GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,740 COMMITMENTS 959 0 304 37,386 38,101 38,649 38,405 91 335 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,792) -1,007 -75 146 -7,942 -8,811 -8,803 -8,740 11 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.8 96.5 98.4 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 0 1 46 42 48 43 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,087 COMMITMENTS 0 0 0 7,912 7,972 7,912 7,972 175 115 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,701) 0 0 0 -1,686 -1,649 -1,686 -1,649 -15 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 98.6 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 26 27 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,839 COMMITMENTS 110 322 166 8,448 8,060 8,724 8,548 1,115 1,291 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -781) 110 -59 -36 -737 -765 -663 -860 -118 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.3 1.7 85.9 81.9 88.7 86.9 11.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 3 29 35 33 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,029 COMMITMENTS 533 5 123 4,934 5,139 5,590 5,267 439 762 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,707) -29 -40 49 -1,525 -1,658 -1,505 -1,649 -202 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.1 2.0 81.8 85.2 92.7 87.4 7.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 1 4 48 49 56 53 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,562 COMMITMENTS 0 0 0 2,635 2,176 2,635 2,176 927 1,386 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -346) -15 0 -48 -361 -275 -424 -323 78 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 74.0 61.1 74.0 61.1 26.0 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 19 17 19 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,517 COMMITMENTS 285 209 0 1,600 2,027 1,885 2,236 632 281 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -317) -4 -40 -4 -339 -325 -347 -369 30 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 8.3 0.0 63.6 80.5 74.9 88.8 25.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 15 14 16 15 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,840 COMMITMENTS 25 169 81 1,241 1,363 1,347 1,613 493 227 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -326) 0 114 36 -301 -380 -265 -230 -61 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 9.2 4.4 67.4 74.1 73.2 87.7 26.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 17 16 20 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,531 COMMITMENTS 0 0 0 6,486 6,249 6,486 6,249 45 282 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,075) 0 0 0 -2,040 -2,065 -2,040 -2,065 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 95.7 99.3 95.7 0.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,363 COMMITMENTS 0 1,115 190 17,173 16,058 17,363 17,363 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,543) 0 -1,107 100 -4,643 -3,536 -4,543 -4,543 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 1.1 98.9 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 24 25 25 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 386,319 COMMITMENTS 37,464 32,994 72,102 238,047 249,427 347,613 354,523 38,706 31,796 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,339) -2,580 709 8,130 -1,780 -4,511 3,769 4,327 -430 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 8.5 18.7 61.6 64.6 90.0 91.8 10.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 33 36 51 75 90 139 152 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 71,600 COMMITMENTS 434 7,507 19,321 49,744 43,862 69,498 70,690 2,101 910 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -19,278) 166 1,071 -5,452 -13,325 -14,553 -18,611 -18,934 -667 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 10.5 27.0 69.5 61.3 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 6 10 17 17 27 27 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,025 COMMITMENTS 500 170 0 10,445 10,768 10,945 10,938 80 87 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,165) 145 -104 -340 -3,875 -3,651 -4,070 -4,095 -95 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.5 0.0 94.7 97.7 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 0 38 37 42 38 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,256 COMMITMENTS 411 915 0 5,785 5,281 6,196 6,196 60 60 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -796) -75 29 -164 -530 -661 -769 -796 -27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 14.6 0.0 92.5 84.4 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 0 21 14 24 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 976,649 COMMITMENTS 147,075 309,032 319,879 433,906 297,847 900,860 926,758 75,790 49,891 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 30,021) -278 -10,443 16,080 14,146 21,033 29,948 26,670 73 3,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 31.6 32.8 44.4 30.5 92.2 94.9 7.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 83 141 148 86 80 269 283 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,647,103 COMMITMENTS 62,177 91,073 557,473 1022061 992,570 1641712 1641115 5,391 5,987 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 108,563) -161 19,819 66,091 43,051 22,803 108,981 108,713 -418 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 5.5 33.8 62.1 60.