GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,671 COMMITMENTS 2,062 483 60 33,482 34,697 35,604 35,240 67 431 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -6,615) -707 -264 0 -5,867 -6,358 -6,574 -6,622 -41 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 1.4 0.2 93.9 97.3 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 2 1 37 45 39 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,672 COMMITMENTS 0 0 0 10,504 10,567 10,504 10,567 168 105 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,968) 0 0 0 -1,982 -1,931 -1,982 -1,931 14 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.4 99.0 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 22 29 22 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,251 COMMITMENTS 153 308 250 7,710 7,490 8,113 8,048 1,138 1,203 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,349) 21 -201 -6 -1,341 -1,107 -1,326 -1,314 -23 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.3 2.7 83.3 81.0 87.7 87.0 12.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 3 31 35 35 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,930 COMMITMENTS 602 110 105 5,642 5,833 6,349 6,048 581 882 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,876) 117 -53 -177 -1,726 -1,489 -1,786 -1,719 -90 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 1.6 1.5 81.4 84.2 91.6 87.3 8.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 2 4 42 48 47 54 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,595 COMMITMENTS 760 140 0 1,214 2,062 1,974 2,202 621 393 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -532) -90 -75 -15 -398 -566 -503 -656 -29 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 5.4 0.0 46.8 79.5 76.1 84.9 23.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,851 COMMITMENTS 0 0 0 7,736 7,569 7,736 7,569 115 282 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,491) 0 0 0 -2,456 -2,491 -2,456 -2,491 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 17 19 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,289 COMMITMENTS 0 2,686 30 16,259 13,573 16,289 16,289 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,524) 0 -933 0 -2,474 -1,541 -2,474 -2,474 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.5 0.2 99.8 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 31 22 32 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,831 COMMITMENTS 58,167 28,597 49,489 202,086 249,712 309,742 327,798 42,089 24,033 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,012) -1,798 2,653 -2,306 -4,205 -7,427 -8,308 -7,080 -704 -1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 8.1 14.1 57.4 71.0 88.0 93.2 12.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 47 24 43 68 92 140 138 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 101,361 COMMITMENTS 74 5,861 26,910 69,276 65,186 96,259 97,957 5,102 3,404 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -16,072) 74 -952 -4,038 -11,428 -10,692 -15,393 -15,682 -679 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.8 26.5 68.3 64.3 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 7 9 11 11 20 20 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,422 COMMITMENTS 2,011 580 545 11,866 13,290 14,422 14,415 0 7 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,919) -535 -50 340 -2,724 -3,216 -2,919 -2,926 0 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 4.0 3.8 82.3 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 3 4 44 33 51 39 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,520 COMMITMENTS 1,075 575 120 5,310 5,794 6,505 6,489 15 31 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,351) -370 -235 0 -975 -1,102 -1,345 -1,337 -6 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 8.8 1.8 81.4 88.9 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 1 20 18 25 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,014,651 COMMITMENTS 168,671 337,690 367,991 390,889 259,514 927,551 965,194 87,100 49,457 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 19,147) 15,760 26,602 -4,415 8,930 -6,051 20,275 16,136 -1,129 3,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 33.3 36.3 38.5 25.6 91.4 95.1 8.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 107 128 159 81 76 291 274 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,573 COMMITMENTS 0 768 0 29,420 34,733 29,420 35,501 9,153 3,072 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,224) 0 768 0 -2,406 -3,254 -2,406 -2,486 -818 -738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 76.3 90.0 76.3 92.0 23.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 14 14 15 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,730 COMMITMENTS 1,012 0 2,076 26,736 27,123 29,824 29,199 3,906 4,531 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,141) -479 -178 -144 -2,057 -2,355 -2,680 -2,677 -461 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 6.2 79.3 80.4 88.4 86.6 11.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 14 15 17 18 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,584,025 COMMITMENTS 92,039 81,542 487,491 998,215 1010820 1577745 1579853 6,280 4,172 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 27,343) 963 4,405 16,931 9,163 5,672 27,057 27,008 286 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 5.1 30.8 63.0 63.