GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,532 COMMITMENTS 1,966 75 158 45,328 46,912 47,452 47,145 80 387 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,435) 144 0 2 3,241 3,436 3,387 3,438 48 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.2 0.3 95.4 98.7 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 1 1 47 45 49 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,788 COMMITMENTS 0 0 0 9,598 9,621 9,598 9,621 190 167 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 114) 0 0 0 114 114 114 114 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 98.3 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 30 31 30 31 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,176 COMMITMENTS 84 0 0 3,188 3,261 3,272 3,261 904 915 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 76.3 78.1 78.4 78.1 21.6 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 19 18 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,620 COMMITMENTS 0 381 202 9,185 8,825 9,387 9,408 1,233 1,212 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 656) 0 46 -7 709 772 702 811 -46 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 1.9 86.5 83.1 88.4 88.6 11.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 4 3 36 40 39 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,736 COMMITMENTS 562 45 74 6,459 6,797 7,095 6,916 641 820 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 432) -51 -98 -2 456 565 403 465 29 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.6 1.0 83.5 87.9 91.7 89.4 8.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 2 5 49 54 55 59 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,908 COMMITMENTS 15 0 48 2,996 2,451 3,059 2,499 849 1,409 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 56) 0 0 0 54 41 54 41 2 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 1.2 76.7 62.7 78.3 63.9 21.7 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 20 18 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,834 COMMITMENTS 289 249 4 1,939 2,352 2,232 2,605 602 229 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 199) 0 14 0 153 187 153 201 46 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 8.8 0.1 68.4 83.0 78.8 91.9 21.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 19 19 21 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,166 COMMITMENTS 25 55 45 1,542 1,743 1,612 1,843 554 323 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 33) 25 -35 25 -138 -27 -88 -37 121 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.5 2.1 71.2 80.5 74.4 85.1 25.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 19 22 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,606 COMMITMENTS 0 0 0 8,526 8,314 8,526 8,314 80 292 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 368) 0 0 0 368 368 368 368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 96.6 99.1 96.6 0.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 25 18 25 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,906 COMMITMENTS 0 2,222 90 21,816 19,594 21,906 21,906 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,035) 0 45 0 1,035 990 1,035 1,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.1 0.4 99.6 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 31 27 32 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 382,981 COMMITMENTS 40,044 32,286 63,972 239,828 253,939 343,844 350,196 39,137 32,784 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,393) -9,889 3,566 143 11,386 -7,556 1,640 -3,847 -4,033 1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 8.4 16.7 62.6 66.3 89.8 91.4 10.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 38 28 45 75 85 137 138 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,878 COMMITMENTS 268 6,436 24,773 63,068 58,415 88,109 89,624 2,768 1,254 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,629) -10 2,089 -463 3,477 1,473 3,004 3,098 -376 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 7.1 27.3 69.4 64.3 97.0 98.6 3.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 7 9 17 17 26 26 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,190 COMMITMENTS 355 274 340 14,320 14,419 15,015 15,033 175 157 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,225) 50 -200 200 1,950 2,345 2,200 2,345 25 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.8 2.2 94.3 94.9 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 2 3 41 41 45 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,052 COMMITMENTS 486 886 164 6,315 5,942 6,965 6,992 87 60 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 12.6 2.3 89.5 84.3 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 2 25 19 31 23 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,850 COMMITMENTS 96 336 0 2,883 2,901 2,979 3,237 871 613 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3) 0 0 0 0 12 0 12 3 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 8.7 0.0 74.9 75.4 77.4 84.1 22.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 14 16 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 946,628 COMMITMENTS 147,352 319,475 303,800 419,760 276,814 870,912 900,089 75,716 46,540 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -52,242) -10,123 -17,752 -15,059 -19,524 -15,817 -44,706 -48,628 -7,536 -3,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 33.7 32.1 44.3 29.2 92.0 95.1 8.