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 35 29 53 66 62 128 117 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 37,283 COMMITMENTS 8,599 8,090 17,013 10,677 11,792 36,288 36,895 994 388 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,280) 1,009 448 1,517 -451 -40 2,075 1,925 204 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 21.7 45.6 28.6 31.6 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 6 12 9 12 23 26 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,573 COMMITMENTS 1,402 9,424 2,718 57,321 46,491 61,441 58,633 2,132 4,940 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,407) 186 325 -542 -4,268 -5,750 -4,624 -5,967 -783 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 14.8 4.3 90.2 73.1 96.6 92.2 3.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 13 18 16 21 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,949 COMMITMENTS 3,923 4,044 585 49,215 48,273 53,723 52,902 7,226 8,047 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -3,902) -186 -83 -57 -3,125 -3,298 -3,368 -3,438 -534 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.6 1.0 80.7 79.2 88.1 86.8 11.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 16 16 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,736 COMMITMENTS 4,629 0 2,738 81,551 92,184 88,918 94,922 10,818 4,814 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,660) -180 0 -939 -8,168 -8,150 -9,287 -9,090 627 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 2.7 81.8 92.4 89.2 95.2 10.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 3 19 21 22 24 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,390,879 COMMITMENTS 469,606 146,682 633,826 1250699 1580303 2354131 2360811 36,748 30,068 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -132,530) -56,098 -38,013 12,576 -92,700 -107,633 -136,222 -133,070 3,692 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 6.1 26.5 52.3 66.1 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 36 22 51 95 88 154 140 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 990,544 COMMITMENTS 175,452 61,117 198,139 611,690 726,619 985,281 985,875 5,263 4,669 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -95,320) 1,170 -97,576 8,024 -104,067 -6,852 -94,873 -96,404 -447 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 6.2 20.0 61.8 73.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 19 32 40 39 76 77 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,175 COMMITMENTS 357 1,029 230 15,380 14,685 15,967 15,944 208 230 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -817) -112 129 89 -769 -977 -792 -759 -25 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 6.4 1.4 95.1 90.8 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 6 4 37 37 43 44 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 192,026 COMMITMENTS 18,352 3,195 21,766 149,673 165,911 189,791 190,872 2,234 1,154 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,022) -1,752 -977 1,244 -7,714 -8,402 -8,223 -8,136 201 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 1.7 11.3 77.9 86.4 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 7 33 32 41 39 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,311 COMMITMENTS 443 966 2,586 22,002 22,125 25,031 25,677 1,280 634 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 696) 443 -55 381 273 780 1,098 1,106 -402 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.7 9.8 83.6 84.1 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 23 22 25 26 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,747 COMMITMENTS 664 720 158 6,764 7,903 7,586 8,781 2,161 966 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -623) -13 -128 -36 -771 -499 -820 -663 197 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 7.4 1.6 69.4 81.1 77.8 90.1 22.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 17 14 19 17 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,412 COMMITMENTS 456 666 440 9,439 9,030 10,335 10,136 1,077 1,276 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -297) 188 390 -58 -426 -46 -296 286 -1 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 5.8 3.9 82.7 79.1 90.6 88.8 9.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 11 14 15 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,517 COMMITMENTS 1,230 2,800 314 21,483 20,689 23,027 23,803 2,490 1,714 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -969) 88 -10 -78 -883 -987 -873 -1,075 -96 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 11.0 1.2 84.2 81.1 90.2 93.3 9.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 21 19 23 22 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,971 COMMITMENTS 0 998 320 9,778 8,577 10,098 9,895 873 1,076 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -239) 0 194 -10 -160 -435 -170 -251 -69 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.1 2.9 89.1 78.2 92.0 90.2 8.0 9.8 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,441 COMMITMENTS 2,235 0 315 48,828 51,126 51,378 51,441 63 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,203) 42 0 -42 -2,182 -2,161 -2,182 -2,203 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.6 94.9 99.4 99.9 100.0 0.1 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 756,808 COMMITMENTS 32,918 0 0 723,890 756,808 756,808 756,808 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -32,551) 768 0 -768 -32,551 -31,783 -32,551 -32,551 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 15 13 16 13 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 373,980 COMMITMENTS 16,652 0 9,408 347,920 364,572 373,980 373,980 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 41,016) -9,600 0 0 50,616 41,016 41,016 41,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 2.5 93.