1.1 Old : 100.0: 0.2 0.0 0.0 99.5 98.9 99.7 98.9: 0.3 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 19 20 20 20: Old : 27: 1 0 0 19 20 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 46.5 74.8 74.9 41.4 36.7 56.6 58.3 Old : 51.2 46.5 74.8 74.9 41.4 36.7 56.6 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 39,156: 630 3,483 342 37,973 35,204 38,945 39,029: 211 127 Old : 39,156: 630 3,483 342 37,973 35,204 38,945 39,029: 211 127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 8.9 0.9 97.0 89.9 99.5 99.7: 0.5 0.3 Old : 100.0: 1.6 8.9 0.9 97.0 89.9 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 1 15 12 17 13: Old : 23: 1 1 1 15 12 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 72.2 87.9 92.3 72.2 66.5 80.4 85.2 Old : 74.5 72.2 87.9 92.3 72.2 66.5 80.4 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 27,691: 510 86 0 26,759 27,541 27,269 27,627: 422 64 Old : 27,691: 510 86 0 26,759 27,541 27,269 27,627: 422 64 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -424: 0 0 0 -444 -424 -444 -424: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.3 0.0 96.6 99.5 98.5 99.8: 1.5 0.2 Old : 100.0: 1.8 0.3 0.0 96.6 99.5 98.5 99.8: 1.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 16 15 17 16: Old : 23: 1 1 0 16 15 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 63.5 79.0 85.3 38.3 46.5 55.6 58.7 Old : 53.7 63.5 79.0 85.3 38.3 46.5 55.6 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 394,304: 0 0 0 394,304 394,304 394,304 394,304: 0 0 Old : 394,304: 0 0 0 394,304 394,304 394,304 394,304: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 8 14 8: Old : 20: 0 0 0 14 8 14 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 89.5 87.4 100.0 41.2 61.4 56.9 66.4 Old : 68.2 89.5 87.4 100.0 41.2 61.4 56.9 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 994,386: 42,565 11,925 0 951,821 982,461 994,386 994,386: 0 0 Old : 994,386: 42,565 11,925 0 951,821 982,461 994,386 994,386: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 1.2 0.0 95.7 98.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.3 1.2 0.0 95.7 98.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 0 18 23 20 24: Old : 32: 2 1 0 18 23 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 56.3 78.3 78.2 34.4 34.2 48.4 44.5 Old : 54.9 56.3 78.3 78.2 34.4 34.2 48.4 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 668,186: 91,225 0 10,775 566,186 657,411 668,186 668,186: 0 0 Old : 668,186: 91,225 0 10,775 566,186 657,411 668,186 668,186: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.0 1.6 84.7 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 13.7 0.0 1.6 84.7 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 0 1 16 9 18 10: Old : 23: 2 0 1 16 9 18 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 86.5 90.6 96.6 61.6 71.6 73.6 79.7 Old : 70.0 86.5 90.6 96.6 61.6 71.6 73.6 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 172,069: 0 0 0 172,069 172,069 172,069 172,069: 0 0 Old : 172,069: 0 0 0 172,069 172,069 172,069 172,069: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 12 11 12: Old : 20: 0 0 0 11 12 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 77.4 92.2 95.6 72.6 77.4 90.5 94.2 Old : 73.0 77.4 92.2 95.6 72.6 77.4 90.5 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatts Per Hour) : : : : All : 366,040: 4,800 0 0 361,240 366,040 366,040 366,040: 0 0 Old : 366,040: 4,800 0 0 361,240 366,040 366,040 366,040: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 18,816: 0 0 0 18,816 18,816 18,816 18,816: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.0 98.7 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.3 0.0 0.0 98.7 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 9 14 10 14: Old : 20: 1 0 0 9 14 10 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.8 70.8 98.8 87.5 64.5 52.1 71.2 66.0 Old : 78.8 70.8 98.8 87.5 64.5 52.1 71.2 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 22,313: 112 10 75 21,855 21,894 22,042 21,979: 271 334 Old : 22,313: 112 10 75 21,855 21,894 22,042 21,979: 271 334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 789: 55 0 15 749 757 819 772: -30 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.3 97.9 98.1 98.8 98.5: 1.2 1.5 Old : 100.0: 0.5 0.0 0.3 97.9 98.1 98.8 98.5: 1.