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 78 134 139 86 79 259 269 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,748 COMMITMENTS 0 768 0 27,178 31,583 27,178 32,351 8,570 3,397 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 84) 0 0 0 84 0 84 0 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 76.0 88.3 76.0 90.5 24.0 9.5 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 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,092 COMMITMENTS 2,059 174 1,716 25,496 25,010 29,271 26,900 3,821 6,192 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 350) 0 0 270 80 80 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.5 5.2 77.0 75.6 88.5 81.3 11.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 15 18 18 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,538,539 COMMITMENTS 62,338 71,254 491,382 979,010 969,766 1532730 1532402 5,809 6,137 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -151,968) -22,802 -10,761 -67,205 -62,692 -76,659 -152,700 -154,625 732 2,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 4.6 31.9 63.6 63.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 35 30 51 63 60 123 116 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 35,003 COMMITMENTS 7,590 7,642 15,496 11,128 11,832 34,213 34,969 790 34 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -24,358) 3,228 -2,376 -18,397 -8,863 -3,136 -24,031 -23,908 -327 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 21.8 44.3 31.8 33.8 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 5 12 8 12 22 25 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,980 COMMITMENTS 1,216 9,099 3,260 61,589 52,241 66,065 64,600 2,915 4,380 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 13.2 4.7 89.3 75.7 95.8 93.7 4.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 15 23 18 26 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,852 COMMITMENTS 4,109 4,127 642 52,340 51,572 57,091 56,341 7,760 8,511 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 286) -22 84 10 2,056 192 2,044 286 -1,758 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 6.4 1.0 80.7 79.5 88.0 86.9 12.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 17 17 19 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,396 COMMITMENTS 4,808 0 3,678 89,719 100,334 98,205 104,012 10,191 4,384 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,498) 580 0 -425 2,166 2,923 2,321 2,498 178 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 3.4 82.8 92.6 90.6 96.0 9.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 3 23 24 27 27 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,523,409 COMMITMENTS 525,704 184,695 621,250 1343399 1687936 2490353 2493881 33,056 29,528 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 49,437) 5,484 43,896 -18,017 64,196 23,099 51,663 48,978 -2,226 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 7.3 24.6 53.2 66.9 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 40 23 51 109 96 172 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,085,864 COMMITMENTS 174,282 158,693 190,115 715,757 733,471 1080154 1082279 5,710 3,585 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 40,969) 10,313 35,869 -1,828 32,525 8,747 41,010 42,788 -41 -1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 14.6 17.5 65.9 67.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 24 25 39 48 44 92 88 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,991 COMMITMENTS 469 900 141 16,149 15,662 16,759 16,703 233 288 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 681) 124 330 -9 596 407 711 728 -30 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 5.3 0.8 95.0 92.2 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 5 4 38 41 44 48 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,376 COMMITMENTS 59 37 128 653 798 840 963 536 413 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.7 9.3 47.5 58.0 61.0 70.0 39.0 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 13 17 16 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 200,048 COMMITMENTS 20,105 4,172 20,522 157,387 174,314 198,014 199,008 2,034 1,040 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,100) 444 927 -142 1,753 1,333 2,055 2,118 45 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 2.1 10.3 78.7 87.1 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 5 32 31 38 37 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,615 COMMITMENTS 0 1,021 2,205 21,728 21,345 23,933 24,571 1,682 1,044 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -369) -127 17 -65 -217 -324 -409 -373 40 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 8.6 84.8 83.3 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 22 22 23 25 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,370 COMMITMENTS 677 848 194 7,535 8,402 8,406 9,444 1,964 926 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 60) 20 0 0 40 60 60 60 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 8.2 1.9 72.7 81.0 81.1 91.1 18.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 17 14 20 18 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,709 COMMITMENTS 268 276 498 9,865 9,076 10,631 9,850 1,078 1,859 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 212) 67 0 0 -220 160 -152 160 364 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.4 4.3 84.3 77.5 90.8 84.1 9.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 13 14 16 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,486 COMMITMENTS 1,142 2,810 392 22,366 21,676 23,900 24,878 2,586 1,608 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -456) -770 -240 6 410 -202 -354 -436 -102 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 10.6 1.5 84.4 81.8 90.2 93.9 9.