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 41 32 56 69 69 134 133 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 55,616 COMMITMENTS 5,048 7,053 31,156 18,824 16,357 55,028 54,565 588 1,050 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 143) -53 -585 -377 516 1,019 85 57 57 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 12.7 56.0 33.8 29.4 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 13 18 16 21 36 42 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,065 COMMITMENTS 0 7,403 2,599 65,516 58,072 68,115 68,074 3,950 3,991 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -6,384) 0 10 -186 -5,384 -5,906 -5,570 -6,082 -814 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.3 3.6 90.9 80.6 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 3 16 23 19 26 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,884 COMMITMENTS 4,147 0 778 48,992 52,881 53,917 53,659 8,967 9,225 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,058) -220 0 -131 -2,959 -3,380 -3,310 -3,511 -748 -547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 1.2 77.9 84.1 85.7 85.3 14.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 17 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,512 COMMITMENTS 4,383 395 4,017 91,549 101,856 99,949 106,268 11,563 5,244 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,468) 192 -47 734 -7,342 -6,791 -6,416 -6,104 -1,052 -1,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.4 3.6 82.1 91.3 89.6 95.3 10.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 22 25 26 28 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,447,279 COMMITMENTS 498,561 50,980 678,379 1232435 1692706 2409375 2422065 37,904 25,214 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -98,662) -152 603 -40,073 -61,676 -60,302 -101,901 -99,772 3,239 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 2.1 27.7 50.4 69.2 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 43 19 52 94 87 157 140 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 929,793 COMMITMENTS 122,903 87,756 152,882 649,165 685,771 924,950 926,409 4,843 3,384 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -92,490) -35,293 -6,511 -16,483 -41,258 -68,443 -93,034 -91,437 544 -1,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 9.4 16.4 69.8 73.8 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 26 21 35 45 39 85 81 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,053 COMMITMENTS 38 932 122 13,615 12,694 13,775 13,748 278 305 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,684) -46 -650 -27 -3,775 -3,071 -3,848 -3,748 164 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.6 0.9 96.9 90.3 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 7 4 36 40 41 48 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,355 COMMITMENTS 43 0 0 930 972 973 972 382 383 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -344) -42 -27 -39 -163 -168 -244 -234 -100 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.0 68.6 71.7 71.8 71.7 28.2 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 20 21 21 21 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,126 COMMITMENTS 15,788 2,364 18,163 148,269 162,850 182,219 183,377 1,906 749 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -15,915) -1,548 -1,101 -2,906 -11,395 -11,873 -15,849 -15,880 -65 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 1.3 9.9 80.5 88.4 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 8 33 34 42 43 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,026 COMMITMENTS 441 860 1,518 20,808 20,478 22,767 22,856 1,259 1,170 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -233) 158 -152 40 -374 33 -176 -79 -57 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.6 6.3 86.6 85.2 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 24 21 25 24 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,294 COMMITMENTS 566 852 74 7,155 8,336 7,795 9,262 2,499 1,032 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -403) -35 -14 6 -246 -291 -275 -299 -128 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.3 0.7 69.5 81.0 75.7 90.0 24.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 15 15 18 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,255 COMMITMENTS 2,070 3,060 490 22,980 23,125 25,540 26,675 2,715 1,580 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,133) 130 -30 -102 -1,007 -947 -979 -1,079 -154 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 10.8 1.7 81.3 81.8 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 22 18 25 21 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,784 COMMITMENTS 120 20 198 9,725 9,596 10,043 9,814 741 970 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -194) 0 20 0 -167 -178 -167 -158 -27 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.2 1.8 90.2 89.0 93.1 91.0 6.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 14 15 16 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,253 COMMITMENTS 0 718 348 9,785 9,309 10,133 10,375 1,120 878 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -587) 0 -12 -2 -471 -537 -473 -551 -114 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 3.1 87.0 82.7 90.0 92.2 10.