GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,219 COMMITMENTS 934 2,035 75 39,033 37,785 40,042 39,895 177 324 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,910) 0 1,435 18 2,807 1,632 2,825 3,085 85 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.1 0.2 97.1 93.9 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 4 1 38 45 41 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,919 COMMITMENTS 200 0 0 23,605 23,709 23,805 23,709 114 210 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -13) 100 0 0 -113 -13 -13 -13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 98.7 99.1 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 25 26 26 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,421 COMMITMENTS 351 203 102 6,428 6,497 6,881 6,802 1,540 1,619 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 860) 184 10 15 652 813 851 838 9 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.4 1.2 76.3 77.2 81.7 80.8 18.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 3 29 31 33 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,656 COMMITMENTS 374 354 137 5,665 5,618 6,176 6,109 480 547 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 683) 50 63 -15 621 553 656 601 27 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 5.3 2.1 85.1 84.4 92.8 91.8 7.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 4 3 44 50 48 56 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,784 COMMITMENTS 30 35 55 1,428 1,346 1,513 1,436 271 348 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.0 3.1 80.0 75.4 84.8 80.5 15.2 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 18 20 19 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,768 COMMITMENTS 200 0 0 3,548 3,768 3,748 3,768 20 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 0.0 94.2 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 13 12 13 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,225 COMMITMENTS 0 0 0 15,910 16,225 15,910 16,225 315 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,284) 0 0 0 1,269 1,284 1,269 1,284 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 23 15 23 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 380,392 COMMITMENTS 63,636 22,724 74,654 194,432 256,435 332,723 353,813 47,669 26,578 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -3,771) 2,598 -3,076 3,113 -9,379 -3,638 -3,667 -3,601 -104 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 6.0 19.6 51.1 67.4 87.5 93.0 12.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 57 23 44 67 86 147 137 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 113,822 COMMITMENTS 358 6,184 30,300 78,500 74,540 109,158 111,024 4,664 2,798 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 5.4 26.6 69.0 65.5 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 8 12 12 20 20 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,465 COMMITMENTS 442 692 400 14,573 14,308 15,415 15,400 50 65 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,410) 275 0 100 1,035 1,310 1,410 1,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.5 2.6 94.2 92.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 3 6 3 43 46 47 54 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,606 COMMITMENTS 1,445 0 0 3,861 5,306 5,306 5,306 300 300 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 50) -150 0 0 470 50 320 50 -270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 0.0 0.0 68.9 94.6 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 18 14 21 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 889,005 COMMITMENTS 171,806 333,381 254,925 374,729 258,971 801,460 847,277 87,545 41,728 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 49,879) 8,094 27,886 1,702 37,797 17,646 47,593 47,234 2,287 2,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 37.5 28.7 42.2 29.1 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 95 101 138 74 77 264 235 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,861 COMMITMENTS 0 0 0 45,892 46,551 45,892 46,551 5,969 5,310 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -156) 0 0 0 -156 272 -156 272 0 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.5 89.8 88.5 89.8 11.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,779 COMMITMENTS 0 0 0 43,453 50,686 43,453 50,686 10,326 3,093 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 80.8 94.2 80.8 94.2 19.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,004 COMMITMENTS 2,270 3,564 3,838 37,695 32,909 43,803 40,311 6,201 9,693 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.1 7.7 75.4 65.8 87.6 80.6 12.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 9 17 12 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,663,979 COMMITMENTS 80,892 104,557 561,149 1015931 992,026 1657971 1657732 6,008 6,247 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 14,725) -1,501 2,409 -1,337 18,534 13,878 15,696 14,951 -972 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 6.3 33.7 61.1 59.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 40 39 65 60 59 132 131 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 41,143 COMMITMENTS 7,088 15,131 11,447 21,525 14,266 40,060 40,843 1,083 299 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 3,925) 2,477 1,118 678 1,845 2,240 5,000 4,036 -1,075 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 36.8 27.8 52.3 34.7 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 9 13 16 18 33 34 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,893 COMMITMENTS 0 11,473 1,352 95,337 88,015 96,689 100,840 9,204 5,054 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -449) 0 -768 337 -814 -18 -477 -449 28 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.8 1.3 90.0 83.1 91.3 95.2 8.