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 1 3 36 33 39 36: Old : 46: 2 1 3 36 33 39 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 47.1 69.4 70.0 48.4 46.0 60.9 67.4 Old : 52.7 47.1 69.4 70.0 48.4 46.0 60.9 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 13,480: 766 105 90 12,474 12,985 13,330 13,180: 150 300 Old : 13,480: 766 105 90 12,474 12,985 13,330 13,180: 150 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -85: -120 0 60 -25 -145 -85 -85: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 0.8 0.7 92.5 96.3 98.9 97.8: 1.1 2.2 Old : 100.0: 5.7 0.8 0.7 92.5 96.3 98.9 97.8: 1.1 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 1 2 18 22 23 24: Old : 31: 4 1 2 18 22 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 63.0 72.4 82.5 37.9 57.0 53.4 62.3 Old : 52.7 63.0 72.4 82.5 37.9 57.0 53.4 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,204: 0 0 0 7,794 7,747 7,794 7,747: 410 457 Old : 8,204: 0 0 0 7,794 7,747 7,794 7,747: 410 457 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 336: 0 0 0 201 291 201 291: 135 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.0 94.4 95.0 94.4: 5.0 5.6 Old : 100.0: 0.0 0.0 0.0 95.0 94.4 95.0 94.4: 5.0 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 25 21 25 21: Old : 27: 0 0 0 25 21 25 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 46.5 77.6 70.3 57.9 43.1 72.4 62.2 Old : 60.6 46.5 77.6 70.3 57.9 43.1 72.4 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,693: 160 0 0 10,564 10,420 10,724 10,420: 969 1,273 Old : 11,693: 160 0 0 10,564 10,420 10,724 10,420: 969 1,273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -3: 10 0 0 -13 -3 -3 -3: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 90.3 89.1 91.7 89.1: 8.3 10.9 Old : 100.0: 1.4 0.0 0.0 90.3 89.1 91.7 89.1: 8.3 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 19 18 20 18: Old : 27: 1 0 0 19 18 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 54.5 76.1 74.2 54.8 54.0 68.7 68.3 Old : 61.7 54.5 76.1 74.2 54.8 54.0 68.7 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,624,612: 335,246 132,972 854,468 1,341,091 1,574,436 2,530,805 2,561,877: 93,807 62,736 Old : 2,624,612: 335,246 132,972 854,468 1,341,091 1,574,436 2,530,805 2,561,877: 93,807 62,736 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -105,940: 7,069 -759 -75,125 -35,084 -17,141 -103,140 -93,025: -2,800 -12,916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 5.1 32.6 51.1 60.0 96.4 97.6: 3.6 2.4 Old : 100.0: 12.8 5.1 32.6 51.1 60.0 96.4 97.6: 3.6 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 374: 173 79 194 94 103 345 313: Old : 374: 173 79 194 94 103 345 313: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 14.7 29.3 26.8 8.5 6.7 11.4 10.7 Old : 19.5 14.7 29.3 26.8 8.5 6.7 11.4 10.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 340,741: 169,096 35,802 34,437 136,017 265,927 339,550 336,167: 1,191 4,574 Old : 340,741: 169,096 35,802 34,437 136,017 265,927 339,550 336,167: 1,191 4,574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -18,685: -4,859 -3,607 -4,892 -8,722 -9,208 -18,474 -17,707: -211 -978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 10.5 10.1 39.9 78.0 99.7 98.7: 0.3 1.3 Old : 100.0: 49.6 10.5 10.1 39.9 78.0 99.7 98.7: 0.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 7 14 18 22 24 40 45: Old : 46: 7 14 18 22 24 40 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 50.9 85.7 67.9 63.5 49.3 75.4 62.7 Old : 69.3 50.9 85.7 67.9 63.5 49.3 75.4 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 216,957: 60,034 13,130 2,799 118,601 149,038 181,434 164,967: 35,523 51,990 Old : 216,957: 60,034 13,130 2,799 118,601 149,038 181,434 164,967: 35,523 51,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 460: -195 -18 154 417 -594 376 -458: 84 918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 6.1 1.3 54.7 68.7 83.6 76.0: 16.4 24.0 Old : 100.0: 27.7 6.1 1.3 54.7 68.7 83.6 76.0: 16.4 24.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 7 4 6 21 22 30 30: Old : 36: 7 4 6 21 22 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5 Old : 42.0 31.9 57.5 51.6 40.5 29.1 54.7 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 135,957: 34,114 1,724 21,546 75,529 109,544 131,189 132,814: 4,768 3,143 Old : 135,957: 34,114 1,724 21,546 75,529 109,544 131,189 132,814: 4,768 3,143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,528: -581 -863 -678 -484 -148 -1,742 -1,688: 214 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 1.3 15.8 55.6 80.6 96.5 97.7: 3.5 2.3 Old : 100.0: 25.1 1.3 15.8 55.6 80.6 96.5 97.7: 3.