GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,151 COMMITMENTS 577 5,336 249 43,254 38,374 44,080 43,959 71 192 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -6,105) -57 -176 3 -6,070 -5,925 -6,124 -6,098 19 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 12.1 0.6 98.0 86.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 3 1 42 52 44 55 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,098 COMMITMENTS 0 0 0 20,950 20,873 20,950 20,873 148 225 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,703) 0 0 0 -3,737 -3,718 -3,737 -3,718 34 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 98.9 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 28 28 28 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,737 COMMITMENTS 1,072 261 223 7,021 7,808 8,316 8,292 1,421 1,445 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -704) -9 -73 12 -635 -670 -632 -731 -72 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.7 2.3 72.1 80.2 85.4 85.2 14.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 31 37 35 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,165 COMMITMENTS 495 110 221 5,784 6,046 6,500 6,377 665 788 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,496) -120 -95 -96 -1,397 -1,337 -1,613 -1,528 117 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 1.5 3.1 80.7 84.4 90.7 89.0 9.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 2 5 45 53 50 60 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,081 COMMITMENTS 564 0 445 1,343 2,232 2,352 2,677 729 404 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 148) -75 0 210 14 -154 149 56 -1 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.0 14.4 43.6 72.4 76.3 86.9 23.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 4 15 16 20 20 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,119 COMMITMENTS 20 70 80 1,589 1,672 1,689 1,822 430 297 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -395) -18 55 -55 -310 -262 -383 -262 -12 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.3 3.8 75.0 78.9 79.7 86.0 20.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 21 21 23 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,337 COMMITMENTS 0 0 0 2,331 2,337 2,331 2,337 6 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,050) 0 0 0 -2,017 -2,050 -2,017 -2,050 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 14 14 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,415 COMMITMENTS 0 0 0 14,115 14,400 14,115 14,400 300 15 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,815) 0 0 0 -4,800 -4,830 -4,800 -4,830 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 99.9 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 17 22 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,890 COMMITMENTS 67,798 37,461 78,817 204,737 257,509 351,352 373,786 48,538 26,103 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 5,645) -3,085 803 4,456 5,350 1,726 6,722 6,985 -1,077 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 9.4 19.7 51.2 64.4 87.9 93.5 12.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 61 25 44 70 86 154 139 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 120,082 COMMITMENTS 319 5,851 32,077 83,878 80,001 116,274 117,929 3,808 2,153 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,064) 45 -205 -112 -1,016 -694 -1,084 -1,012 19 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.9 26.7 69.9 66.6 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 6 8 14 15 22 23 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,428 COMMITMENTS 250 660 580 15,580 15,173 16,410 16,413 18 15 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,802) -167 -242 -50 -4,553 -4,460 -4,770 -4,752 -32 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.0 3.5 94.8 92.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 6 4 40 49 45 57 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,896 COMMITMENTS 600 155 295 6,701 7,146 7,596 7,596 300 300 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,075) -50 0 0 1,125 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.0 3.7 84.9 90.5 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 21 16 24 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 964,555 COMMITMENTS 173,055 363,912 310,017 397,559 249,169 880,631 923,098 83,924 41,457 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 68,429) 2,364 10,604 41,298 26,399 13,408 70,061 65,310 -1,632 3,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 37.7 32.1 41.2 25.8 91.3 95.7 8.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 97 111 150 82 78 275 260 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,435 COMMITMENTS 0 0 0 40,802 41,909 40,802 41,909 5,633 4,526 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.9 90.3 87.9 90.3 12.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,475 COMMITMENTS 0 0 0 42,697 48,930 42,697 48,930 10,778 4,545 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,724) 0 0 0 -2,872 -2,892 -2,872 -2,892 148 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 79.8 91.5 79.8 91.5 20.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 15 15 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,766 COMMITMENTS 2,326 1,811 3,354 34,233 32,391 39,913 37,556 5,853 8,210 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,084) 56 -505 -484 -2,620 -2,524 -3,048 -3,513 -1,036 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.0 7.3 74.8 70.8 87.2 82.1 12.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 10 17 13 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,728,979 COMMITMENTS 80,965 108,675 576,809 1064738 1036284 1722511 1721767 6,468 7,212 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 63,568) 7,699 6,584 20,553 35,251 35,921 63,502 63,057 66 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 6.3 33.4 61.6 59.