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 22 20 24 23 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,546 COMMITMENTS 382 0 48 10,128 10,070 10,558 10,118 988 1,428 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -26) 20 0 0 -50 -30 -30 -30 4 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.4 87.7 87.2 91.4 87.6 8.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 15 15 17 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,210 COMMITMENTS 0 804 330 9,938 9,012 10,268 10,146 942 1,064 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 20) 0 0 0 296 20 296 20 -276 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 2.9 88.7 80.4 91.6 90.5 8.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 21 16 22 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,644 COMMITMENTS 2,193 0 357 51,010 53,287 53,560 53,644 84 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 127) -84 0 84 127 43 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.7 95.1 99.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 17 14 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 789,359 COMMITMENTS 32,150 0 768 756,441 788,591 789,359 789,359 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 4,371) 6,005 0 -2,402 768 6,773 4,371 4,371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 15 13 16 14 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 332,964 COMMITMENTS 26,252 0 9,408 297,304 323,556 332,964 332,964 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 2.8 89.3 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 9 12 11 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,175 COMMITMENTS 0 0 0 43,175 43,175 43,175 43,175 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 13 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 797,410 COMMITMENTS 0 0 0 797,410 797,410 797,410 797,410 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 11 15 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 138,705 COMMITMENTS 1,900 0 924 135,690 137,781 138,514 138,705 191 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) 315 0 0 0 0 315 0 -315 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.7 97.8 99.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 19 24 21 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,405,754 COMMITMENTS 3,965 24,512 17,958 2383831 2363284 2405754 2405754 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,925) 0 9,855 0 1,925 -7,930 1,925 1,925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.0 0.7 99.1 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 19 28 21 29 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,696 COMMITMENTS 3,232 1,727 1,350 39,114 40,619 43,696 43,696 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 4.0 3.1 89.5 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 3 26 20 30 25 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,137,199 COMMITMENTS 46,920 34,115 13,250 1077029 1089834 1137199 1137199 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 4,872) -210 -618 -1,830 6,912 7,320 4,872 4,872 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.0 1.2 94.7 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 2 25 18 29 21 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,081 COMMITMENTS 0 1,191 189 49,808 48,446 49,997 49,826 84 255 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -210) 0 0 0 -210 -210 -210 -210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.4 99.5 96.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 19 19 20 21 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,480 COMMITMENTS 650 5,331 616 18,214 13,533 19,480 19,480 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,951) 0 3,951 0 3,951 0 3,951 3,951 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 27.4 3.2 93.5 69.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 12 8 13 11 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,582 COMMITMENTS 0 4,302 798 38,616 34,398 39,414 39,498 168 84 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 84) 0 -84 84 0 84 84 84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.9 2.0 97.6 86.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 14 14 16 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,594 COMMITMENTS 510 263 189 21,640 22,121 22,339 22,573 255 21 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -9) 0 -42 0 -9 33 -9 -9 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.2 0.8 95.8 97.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 14 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 946,259 COMMITMENTS 24,936 38,282 4,753 916,570 903,224 946,259 946,259 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,750) 0 7,750 0 7,750 0 7,750 7,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 4.0 0.5 96.9 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 20 20 23 22 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 880,466 COMMITMENTS 110,220 0 15,180 755,066 865,286 880,466 880,466 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 6,005) -6,005 0 6,005 6,005 0 6,005 6,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.0 1.7 85.8 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 10 19 11 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 140,556 COMMITMENTS 0 6,005 0 140,556 134,551 140,556 140,556 0 0 CHANGES FROM 09/20/11 (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 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,830 COMMITMENTS 0 1,577 854 7,945 6,330 8,798 8,761 31 69 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 9) 0 -126 36 -5 94 30 4 -22 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.9 9.7 90.0 71.7 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 4 13 16 17 20 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,553 COMMITMENTS 230 76 167 22,845 22,647 23,242 22,890 311 663 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 447) 80 15 -5 376 442 451 452 -4 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.3 0.7 97.0 96.2 98.7 97.2 1.