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 22 11 26 26 25 58 53: Old : 61: 22 11 26 26 25 58 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 46.7 52.3 73.3 21.0 25.1 29.0 34.1 Old : 31.5 46.7 52.3 73.3 21.0 25.1 29.0 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 567,816: 29,887 6,818 104,059 418,113 440,153 552,059 551,029: 15,757 16,787 Old : 567,816: 29,887 6,818 104,059 418,113 440,153 552,059 551,029: 15,757 16,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 8,076: 764 281 1,415 6,414 6,764 8,593 8,460: -517 -384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 1.2 18.3 73.6 77.5 97.2 97.0: 2.8 3.0 Old : 100.0: 5.3 1.2 18.3 73.6 77.5 97.2 97.0: 2.8 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 10 4 14 35 36 49 50: Old : 50: 10 4 14 35 36 49 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 25.3 52.1 42.7 9.2 5.4 14.1 9.8 Old : 32.4 25.3 52.1 42.7 9.2 5.4 14.1 9.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 26,531: 200 3,090 298 26,021 23,143 26,519 26,531: 12 0 Old : 26,531: 200 3,090 298 26,021 23,143 26,519 26,531: 12 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -27: 50 -273 48 -111 198 -13 -27: -14 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 11.6 1.1 98.1 87.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 11.6 1.1 98.1 87.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 1 8 3 31 38 35 46: Old : 53: 1 8 3 31 38 35 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 32.0 Old : 46.5 35.4 66.4 52.9 27.2 23.1 35.7 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 74,136: 2,970 18,424 6,023 61,225 44,928 70,218 69,375: 3,918 4,761 Old : 74,136: 2,970 18,424 6,023 61,225 44,928 70,218 69,375: 3,918 4,761 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 90: 255 0 152 515 638 922 790: -832 -700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 24.9 8.1 82.6 60.6 94.7 93.6: 5.3 6.4 Old : 100.0: 4.0 24.9 8.1 82.6 60.6 94.7 93.6: 5.3 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 5 7 13 26 23 40 36: Old : 41: 5 7 13 26 23 40 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 48.6 Old : 53.4 40.3 69.8 62.5 44.5 36.3 56.4 48.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,437: 2,406 1,183 3,206 21,980 24,840 27,592 29,229: 3,845 2,208 Old : 31,437: 2,406 1,183 3,206 21,980 24,840 27,592 29,229: 3,845 2,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -798: -310 950 -140 -539 -648 -989 162: 191 -960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 3.8 10.2 69.9 79.0 87.8 93.0: 12.2 7.0 Old : 100.0: 7.7 3.8 10.2 69.9 79.0 87.8 93.0: 12.2 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 2 4 14 15 18 20: Old : 21: 2 2 4 14 15 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5 Old : 50.7 54.3 68.5 69.4 36.0 42.5 45.1 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,830: 2,034 150 0 13,730 15,635 15,764 15,785: 66 45 Old : 15,830: 2,034 150 0 13,730 15,635 15,764 15,785: 66 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -75: -75 0 0 0 -75 -75 -75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 0.9 0.0 86.7 98.8 99.6 99.7: 0.4 0.3 Old : 100.0: 12.8 0.9 0.0 86.7 98.8 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 1 0 20 18 23 19: Old : 30: 3 1 0 20 18 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3 Old : 40.9 65.9 66.2 82.9 31.1 52.2 48.1 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,867: 3,092 1,501 3,737 7,647 9,606 14,476 14,844: 3,391 3,023 Old : 17,867: 3,092 1,501 3,737 7,647 9,606 14,476 14,844: 3,391 3,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,231: 510 -302 -708 -684 -3 -882 -1,013: -350 -219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 8.4 20.9 42.8 53.8 81.0 83.1: 19.0 16.9 Old : 100.0: 17.3 8.4 20.9 42.8 53.8 81.0 83.1: 19.0 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 6 11 11 10 22 22: Old : 23: 5 6 11 11 10 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 41.7 57.5 64.9 19.0 19.3 24.7 27.1 Old : 43.3 41.7 57.5 64.9 19.0 19.3 24.7 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,213: 563 2,065 1,968 15,512 13,616 18,042 17,649: 1,171 1,563 Old : 19,213: 563 2,065 1,968 15,512 13,616 18,042 17,649: 1,171 1,563 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,124: 7 101 -102 1,124 1,178 1,029 1,177: 94 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 10.7 10.2 80.7 70.9 93.9 91.9: 6.1 8.1 Old : 100.0: 2.9 10.7 10.2 80.7 70.9 93.9 91.9: 6.