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 43 41 66 64 59 139 134 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,701 COMMITMENTS 8,180 15,306 18,315 24,627 18,454 51,122 52,075 1,579 626 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,570) 849 -183 3,743 425 1,018 5,018 4,578 -447 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 29.0 34.8 46.7 35.0 97.0 98.8 3.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 10 16 18 20 37 39 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,093 COMMITMENTS 0 8,593 2,030 89,900 85,917 91,930 96,540 8,163 3,553 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -451) 0 -428 31 -482 -54 -451 -451 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.6 2.0 89.8 85.8 91.8 96.5 8.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 3 18 27 21 30 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,489 COMMITMENTS 10,401 0 3,686 120,467 137,013 134,554 140,699 14,935 8,790 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -339) -166 0 57 394 -561 285 -504 -624 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 2.5 80.6 91.7 90.0 94.1 10.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 24 25 27 27 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,573,928 COMMITMENTS 516,720 77,588 814,175 1227872 1662138 2558767 2553901 15,161 20,027 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 41,939) 11,371 -1,183 6,591 24,062 36,415 42,024 41,823 -85 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 3.0 31.6 47.7 64.6 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 41 23 58 101 85 167 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,003,255 COMMITMENTS 193,810 79,755 190,018 615,923 729,650 999,751 999,423 3,504 3,832 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 20,291) 18,075 19,428 -3,863 7,434 5,172 21,646 20,737 -1,355 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 7.9 18.9 61.4 72.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 27 28 43 41 38 90 87 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,876 COMMITMENTS 15 995 61 10,680 9,597 10,756 10,653 120 223 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,486) 0 185 0 1,544 1,291 1,544 1,476 -58 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 9.1 0.6 98.2 88.2 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 2 29 29 31 33 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,410 COMMITMENTS 123 170 24 1,784 1,494 1,931 1,688 479 722 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -345) -12 -70 0 -277 -254 -289 -324 -56 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 7.1 1.0 74.0 62.0 80.1 70.0 19.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 17 17 18 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,613 COMMITMENTS 87 35 0 1,035 1,165 1,122 1,200 491 413 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -331) -38 35 0 -226 -110 -264 -75 -67 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.2 0.0 64.2 72.2 69.6 74.4 30.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 20 21 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,616 COMMITMENTS 4,891 2,012 15,039 160,912 165,520 180,843 182,572 3,773 2,044 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,708) 1,317 254 780 6,173 6,976 8,270 8,011 -562 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.1 8.1 87.2 89.7 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 7 35 31 43 39 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,902 COMMITMENTS 90 670 104 16,260 16,067 16,454 16,841 1,448 1,061 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 137) 5 34 -5 -54 125 -54 154 191 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.7 0.6 90.8 89.7 91.9 94.1 8.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 21 16 23 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,389 COMMITMENTS 148 3,342 220 27,845 26,795 28,213 30,357 3,176 1,032 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,354) 0 986 -70 1,870 438 1,800 1,354 -446 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 10.6 0.7 88.7 85.4 89.9 96.7 10.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 23 18 25 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,347 COMMITMENTS 100 446 40 9,747 10,027 9,887 10,513 1,460 834 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 42) 0 8 0 60 24 60 32 -18 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.9 0.4 85.9 88.4 87.1 92.7 12.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 11 17 13 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,312 COMMITMENTS 0 1,327 363 33,495 32,639 33,858 34,328 1,454 984 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 444) 0 11 9 268 425 277 444 168 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 1.0 94.9 92.4 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 24 18 26 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779 COMMITMENTS 0 468 0 50,290 50,163 50,290 50,631 489 148 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,459) 0 0 0 1,459 1,480 1,459 1,480 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 12 12 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 728,597 COMMITMENTS 0 13,824 0 728,597 714,773 728,597 728,597 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 12 15 13 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,631 COMMITMENTS 0 0 0 28,290 28,631 28,290 28,631 341 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,299 COMMITMENTS 0 0 0 61,299 61,299 61,299 61,299 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 7,335) 0 0 0 7,335 7,335 7,335 7,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 27) 0 0 0 17 13 17 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,044,140 COMMITMENTS 0 0 0 1044140 1044140 1044140 1044140 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 111,685) 0 0 0 111,685 111,685 111,685 111,685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 17 12 17 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 196,070 COMMITMENTS 200 0 0 195,870 196,070 196,070 196,070 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 5,513) 0 0 0 5,513 5,620 5,513 5,620 0 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 21 26 22 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,448,665 COMMITMENTS 1,056 0 0 3447609 3448665 3448665 3448665 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 87,295) 0 0 0 87,295 87,295 87,295 87,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 39) 1 0 0 19 28 20 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,653 COMMITMENTS 6,030 1,600 132 54,491 58,411 60,653 60,143 0 510 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.6 0.2 89.8 96.