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 2 4 40 37 44 41 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,665 COMMITMENTS 311 45 145 11,139 11,272 11,595 11,462 70 203 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 130) 66 0 0 64 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 1.2 95.5 96.6 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 2 20 22 24 24 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,304 COMMITMENTS 0 95 30 7,935 7,656 7,965 7,781 339 523 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 20) -5 0 0 -5 -20 -10 -20 30 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.4 95.6 92.2 95.9 93.7 4.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 25 23 26 25 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,475 COMMITMENTS 20 0 30 10,240 10,317 10,290 10,347 1,185 1,128 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 155) 0 0 0 90 155 90 155 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.3 89.2 89.9 89.7 90.2 10.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 19 20 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,630,468 COMMITMENTS 326,080 128,085 900,295 1326622 1528170 2552998 2556551 77,470 73,917 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 57,674) -6,569 7,612 56,264 6,178 -12,351 55,874 51,525 1,800 6,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 4.9 34.2 50.4 58.1 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 138 114 193 95 102 332 320 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 276,547 COMMITMENTS 128,503 27,047 29,601 117,171 217,850 275,275 274,498 1,273 2,049 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,615) -144 412 242 -1,569 -1,732 -1,471 -1,078 -144 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 9.8 10.7 42.4 78.8 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 17 19 24 24 43 48 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,399 COMMITMENTS 54,760 24,875 4,930 125,772 146,353 185,462 176,158 30,937 40,241 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,302) -539 1,347 189 2,466 -65 2,116 1,471 186 831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 11.5 2.3 58.1 67.6 85.7 81.4 14.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 8 11 20 25 33 38 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,683 COMMITMENTS 17,731 3,473 17,495 68,497 83,475 103,723 104,443 2,960 2,241 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -5,041) 121 309 -1,217 -3,755 -4,023 -4,851 -4,931 -190 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 3.3 16.4 64.2 78.2 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 25 6 22 27 25 55 50 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 528,266 COMMITMENTS 31,753 4,965 99,164 381,469 408,283 512,385 512,412 15,881 15,853 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,106) 1,220 735 426 1,498 2,049 3,144 3,210 -38 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.9 18.8 72.2 77.3 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 3 14 34 35 48 49 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,860 COMMITMENTS 538 726 773 19,529 19,361 20,840 20,860 20 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 852) -125 -25 325 652 552 852 852 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 3.5 3.7 93.6 92.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 5 38 37 44 44 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,815 COMMITMENTS 3,347 17,464 10,159 63,819 46,841 77,325 74,464 2,490 5,351 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 497) 37 -550 -3 360 947 394 394 103 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 21.9 12.7 80.0 58.7 96.9 93.3 3.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 9 15 25 22 41 37 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,181 COMMITMENTS 2,862 3,197 4,254 26,160 25,990 33,276 33,441 2,905 2,740 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 276) 14 -1,213 982 -582 895 414 664 -138 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 8.8 11.8 72.3 71.8 92.0 92.4 8.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 6 16 17 23 25 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,840 COMMITMENTS 4,450 150 0 11,260 15,515 15,710 15,665 130 175 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 605) 600 0 0 -125 505 475 505 130 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 0.9 0.0 71.1 97.9 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 20 19 22 20 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,534 COMMITMENTS 3,522 1,923 6,970 12,270 13,387 22,762 22,280 2,772 3,254 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,922) 127 -349 2,810 1,499 1,469 4,436 3,930 -2,515 -2,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 7.5 27.3 48.1 52.4 89.1 87.3 10.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 11 12 11 23 22 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,453 COMMITMENTS 2,860 3,001 2,270 19,634 19,223 24,765 24,494 689 959 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 268) 76 19 53 146 131 275 202 -7 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.8 8.9 77.1 75.5 97.3 96.2 2.