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 10 12 12 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,501 COMMITMENTS 0 0 0 42,501 42,501 42,501 42,501 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -674) 0 0 0 -674 -674 -674 -674 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 13 12 13 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,682 COMMITMENTS 0 0 0 791,682 791,682 791,682 791,682 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,728) 0 0 0 -5,728 -5,728 -5,728 -5,728 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 WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,575 COMMITMENTS 2,131 0 693 129,496 131,882 132,320 132,575 255 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -6,130) 231 0 -231 -6,194 -5,899 -6,194 -6,130 64 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.5 97.7 99.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 18 25 20 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,302,002 COMMITMENTS 3,965 19,520 17,958 2280079 2264524 2302002 2302002 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -103,752) 0 -4,992 0 -103,752 -98,760 -103,752 -103,752 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.8 0.8 99.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 18 27 20 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 44,515 COMMITMENTS 3,379 1,538 1,203 39,933 41,774 44,515 44,515 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 819) 147 -189 -147 819 1,155 819 819 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.5 2.7 89.7 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 3 27 22 31 27 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,067,599 COMMITMENTS 47,010 6,077 13,160 1007429 1048362 1067599 1067599 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -69,600) 90 -28,038 -90 -69,600 -41,472 -69,600 -69,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.6 1.2 94.4 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 24 18 28 20 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,110 COMMITMENTS 0 1,656 105 47,942 46,094 48,047 47,855 63 255 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,971) 0 465 -84 -1,866 -2,352 -1,950 -1,971 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.2 99.7 95.8 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 19 18 20 21 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,955 COMMITMENTS 650 5,352 616 17,689 12,987 18,955 18,955 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -525) 0 21 0 -525 -546 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 28.2 3.2 93.3 68.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 13 8 14 11 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,780 COMMITMENTS 126 0 0 22,654 22,696 22,780 22,696 0 84 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.4 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 13 12 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 43,911 COMMITMENTS 0 4,323 777 42,987 38,748 43,764 43,848 147 63 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,329) 0 21 -21 4,371 4,350 4,350 4,350 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.8 1.8 97.9 88.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 15 16 17 18 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,411 COMMITMENTS 765 337 168 19,478 19,907 20,411 20,411 -0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,182) 255 74 -21 -2,161 -2,214 -1,927 -2,161 -255 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.7 0.8 95.4 97.5 100.0 100.0 -0.0 0.0 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 904,091 COMMITMENTS 24,936 38,282 2,833 876,322 862,976 904,091 904,091 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -42,168) 0 0 -1,920 -40,248 -40,248 -42,168 -42,168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 4.2 0.3 96.9 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 21 20 24 22 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 867,938 COMMITMENTS 110,988 0 14,412 742,538 853,526 867,938 867,938 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -12,528) 768 0 -768 -12,528 -11,760 -12,528 -12,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.0 1.7 85.6 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 16 11 18 12 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 131,724 COMMITMENTS 0 6,005 0 131,724 125,719 131,724 131,724 0 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,832) 0 0 0 -8,832 -8,832 -8,832 -8,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 100.0 95.4 100.0 100.0 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,179 COMMITMENTS 14 1,468 1,028 8,116 6,654 9,158 9,150 22 29 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 350) 14 -109 174 172 324 359 389 -10 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 16.0 11.2 88.4 72.