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 24 20 29 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,179,976 COMMITMENTS 24,125 86,052 5,280 1150571 1088644 1179976 1179976 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 19,680) 0 0 0 19,680 19,680 19,680 19,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.3 0.4 97.5 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 1 25 25 27 28 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,487 COMMITMENTS 1,020 243 255 48,126 48,946 49,401 49,444 86 43 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.5 0.5 97.2 98.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 21 18 22 20 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,984 COMMITMENTS 0 2,536 190 28,476 26,024 28,666 28,750 318 234 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,040) 0 0 0 2,040 2,040 2,040 2,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 0.7 98.2 89.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 14 13 15 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,278 COMMITMENTS 510 86 0 33,279 33,873 33,789 33,959 489 319 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 224) 0 0 0 224 224 224 224 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.3 0.0 97.1 98.8 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 15 19 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 974,536 COMMITMENTS 0 35,587 4,000 970,536 934,949 974,536 974,536 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 750) 0 750 0 19,486 0 19,486 750 -18,736 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.4 99.6 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 20 20 21 22 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 482,288 COMMITMENTS 45,691 0 13,845 422,752 468,443 482,288 482,288 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 94,080) 0 0 0 94,080 94,080 94,080 94,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 2.9 87.7 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 9 13 10 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,751 COMMITMENTS 526 25 106 22,701 23,370 23,333 23,501 418 250 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,226) -213 25 33 -4,076 -4,243 -4,256 -4,185 30 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.1 0.4 95.6 98.4 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 36 31 39 33 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,512 COMMITMENTS 921 0 0 15,198 16,027 16,119 16,027 393 485 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 451) 406 0 0 -114 406 292 406 159 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 92.0 97.1 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 17 16 19 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,986 COMMITMENTS 0 0 0 6,570 6,073 6,570 6,073 416 913 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -54) 0 0 0 -94 -108 -94 -108 40 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.0 86.9 94.0 86.9 6.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 20 15 20 15 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,827 COMMITMENTS 0 0 0 10,253 9,864 10,253 9,864 574 963 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 351) 0 0 0 326 414 326 414 25 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 91.1 94.7 91.1 5.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,779,170 COMMITMENTS 344,100 108,367 925,795 1384086 1678620 2653981 2712782 125,189 66,388 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,430) 1,364 -17,376 2,368 -8,960 23,153 -5,227 8,145 9,657 -3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 3.9 33.3 49.8 60.4 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 196 108 225 100 108 404 347 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 277,666 COMMITMENTS 114,281 25,377 72,980 86,978 174,628 274,238 272,985 3,428 4,681 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 28,847) 7,348 3,115 7,938 12,593 17,912 27,880 28,965 966 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 9.1 26.3 31.3 62.9 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 11 14 21 24 37 42 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,092 COMMITMENTS 38,127 16,117 7,450 142,424 142,777 188,001 166,344 38,091 59,748 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,601) 963 127 597 3,141 -680 4,701 44 -2,100 2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 7.1 3.3 63.0 63.1 83.2 73.6 16.8 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 4 24 24 29 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,310 COMMITMENTS 27,927 1,116 31,881 68,074 96,053 127,882 129,051 4,428 3,259 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -892) -2,757 -134 714 1,571 -1,296 -472 -716 -419 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 0.8 24.1 51.5 72.6 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 10 25 27 25 59 51 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 576,024 COMMITMENTS 35,101 6,843 100,713 423,384 450,837 559,198 558,392 16,826 17,632 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -7,467) -2,854 2,174 -903 -3,510 -8,283 -7,267 -7,012 -201 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 1.2 17.5 73.5 78.3 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 3 13 34 34 47 47 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,610 COMMITMENTS 355 1,644 100 30,987 29,719 31,442 31,463 168 147 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3) 0 78 0 143 125 143 203 -140 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 5.2 0.3 98.0 94.