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 3 19 26 22 29 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,942 COMMITMENTS 0 1,889 795 75,249 76,692 76,044 79,376 12,898 9,566 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 511) 0 4 0 507 123 507 127 4 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.9 84.6 86.2 85.5 89.2 14.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 16 15 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,767 COMMITMENTS 9,440 0 6,285 119,119 134,872 134,844 141,157 13,923 7,610 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,652) 1,126 0 271 408 1,405 1,805 1,676 -153 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 4.2 80.1 90.7 90.6 94.9 9.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 2 26 27 30 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,518,118 COMMITMENTS 536,725 107,845 779,543 1181268 1609782 2497536 2497170 20,582 20,948 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 22,237) 4,576 -1,709 15,298 4,934 10,994 24,808 24,583 -2,571 -2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 4.3 31.0 46.9 63.9 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 38 27 59 100 85 165 147 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 966,422 COMMITMENTS 183,054 87,994 170,705 608,315 702,554 962,074 961,253 4,348 5,169 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 31,610) 18,091 2,101 -102 13,600 28,497 31,589 30,496 21 1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 9.1 17.7 62.9 72.7 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 18 43 40 37 90 83 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,104 COMMITMENTS 390 135 90 7,365 7,401 7,845 7,626 259 478 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -203) 0 -30 -30 -166 -175 -196 -235 -7 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.7 1.1 90.9 91.3 96.8 94.1 3.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 18 15 20 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,799 COMMITMENTS 15 777 159 8,520 7,701 8,694 8,637 105 162 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 424) -12 3 31 348 352 367 386 57 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.8 1.8 96.8 87.5 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 3 26 26 29 30 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,686 COMMITMENTS 171 315 29 1,974 1,627 2,174 1,971 512 715 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 11.7 1.1 73.5 60.6 80.9 73.4 19.1 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 16 17 17 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,600 COMMITMENTS 95 0 19 987 1,018 1,101 1,037 499 563 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 278) -5 0 0 174 57 169 57 109 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 1.2 61.7 63.6 68.8 64.8 31.2 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 14 16 16 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 175,916 COMMITMENTS 4,384 2,288 12,831 154,831 158,639 172,046 173,757 3,870 2,159 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 991) 305 -276 856 160 414 1,322 995 -331 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.3 7.3 88.0 90.2 97.8 98.8 2.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 6 34 32 42 38 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,881 COMMITMENTS 0 832 20 15,215 14,828 15,235 15,680 1,645 1,201 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -72) 0 -19 -10 -82 153 -92 124 20 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.1 90.1 87.8 90.3 92.9 9.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 21 16 22 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,227 COMMITMENTS 150 2,322 350 26,904 27,147 27,404 29,819 3,823 1,408 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -98) 0 18 0 -148 -516 -148 -498 50 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 7.4 1.1 86.2 86.9 87.8 95.5 12.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 19 24 22 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,544 COMMITMENTS 130 362 40 9,594 10,318 9,764 10,720 1,780 824 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -24) 0 36 0 -26 290 -26 326 2 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.1 0.3 83.1 89.4 84.6 92.9 15.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 12 16 14 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,415 COMMITMENTS 0 1,376 374 35,778 34,663 36,152 36,413 1,263 1,002 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 392) 0 32 7 386 353 393 392 -1 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 1.0 95.6 92.6 96.6 97.3 3.