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 7 11 11 17 18 32 32: Old : 36: 7 11 11 17 18 32 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 39.8 64.8 60.9 13.9 11.5 18.6 16.4 Old : 46.6 39.8 64.8 60.9 13.9 11.5 18.6 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 96,843: 2,867 134 14,381 62,122 65,070 79,371 79,585: 17,472 17,258 Old : 96,843: 2,867 134 14,381 62,122 65,070 79,371 79,585: 17,472 17,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 5,621: 945 -36 834 2,852 3,391 4,631 4,189: 990 1,432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.1 14.9 64.1 67.2 82.0 82.2: 18.0 17.8 Old : 100.0: 3.0 0.1 14.9 64.1 67.2 82.0 82.2: 18.0 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 4 17 18 21 22: Old : 22: 3 1 4 17 18 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 36.0 58.2 58.8 11.2 10.7 14.9 15.1 Old : 38.5 36.0 58.2 58.8 11.2 10.7 14.9 15.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 24,287: 16,547 1,961 639 4,499 20,987 21,685 23,588: 2,602 699 Old : 24,287: 16,547 1,961 639 4,499 20,987 21,685 23,588: 2,602 699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,897: 1,374 375 69 154 1,480 1,598 1,924: 299 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 8.1 2.6 18.5 86.4 89.3 97.1: 10.7 2.9 Old : 100.0: 68.1 8.1 2.6 18.5 86.4 89.3 97.1: 10.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 145: 77 22 9 26 35 107 64: Old : 145: 77 22 9 26 35 107 64: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 34.8 42.3 50.8 31.4 33.5 42.2 48.9 Old : 31.4 34.8 42.3 50.8 31.4 33.5 42.2 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 37,335: 21,841 1,902 632 10,246 33,100 32,718 35,634: 4,617 1,702 Old : 37,335: 21,841 1,902 632 10,246 33,100 32,718 35,634: 4,617 1,702 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,776: 578 -1,527 -120 833 4,143 1,291 2,497: 485 -720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 5.1 1.7 27.4 88.7 87.6 95.4: 12.4 4.6 Old : 100.0: 58.5 5.1 1.7 27.4 88.7 87.6 95.4: 12.4 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 130: 70 16 10 24 34 97 58: Old : 130: 70 16 10 24 34 97 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.4 40.5 37.8 57.3 21.9 34.2 32.3 50.3 Old : 23.4 40.5 37.8 57.3 21.9 34.2 32.3 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 276,313: 86,283 17,590 30,337 135,672 213,617 252,293 261,545: 24,020 14,768 Old : 276,313: 86,283 17,590 30,337 135,672 213,617 252,293 261,545: 24,020 14,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 12,312: 2,494 698 1,975 5,798 9,954 10,266 12,627: 2,046 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 6.4 11.0 49.1 77.3 91.3 94.7: 8.7 5.3 Old : 100.0: 31.2 6.4 11.0 49.1 77.3 91.3 94.7: 8.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 193: 72 17 44 73 91 162 140: Old : 193: 72 17 44 73 91 162 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 21.0 26.3 33.5 10.4 11.6 18.0 19.3 Old : 16.4 21.0 26.3 33.5 10.4 11.6 18.0 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 27,346: 10,237 261 611 11,133 22,525 21,981 23,397: 5,365 3,949 Old : 27,346: 10,237 261 611 11,133 22,525 21,981 23,397: 5,365 3,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,093: 783 0 -67 441 1,601 1,157 1,534: -64 -441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 1.0 2.2 40.7 82.4 80.4 85.6: 19.6 14.4 Old : 100.0: 37.4 1.0 2.2 40.7 82.4 80.4 85.6: 19.6 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 7 1 3 14 19 22 22: Old : 31: 7 1 3 14 19 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1 Old : 48.3 38.1 62.9 60.5 41.2 29.2 52.6 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 5,267: 414 300 100 4,753 4,867 5,267 5,267: 0 0 Old : 5,267: 414 300 100 4,753 4,867 5,267 5,267: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 175: 0 0 100 75 75 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 5.7 1.9 90.2 92.4 100.0 100.0: 0.0 0.0 Old : 100.0: 7.9 5.7 1.9 90.2 92.