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 1 34 32 37 37 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,663 COMMITMENTS 5,611 28,126 2,039 74,748 49,510 82,398 79,675 3,265 5,988 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,967) 0 -2,410 -500 -1,464 526 -1,964 -2,384 -3 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 32.8 2.4 87.3 57.8 96.2 93.0 3.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 10 9 27 24 39 36 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,105 COMMITMENTS 7,035 1,263 1,675 20,650 26,961 29,360 29,899 2,745 2,206 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,734) 2,203 100 250 1,764 3,367 4,217 3,717 -483 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 3.9 5.2 64.3 84.0 91.4 93.1 8.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 3 15 16 23 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,119 COMMITMENTS 3,800 969 0 10,319 13,054 14,119 14,023 0 96 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -105) 225 41 -450 120 370 -105 -39 0 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.9 0.0 73.1 92.5 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 0 18 19 24 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,296 COMMITMENTS 18,597 2,448 626 5,034 23,357 24,257 26,431 3,039 865 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,699) 1,064 175 -30 405 1,547 1,439 1,692 260 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.1 9.0 2.3 18.4 85.6 88.9 96.8 11.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 91 16 10 28 35 122 59 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,015 COMMITMENTS 32,702 1,531 658 5,677 41,637 39,037 43,826 5,977 1,188 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,549) 1,042 433 -81 314 1,235 1,275 1,588 274 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.6 3.4 1.5 12.6 92.5 86.7 97.4 13.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 98 10 8 22 38 124 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,258 COMMITMENTS 77,497 9,271 34,631 159,968 238,653 272,096 282,556 24,162 13,703 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -13,703) -4,628 -720 1,497 -10,796 -15,741 -13,927 -14,964 224 1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 3.1 11.7 54.0 80.6 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 74 20 44 79 91 172 140 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,136 COMMITMENTS 2,225 2,497 958 14,406 14,279 17,589 17,734 4,547 4,402 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,033) 0 157 -100 805 711 705 768 328 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 11.3 4.3 65.1 64.5 79.5 80.1 20.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 13 15 19 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,970 COMMITMENTS 350 0 560 5,060 5,410 5,970 5,970 0 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,573) -100 -100 0 -1,423 -1,423 -1,523 -1,523 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 9.4 84.8 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 4 23 26 27 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,949 COMMITMENTS 630 2,865 9 51,318 49,745 51,957 52,619 992 330 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,949) -100 -389 -50 -4,064 -3,620 -4,214 -4,059 265 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.4 0.0 96.9 93.9 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 1 41 36 45 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,898 COMMITMENTS 0 0 0 18,753 18,898 18,753 18,898 145 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,003) 0 0 0 -983 -1,003 -983 -1,003 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 12 13 12 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,467 COMMITMENTS 150 3,950 50 6,927 3,467 7,127 7,467 340 0 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,095) -250 -300 0 -815 -795 -1,065 -1,095 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 52.9 0.7 92.8 46.4 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 1 27 21 28 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,692 COMMITMENTS 4,732 10 330 15,604 20,169 20,666 20,509 26 183 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -5,383) -210 10 40 -5,208 -5,414 -5,378 -5,364 -5 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 0.0 1.6 75.4 97.5 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 27 24 30 26 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,523 COMMITMENTS 5,391 1,642 908 12,025 15,853 18,324 18,403 199 120 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 210) 0 -53 0 167 273 167 220 43 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 8.9 4.9 64.9 85.6 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 3 31 33 37 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,708 COMMITMENTS 258 404 442 9,597 9,744 10,297 10,590 411 118 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 68) 0 89 27 -13 -48 14 68 54 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.8 4.1 89.6 91.0 96.2 98.9 3.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 27 25 33 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,276 COMMITMENTS 10,696 1,339 1,654 20,370 30,013 32,720 33,006 556 270 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 802) 1,050 161 -287 189 928 952 802 -150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 4.0 5.0 61.2 90.2 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 5 5 28 33 41 41 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,426 COMMITMENTS 1,512 225 324 11,499 12,743 13,335 13,292 3,091 3,134 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.4 2.0 70.0 77.6 81.2 80.9 18.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 16 17 17
Updated February 11, 2011