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 25 20 27 23 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,015 COMMITMENTS 0 510 0 46,505 46,185 46,505 46,695 510 320 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,170) 0 0 0 1,170 1,170 1,170 1,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 98.9 98.2 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 11 12 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 660,046 COMMITMENTS 0 9,360 0 660,046 650,686 660,046 660,046 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 21,360) 0 0 0 21,360 21,360 21,360 21,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 14 11 14 12 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,657 COMMITMENTS 0 0 0 30,295 30,657 30,295 30,657 362 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 9 13 9 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,396 COMMITMENTS 0 0 0 58,396 58,396 58,396 58,396 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 14 14 14 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,007,527 COMMITMENTS 0 0 0 1007527 1007527 1007527 1007527 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 13 15 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 203,103 COMMITMENTS 347 0 0 202,756 202,996 203,103 202,996 0 107 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -238) 0 0 0 -238 -238 -238 -238 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 0 20 25 21 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,576,946 COMMITMENTS 0 408 0 3576946 3576538 3576946 3576946 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,095) 0 0 0 -7,095 -7,095 -7,095 -7,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 19 26 19 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,660 COMMITMENTS 5,208 1,600 132 55,320 58,418 60,660 60,150 0 510 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.6 0.2 91.2 96.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 1 24 20 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,120,566 COMMITMENTS 29,405 69,060 0 1091161 1051506 1120566 1120566 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -13,845) 0 0 0 -13,845 -13,845 -13,845 -13,845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 6.2 0.0 97.4 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 0 21 25 23 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,354 COMMITMENTS 1,020 264 255 49,972 50,792 51,247 51,311 107 43 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -470) 0 0 0 -470 -470 -470 -470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.5 0.5 97.3 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 19 22 21 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,554 COMMITMENTS 510 0 0 33,534 34,235 34,044 34,235 510 319 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 97.0 99.1 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 13 18 13 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 972,953 COMMITMENTS 0 42,635 4,770 968,183 925,548 972,953 972,953 0 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 4,770) 0 -4,770 4,770 0 4,770 4,770 4,770 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 0.5 99.5 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 19 21 21 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,391 COMMITMENTS 509 0 98 25,411 26,027 26,018 26,125 373 266 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -1,847) -163 -300 -50 -1,602 -1,457 -1,815 -1,807 -32 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.4 96.3 98.6 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 0 2 36 37 39 39 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,678 COMMITMENTS 495 0 105 15,934 16,117 16,534 16,222 144 456 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 327) 125 0 5 197 322 327 327 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.6 95.5 96.6 99.1 97.3 0.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 20 17 22 18 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,644 COMMITMENTS 180 0 0 7,138 7,087 7,318 7,087 326 557 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 102) 120 0 0 -78 27 42 27 60 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 93.4 92.7 95.7 92.7 4.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 20 23 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,387 COMMITMENTS 0 0 0 9,828 9,335 9,828 9,335 559 1,052 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 90) 0 0 0 140 -144 140 -144 -50 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 89.9 94.6 89.9 5.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 14 14 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,638,422 COMMITMENTS 355,571 129,044 861,942 1319483 1580457 2536995 2571443 101,427 66,979 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 74,369) 10,058 -15,194 26,233 39,323 58,299 75,613 69,337 -1,244 5,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 4.9 32.7 50.0 59.9 96.2 97.5 3.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 188 108 207 97 105 387 332 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,204 COMMITMENTS 101,977 12,127 48,406 55,282 139,662 205,665 200,195 3,539 9,008 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 41,716) 19,534 4,450 13,427 7,960 21,318 40,921 39,194 796 2,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 5.8 23.1 26.4 66.8 98.3 95.7 1.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 9 10 17 19 28 34 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,657 COMMITMENTS 36,655 17,148 7,454 152,784 152,096 196,893 176,698 34,764 54,959 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,653) -105 328 162 5,241 7,923 5,298 8,413 -2,645 -5,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.4 3.2 66.0 65.7 85.0 76.3 15.0 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 3 25 25 29 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,771 COMMITMENTS 27,781 2,759 33,226 63,650 89,708 124,657 125,692 5,113 4,078 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 4,243) 1,124 -96 746 1,913 3,166 3,783 3,816 460 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 2.1 25.6 49.0 69.1 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 24 12 25 26 23 61 49 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 565,658 COMMITMENTS 37,940 4,442 98,730 412,803 445,004 549,473 548,177 16,185 17,481 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 10,341) -457 1,022 1,215 10,216 8,907 10,974 11,144 -632 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.8 17.5 73.0 78.7 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 2 13 32 33 45 46 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,564 COMMITMENTS 403 954 150 32,899 32,311 33,452 33,415 112 149 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,492) 25 0 0 2,467 2,515 2,492 2,515 0 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.8 0.4 98.0 96.