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 13 16 17 20 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,775 COMMITMENTS 255 66 177 24,073 23,937 24,505 24,180 270 595 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,222) 25 -10 10 1,228 1,290 1,263 1,290 -41 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.3 0.7 97.2 96.6 98.9 97.6 1.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 1 4 41 38 45 42 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,470 COMMITMENTS 135 35 130 10,046 10,092 10,311 10,257 159 213 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,195) -176 -10 -15 -1,093 -1,180 -1,284 -1,205 89 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.3 1.2 96.0 96.4 98.5 98.0 1.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 19 19 21 21 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,280 COMMITMENTS 0 80 0 6,953 6,716 6,953 6,796 327 484 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,024) 0 -15 -30 -982 -940 -1,012 -985 -12 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 95.5 92.3 95.5 93.4 4.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 21 23 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,672 COMMITMENTS 0 0 0 9,462 9,571 9,462 9,571 1,210 1,101 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -803) -20 0 -30 -778 -746 -828 -776 25 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.7 89.7 88.7 89.7 11.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 19 20 19 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,794,587 COMMITMENTS 325,799 144,561 993,435 1391198 1583967 2710432 2721963 84,154 72,623 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 164,119) -282 16,476 93,140 64,576 55,797 157,435 165,413 6,684 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 5.2 35.5 49.8 56.7 97.0 97.4 3.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 149 110 193 97 101 334 327 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 271,741 COMMITMENTS 120,868 20,224 29,260 120,358 219,894 270,487 269,378 1,254 2,363 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,807) -7,635 -6,823 -341 3,187 2,044 -4,788 -5,120 -19 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 7.4 10.8 44.3 80.9 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 14 17 26 26 43 49 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,743 COMMITMENTS 48,141 17,550 5,784 116,822 143,172 170,747 166,506 34,996 39,237 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -10,656) -6,619 -7,325 854 -8,950 -3,181 -14,715 -9,652 4,059 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.5 2.8 56.8 69.6 83.0 80.9 17.0 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 8 18 23 29 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,255 COMMITMENTS 17,429 5,192 17,406 68,558 81,420 103,393 104,018 2,862 2,237 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -429) -303 1,719 -88 61 -2,055 -330 -425 -98 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.9 16.4 64.5 76.6 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 25 7 24 27 25 57 52 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 522,484 COMMITMENTS 40,253 2,758 95,880 370,555 407,753 506,687 506,392 15,796 16,092 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,782) 8,500 -2,207 -3,284 -10,914 -530 -5,698 -6,021 -84 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.5 18.4 70.9 78.0 97.0 96.9 3.0 3.1 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 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,253 COMMITMENTS 225 1,049 325 14,683 13,879 15,233 15,253 20 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -5,607) -313 323 -448 -4,846 -5,482 -5,607 -5,607 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.9 2.1 96.3 91.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 5 3 33 32 36 39 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,158 COMMITMENTS 2,850 17,244 11,696 64,788 47,931 79,334 76,871 2,824 5,287 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,343) -497 -220 1,537 969 1,090 2,009 2,407 334 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 21.0 14.2 78.9 58.3 96.6 93.6 3.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 10 15 25 22 40 38 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,687 COMMITMENTS 2,519 7,964 5,188 30,749 25,601 38,456 38,753 3,231 2,934 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,506) -343 4,767 934 4,589 -389 5,180 5,312 326 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 19.1 12.4 73.8 61.4 92.2 93.0 7.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 8 7 16 17 23 30 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,180 COMMITMENTS 4,350 150 0 9,700 13,855 14,050 14,005 130 175 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,660) -100 0 0 -1,560 -1,660 -1,660 -1,660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 1.1 0.0 68.4 97.7 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 16 15 18 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,190 COMMITMENTS 4,147 1,775 7,748 13,809 15,961 25,704 25,484 3,486 3,706 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,656) 625 -148 778 1,539 2,574 2,941 3,204 714 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 6.1 26.5 47.3 54.7 88.1 87.3 11.