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 14 14 19 22 36 40 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,125 COMMITMENTS 9,391 1,417 8,235 61,112 66,460 78,738 76,111 11,387 14,014 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,833) 3,179 247 -1,042 -2,058 1,072 79 278 1,754 1,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 1.6 9.1 67.8 73.7 87.4 84.5 12.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 5 19 21 25 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,953 COMMITMENTS 11,117 4,139 457 7,200 13,963 18,775 18,559 1,178 1,395 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,002) -1,479 1,548 127 982 -2,783 -370 -1,108 -632 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 20.7 2.3 36.1 70.0 94.1 93.0 5.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 47 41 6 26 31 77 76 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,771 COMMITMENTS 24,217 3,432 694 9,542 34,056 34,453 38,182 6,318 2,589 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,493) -1,975 1,462 233 917 -5,122 -826 -3,427 -1,667 934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.4 8.4 1.7 23.4 83.5 84.5 93.6 15.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 70 25 10 30 35 104 66 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,423 COMMITMENTS 64,938 28,577 37,254 167,532 206,814 269,724 272,645 16,699 13,778 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -14,435) -6,017 -879 1,052 -5,207 -14,017 -10,172 -13,844 -4,263 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 10.0 13.0 58.5 72.2 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 66 24 54 76 86 164 149 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,175 COMMITMENTS 8,965 280 274 8,440 19,857 17,679 20,411 6,496 3,764 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 29) -633 0 126 490 -208 -17 -82 46 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 1.2 1.1 34.9 82.1 73.1 84.4 26.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 17 20 21 25 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,175 COMMITMENTS 0 0 0 26,593 25,830 26,593 25,830 1,582 2,345 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 205) 0 0 0 85 -65 85 -65 120 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.4 91.7 94.4 91.7 5.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 15 15 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,321 COMMITMENTS 214 250 0 6,064 5,945 6,278 6,195 43 126 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 401) 0 0 0 401 401 401 401 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.0 0.0 95.9 94.1 99.3 98.0 0.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 29 28 30 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,708 COMMITMENTS 400 925 0 54,145 54,377 54,545 55,302 1,163 406 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,508) 0 775 0 2,698 1,920 2,698 2,695 -190 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.7 0.0 97.2 97.6 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 1 0 42 35 43 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,989 COMMITMENTS 0 0 0 17,869 17,964 17,869 17,964 120 25 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -218) 0 0 0 -218 -218 -218 -218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 16 23 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,433 COMMITMENTS 25 3,183 25 5,383 2,225 5,433 5,433 0 0 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 600) 0 550 0 600 50 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 58.6 0.5 99.1 41.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 1 27 14 28 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,069 COMMITMENTS 677 0 38 7,102 7,788 7,817 7,826 252 243 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 0) -125 -210 0 125 210 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 0.5 88.0 96.5 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 23 19 25 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,879 COMMITMENTS 1,152 3,170 603 20,030 17,982 21,785 21,755 94 124 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,005) 160 -429 26 819 1,408 1,005 1,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 14.5 2.8 91.5 82.2 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 5 5 42 44 50 51 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,143 COMMITMENTS 2,490 58 60 2,253 4,743 4,803 4,861 340 282 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 1.1 1.2 43.8 92.2 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 9 12 11 14 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,174 COMMITMENTS 1,412 134 540 11,093 12,437 13,045 13,111 129 63 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 358) -445 0 0 803 358 358 358 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 1.0 4.1 84.2 94.4 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 2 28 33 32 36 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,349 COMMITMENTS 10,860 983 970 19,203 28,804 31,033 30,757 316 592 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,291) 825 0 240 1,466 2,291 2,531 2,531 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 3.1 3.1 61.3 91.9 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 4 7 30 36 39 47 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,293 COMMITMENTS 4,150 0 87 13,791 17,930 18,028 18,017 2,265 2,276 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,139) -441 0 87 2,349 2,154 1,995 2,241 144 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 0.0 0.4 68.0 88.4 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 20 21 23 22
Updated September 30, 2011