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 2 2 41 33 45 37 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,278 COMMITMENTS 4,451 29,033 2,336 76,987 50,009 83,774 81,378 3,504 5,900 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -722) 0 -1,315 7 -743 396 -736 -912 14 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 33.3 2.7 88.2 57.3 96.0 93.2 4.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 9 9 26 23 37 34 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,119 COMMITMENTS 4,725 738 0 10,244 14,069 14,969 14,807 150 312 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,199) 300 98 0 779 924 1,079 1,022 120 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 4.9 0.0 67.8 93.1 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 16 19 19 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,812 COMMITMENTS 17,009 2,232 861 4,294 21,117 22,164 24,210 2,648 602 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -504) -301 -113 101 -142 -422 -341 -434 -163 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.6 9.0 3.5 17.3 85.1 89.3 97.6 10.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 86 17 11 22 33 113 59 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,733 COMMITMENTS 26,974 1,572 284 6,535 36,737 33,793 38,593 5,940 1,140 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -559) -755 186 141 -113 -623 -726 -296 167 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.9 4.0 0.7 16.4 92.5 85.1 97.1 14.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 85 13 6 20 36 107 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,120 COMMITMENTS 86,857 12,994 34,421 161,986 245,853 283,264 293,268 21,856 11,852 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,875) -1,099 -1,058 2,222 8,252 7,120 9,374 8,283 -1,500 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 4.3 11.3 53.1 80.6 92.8 96.1 7.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 81 20 38 78 94 176 138 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,532 COMMITMENTS 2,612 1,780 885 12,691 12,020 16,188 14,685 3,344 4,847 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,990) -150 350 0 4,114 2,791 3,964 3,141 -974 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 9.1 4.5 65.0 61.5 82.9 75.2 17.1 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 2 13 14 18 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,061 COMMITMENTS 200 100 163 4,498 4,698 4,861 4,961 200 100 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 550) -50 0 50 450 500 450 550 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 2.0 3.2 88.9 92.8 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 20 24 24 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,894 COMMITMENTS 225 3,504 9 46,492 44,246 46,726 47,759 1,168 135 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,310) -175 1,371 -6 2,296 1,020 2,115 2,385 195 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 7.3 0.0 97.1 92.4 97.6 99.7 2.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 1 36 35 38 38 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,171 COMMITMENTS 0 0 0 17,937 18,171 17,937 18,171 234 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 14 13 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,605 COMMITMENTS 400 3,900 0 6,815 3,705 7,215 7,605 390 0 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 250) -350 375 0 600 -125 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 51.3 0.0 89.6 48.7 94.9 100.0 5.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 21 15 23 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,860 COMMITMENTS 1,297 0 90 16,430 17,562 17,817 17,652 43 208 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,599) 1,012 0 -50 629 1,641 1,591 1,591 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.0 0.5 92.0 98.3 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 29 21 32 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,495 COMMITMENTS 2,218 911 1,022 12,081 13,397 15,321 15,330 174 165 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,743) 1,012 341 292 439 1,338 1,743 1,971 0 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 5.9 6.6 78.0 86.5 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 3 30 33 35 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,594 COMMITMENTS 300 1,938 204 11,973 10,416 12,477 12,558 117 36 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 446) -15 -353 15 446 784 446 446 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 15.4 1.6 95.1 82.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 5 3 21 22 25 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,594 COMMITMENTS 7,231 1,220 2,443 22,260 28,691 31,934 32,354 660 240 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 879) 492 192 -60 267 747 699 879 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.7 7.5 68.3 88.0 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 2 4 29 29 38 34
Updated January 14, 2011