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 20 17 22 19 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,844 COMMITMENTS 330 537 377 16,891 18,100 17,598 19,014 2,246 830 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,590) 0 13 -51 -2,481 -2,530 -2,532 -2,568 -58 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.7 1.9 85.1 91.2 88.7 95.8 11.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 19 16 22 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,365 COMMITMENTS 0 398 0 45,003 44,712 45,003 45,110 362 255 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,590) 0 29 0 -1,570 -1,874 -1,570 -1,845 -20 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 99.2 98.6 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 13 12 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 632,567 COMMITMENTS 0 5,050 0 632,567 627,517 632,567 632,567 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -33,088) 0 280 0 -33,088 -33,368 -33,088 -33,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 13 12 14 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,749 COMMITMENTS 0 0 0 46,749 46,749 46,749 46,749 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,440) 0 0 0 -3,440 -3,440 -3,440 -3,440 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: 22) 0 0 0 14 12 14 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,762 COMMITMENTS 0 0 0 848,762 848,762 848,762 848,762 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -68,688) 0 0 0 -68,688 -68,688 -68,688 -68,688 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: 21) 0 0 0 14 11 14 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 148,437 COMMITMENTS 1,516 0 1,039 145,413 147,375 147,968 148,414 469 23 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,465) 315 0 -60 -9,700 -9,405 -9,445 -9,465 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.7 98.0 99.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 19 25 21 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,563,812 COMMITMENTS 0 26,769 17,958 2545854 2519085 2563812 2563812 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -200,128) 0 -9,328 0 -200,128 -190,800 -200,128 -200,128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.7 99.3 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 18 26 19 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,855 COMMITMENTS 3,632 1,758 950 41,250 43,147 45,832 45,855 23 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,760) 240 -100 -240 -2,740 -2,420 -2,740 -2,760 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 3.8 2.1 90.0 94.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 26 19 30 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,360,783 COMMITMENTS 285,754 37,365 13,160 1061869 1310258 1360783 1360783 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -72,928) -1,696 -2,968 0 -71,232 -69,960 -72,928 -72,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 2.7 1.0 78.0 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 26 20 31 23 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,964 COMMITMENTS 105 0 0 48,729 48,431 48,834 48,431 130 533 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,800) 0 0 0 -2,760 -2,780 -2,760 -2,780 -40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.5 98.9 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 20 20 20 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,014 COMMITMENTS 650 851 1,145 12,219 12,018 14,014 14,014 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -540) -24 36 -36 -480 -540 -540 -540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 6.1 8.2 87.2 85.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 9 9 12 12 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,065 COMMITMENTS 170 3,465 820 36,884 33,673 37,874 37,958 191 107 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,551) 0 51 -51 -1,480 -1,531 -1,531 -1,531 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 9.1 2.2 96.9 88.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 16 12 18 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,542 COMMITMENTS 556 460 212 22,141 22,403 22,909 23,074 633 468 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,638) -20 328 212 -5,061 -5,536 -4,869 -4,996 231 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.0 0.9 94.0 95.2 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 15 18 17 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,864 COMMITMENTS 0 0 0 368,864 368,864 368,864 368,864 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -25,440) 0 0 0 -25,440 -25,440 -25,440 -25,440 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: 20) 0 0 0 14 8 14 8 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 938,418 COMMITMENTS 42,565 9,805 0 895,853 928,613 938,418 938,418 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -55,968) 0 -2,120 0 -55,968 -53,848 -55,968 -55,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.0 0.0 95.5 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 18 23 20 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 761,018 COMMITMENTS 115,473 0 9,927 635,618 751,091 761,018 761,018 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -24,168) 848 0 -848 -24,168 -23,320 -24,168 -24,168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 0.0 1.3 83.5 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 17 9 19 10 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 163,605 COMMITMENTS 0 0 0 163,605 163,605 163,605 163,605 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -13,144) 0 0 0 -13,144 -13,144 -13,144 -13,144 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: 20) 0 0 0 11 12 11 12 MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 333,392 COMMITMENTS 2,256 0 0 331,136 333,392 333,392 333,392 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -32,648) -2,544 0 0 -30,104 -32,648 -32,648 -32,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 14 10 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,311 COMMITMENTS 162 10 115 22,737 22,772 23,014 22,897 297 414 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 228) -30 0 -260 483 365 193 105 35 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.5 97.5 97.7 98.7 98.2 1.