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 12 12 11 24 23 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,207 COMMITMENTS 2,861 3,786 2,627 21,705 20,597 27,193 27,010 1,014 1,197 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,754) 1 785 357 2,071 1,374 2,428 2,516 325 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 13.4 9.3 76.9 73.0 96.4 95.8 3.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 15 15 20 22 38 40 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,754 COMMITMENTS 7,854 339 9,383 56,010 60,223 73,247 69,945 10,508 13,810 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -6,371) -1,538 -1,078 1,148 -5,101 -6,237 -5,491 -6,167 -879 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.4 11.2 66.9 71.9 87.5 83.5 12.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 1 5 18 20 24 25 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,292 COMMITMENTS 10,985 4,834 555 8,696 14,417 20,236 19,806 1,056 1,485 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,338) -132 695 98 1,495 454 1,461 1,248 -123 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 22.7 2.6 40.8 67.7 95.0 93.0 5.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 46 49 10 24 34 77 89 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,787 COMMITMENTS 25,250 4,964 965 10,263 33,179 36,478 39,109 5,309 2,678 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,016) 1,033 1,533 271 721 -877 2,026 927 -1,010 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 11.9 2.3 24.6 79.4 87.3 93.6 12.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 67 36 12 30 32 103 75 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,342 COMMITMENTS 64,380 24,915 43,946 168,212 210,495 276,537 279,355 16,804 13,987 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,919) -559 -3,663 6,692 680 3,681 6,813 6,710 105 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 8.5 15.0 57.3 71.8 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 61 26 53 68 83 152 146 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,061 COMMITMENTS 8,177 280 273 7,059 15,639 15,509 16,192 6,552 5,869 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,114) -788 0 -1 -1,381 -4,218 -2,170 -4,219 56 2,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 1.3 1.2 32.0 70.9 70.3 73.4 29.7 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 3 10 15 14 19 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,048 COMMITMENTS 100 0 0 4,915 4,902 5,015 4,902 33 146 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,273) -114 -250 0 -1,149 -1,043 -1,263 -1,293 -10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 97.4 97.1 99.3 97.1 0.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 26 23 27 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,633 COMMITMENTS 300 975 25 45,440 45,492 45,765 46,492 868 141 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -9,075) -100 50 25 -8,705 -8,885 -8,780 -8,810 -295 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.1 0.1 97.4 97.6 98.1 99.7 1.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 1 1 40 31 42 32 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,952 COMMITMENTS 0 300 0 14,832 14,627 14,832 14,927 120 25 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -3,037) 0 300 0 -3,037 -3,337 -3,037 -3,037 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 99.2 97.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 19 21 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,185 COMMITMENTS 0 2,125 0 4,140 2,060 4,140 4,185 45 0 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,248) -25 -1,058 -25 -1,243 -165 -1,293 -1,248 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 50.8 0.0 98.9 49.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 0 22 11 22 15 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,670 COMMITMENTS 194 0 38 5,129 5,542 5,361 5,580 309 90 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,399) -483 0 0 -1,973 -2,246 -2,456 -2,246 57 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.7 90.5 97.7 94.6 98.4 5.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 17 13 18 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,365 COMMITMENTS 776 2,593 619 17,876 16,029 19,271 19,241 94 124 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,514) -376 -577 16 -2,154 -1,953 -2,514 -2,514 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 13.4 3.2 92.3 82.8 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 6 4 36 38 40 46 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,286 COMMITMENTS 1,266 0 489 10,402 11,747 12,157 12,236 129 50 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -888) -146 -134 -51 -691 -690 -888 -875 0 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.0 4.0 84.7 95.6 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 2 26 30 30 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,596 COMMITMENTS 11,193 688 745 18,388 28,497 30,326 29,930 270 666 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -753) 333 -295 -225 -815 -307 -707 -827 -46 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 2.2 2.4 60.1 93.1 99.1 97.8 0.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 2 5 27 33 35 40
Updated October 7, 2011