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 1 23 25 26 26: Old : 37: 2 1 1 23 25 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0 Old : 32.7 37.0 53.7 60.8 26.1 31.3 42.5 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 59,029: 650 0 225 56,989 58,641 57,864 58,866: 1,165 163 Old : 59,029: 650 0 225 56,989 58,641 57,864 58,866: 1,165 163 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -344: -184 -25 -50 -44 -279 -278 -354: -66 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.4 96.5 99.3 98.0 99.7: 2.0 0.3 Old : 100.0: 1.1 0.0 0.4 96.5 99.3 98.0 99.7: 2.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 2 0 1 43 32 45 33: Old : 50: 2 0 1 43 32 45 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7 Old : 52.9 54.4 71.2 76.2 25.1 26.8 33.7 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 19,698: 0 0 0 19,688 19,578 19,688 19,578: 10 120 Old : 19,698: 0 0 0 19,688 19,578 19,688 19,578: 10 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 660: 0 0 0 660 660 660 660: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.9 99.4 99.9 99.4: 0.1 0.6 Old : 100.0: 0.0 0.0 0.0 99.9 99.4 99.9 99.4: 0.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 19 11 19 11: Old : 22: 0 0 0 19 11 19 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1 Old : 63.4 70.2 83.3 95.8 43.1 52.4 54.4 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 6,774: 0 3,599 120 6,654 3,055 6,774 6,774: 0 0 Old : 6,774: 0 3,599 120 6,654 3,055 6,774 6,774: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 385: 0 350 0 385 35 385 385: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 53.1 1.8 98.2 45.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 53.1 1.8 98.2 45.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 4 1 25 19 26 23: Old : 38: 0 4 1 25 19 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4 Old : 46.0 69.0 70.3 81.2 46.0 63.9 63.7 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,317: 1,361 0 155 9,439 10,992 10,955 11,147: 362 170 Old : 11,317: 1,361 0 155 9,439 10,992 10,955 11,147: 362 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 505: 50 0 0 455 505 505 505: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 0.0 1.4 83.4 97.1 96.8 98.5: 3.2 1.5 Old : 100.0: 12.0 0.0 1.4 83.4 97.1 96.8 98.5: 3.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 0 1 22 19 24 20: Old : 28: 2 0 1 22 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7 Old : 54.4 51.3 74.4 78.3 38.4 41.4 46.2 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,277: 858 1,846 839 17,518 16,500 19,215 19,185: 62 92 Old : 19,277: 858 1,846 839 17,518 16,500 19,215 19,185: 62 92 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 155: 0 -597 0 155 752 155 155: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 9.6 4.4 90.9 85.6 99.7 99.5: 0.3 0.5 Old : 100.0: 4.5 9.6 4.4 90.9 85.6 99.7 99.5: 0.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 2 5 5 36 33 41 40: Old : 52: 2 5 5 36 33 41 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8 Old : 32.6 32.1 51.5 52.6 23.0 23.9 37.6 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,091: 2,402 9 602 10,021 12,381 13,025 12,992: 66 99 Old : 13,091: 2,402 9 602 10,021 12,381 13,025 12,992: 66 99 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,802: 1,084 0 305 422 1,479 1,811 1,784: -9 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 0.1 4.6 76.5 94.6 99.5 99.2: 0.5 0.8 Old : 100.0: 18.3 0.1 4.6 76.5 94.6 99.5 99.2: 0.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 4 1 2 27 31 32 33: Old : 38: 4 1 2 27 31 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2 Old : 36.0 44.6 61.3 62.9 28.2 40.7 45.2 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,836: 14,882 708 826 15,380 29,506 31,088 31,040: 748 796 Old : 31,836: 14,882 708 826 15,380 29,506 31,088 31,040: 748 796 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 683: 0 0 0 583 523 583 523: 100 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 2.2 2.6 48.3 92.7 97.7 97.5: 2.3 2.5 Old : 100.0: 46.7 2.2 2.6 48.3 92.7 97.7 97.5: 2.3 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 9 2 6 26 25 38 32: Old : 48: 9 2 6 26 25 38 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9 Old : 39.4 60.0 58.4 74.7 39.4 56.2 57.7 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011