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 3 36 34 39 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,177 COMMITMENTS 655 20 117 11,255 11,715 12,027 11,852 150 325 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,190) -76 -85 75 -1,189 -1,145 -1,190 -1,155 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.2 1.0 92.4 96.2 98.8 97.3 1.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 19 22 24 24 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,944 COMMITMENTS 0 95 0 7,576 7,402 7,576 7,497 368 447 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -442) 0 0 0 -408 -525 -408 -525 -34 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 95.4 93.2 95.4 94.4 4.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 25 22 25 23 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,327 COMMITMENTS 145 0 0 10,259 10,187 10,404 10,187 923 1,140 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -385) -25 0 0 -269 -177 -294 -177 -91 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 90.6 89.9 91.9 89.9 8.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,703,641 COMMITMENTS 335,054 142,886 909,088 1356030 1584722 2600173 2636696 103,468 66,944 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 51,607) -7,453 7,454 44,249 7,123 -4,403 43,919 47,300 7,688 4,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 5.3 33.6 50.2 58.6 96.2 97.5 3.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 175 95 205 95 105 356 333 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 353,212 COMMITMENTS 172,077 36,201 39,087 140,698 272,705 351,862 347,993 1,349 5,219 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 16,233) 1,959 3,179 3,675 10,279 8,390 15,913 15,244 320 989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 10.2 11.1 39.8 77.2 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 15 18 24 25 42 47 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,189 COMMITMENTS 58,449 13,530 3,144 111,167 142,662 172,760 159,336 34,429 47,853 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,435) -1,622 -792 -457 -6,692 -5,468 -8,771 -6,717 -664 -2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 6.5 1.5 53.7 68.9 83.4 76.9 16.6 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 5 7 20 21 30 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,933 COMMITMENTS 26,803 2,219 26,018 77,663 103,750 130,484 131,987 4,449 2,947 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,489) -8,055 485 4,198 524 -8,116 -3,333 -3,433 -156 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.6 19.3 57.6 76.9 96.7 97.8 3.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 23 11 27 26 25 58 54 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 525,519 COMMITMENTS 26,178 5,368 95,902 388,612 407,764 510,692 509,034 14,827 16,486 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -54,093) -6,192 -2,027 -10,388 -36,248 -40,844 -52,827 -53,259 -1,265 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.0 18.2 73.9 77.6 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 3 14 34 34 48 48 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,911 COMMITMENTS 150 2,345 823 19,926 17,743 20,899 20,911 12 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -5,720) 0 -595 475 -6,195 -5,600 -5,720 -5,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 11.2 3.9 95.3 84.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 6 4 32 36 36 43 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,676 COMMITMENTS 3,047 17,928 8,746 64,285 47,760 76,078 74,434 3,598 5,242 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 4,811) -4 0 1,758 2,885 2,749 4,639 4,507 172 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 22.5 11.0 80.7 59.9 95.5 93.4 4.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 7 13 25 22 39 35 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,929 COMMITMENTS 2,406 1,569 3,206 23,479 26,067 29,091 30,842 3,838 2,087 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,394) 0 386 0 1,442 1,213 1,442 1,599 -48 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.8 9.7 71.3 79.2 88.3 93.7 11.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 4 15 16 19 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,930 COMMITMENTS 1,334 150 0 12,530 13,735 13,864 13,885 66 45 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,900) -700 0 0 -1,200 -1,900 -1,900 -1,900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 1.1 0.0 89.9 98.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 20 18 22 19 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,056 COMMITMENTS 2,546 1,798 5,216 8,351 9,983 16,112 16,997 2,945 2,060 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 535) -44 154 404 155 83 515 641 20 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 9.4 27.4 43.8 52.4 84.5 89.2 15.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 11 11 10 22 22 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,201 COMMITMENTS 2,708 2,128 2,099 16,365 16,622 21,172 20,849 1,028 1,352 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 2,121) 2,170 137 -66 248 2,251 2,352 2,321 -231 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 9.6 9.5 73.7 74.9 95.4 93.9 4.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 10 11 18 19 34 33 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,747 COMMITMENTS 4,113 38 10,977 58,330 62,435 73,420 73,450 16,328 16,298 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,030) 1,485 -110 -3,658 -5,639 -4,052 -7,813 -7,820 -1,217 -1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 12.2 65.0 69.6 81.8 81.8 18.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 17 18 21 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,897 COMMITMENTS 19,039 1,762 788 5,289 24,546 25,116 27,096 2,781 801 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 965) 463 -78 -158 596 1,076 900 840 65 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.2 6.3 2.8 19.0 88.0 90.0 97.1 10.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 92 20 10 30 37 127 64 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,534 COMMITMENTS 24,423 1,074 566 9,953 37,372 34,942 39,011 5,593 1,523 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 858) 791 -407 -139 -389 1,327 263 781 595 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 2.6 1.4 24.6 92.2 86.2 96.2 13.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 78 9 11 25 34 107 50 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,879 COMMITMENTS 84,152 19,626 32,969 135,959 210,115 253,080 262,710 23,799 14,169 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -5,488) -4,514 -963 4,257 -3,543 -9,012 -3,801 -5,719 -1,687 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 7.1 11.9 49.1 75.9 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 72 11 48 69 91 161 140 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,032 COMMITMENTS 9,340 271 275 7,625 17,770 17,240 18,316 6,792 5,716 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,931) -2,003 10 -336 -4,064 -5,094 -6,403 -5,420 1,472 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 1.1 1.1 31.7 73.9 71.7 76.2 28.3 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 3 12 15 17 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,572 COMMITMENTS 314 0 300 3,958 4,272 4,572 4,572 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,533) -100 -300 100 -1,533 -1,333 -1,533 -1,533 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 6.6 86.6 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 2 24 25 27 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,654 COMMITMENTS 500 125 175 48,100 49,241 48,775 49,541 879 113 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -10,316) -300 125 175 -9,990 -10,566 -10,115 -10,266 -201 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.3 0.4 96.9 99.2 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 1 1 40 33 42 34 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,462 COMMITMENTS 0 0 0 18,267 18,342 18,267 18,342 195 120 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,546) 0 0 0 -1,731 -1,546 -1,731 -1,546 185 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 13 22 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,426 COMMITMENTS 0 3,026 120 5,306 2,280 5,426 5,426 0 0 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,648) 0 -873 0 -1,648 -775 -1,648 -1,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 55.8 2.2 97.8 42.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 4 1 24 16 25 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,328 COMMITMENTS 1,201 0 155 7,608 9,033 8,964 9,188 364 140 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,611) -310 0 0 -2,253 -2,581 -2,563 -2,581 -48 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.0 1.7 81.6 96.8 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 21 19 23 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,822 COMMITMENTS 860 2,154 515 15,309 14,048 16,684 16,717 138 105 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,489) 2 440 -348 -2,219 -2,594 -2,565 -2,502 76 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 12.8 3.1 91.0 83.5 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 4 36 31 42 37 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,053 COMMITMENTS 2,531 0 733 8,586 11,225 11,850 11,958 203 95 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,755) 57 0 -70 -1,936 -1,699 -1,949 -1,769 194 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 0.0 6.1 71.2 93.1 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 2 23 27 28 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,965 COMMITMENTS 12,983 693 606 14,674 26,856 28,263 28,155 702 810 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,914) -1,335 -15 -220 -1,313 -2,663 -2,868 -2,898 -46 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 2.4 2.1 50.7 92.7 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 2 5 29 26 40 33
Updated August 5, 2011