GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,868 COMMITMENTS 365 0 552 47,474 48,008 48,391 48,560 477 308 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,706) 9 0 57 2,578 2,667 2,644 2,724 62 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 1.1 97.1 98.2 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 0 2 40 44 42 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,780 COMMITMENTS 0 0 0 16,613 16,740 16,613 16,740 167 40 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 21 31 21 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,391 COMMITMENTS 0 459 252 9,182 8,740 9,434 9,451 957 940 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 359) 0 54 -3 324 262 321 313 38 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 2.4 88.4 84.1 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 2 34 38 36 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,761 COMMITMENTS 763 69 217 5,117 5,676 6,097 5,962 664 799 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 408) 2 5 59 220 181 281 245 127 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.0 3.2 75.7 84.0 90.2 88.2 9.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 2 6 41 42 48 49 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,987 COMMITMENTS 85 0 62 3,529 2,996 3,676 3,058 311 929 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 257) -20 0 0 275 214 255 214 2 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 1.6 88.5 75.1 92.2 76.7 7.8 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 22 21 23 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,922 COMMITMENTS 90 492 10 2,136 2,095 2,236 2,597 686 325 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 101) 0 -41 0 104 145 104 104 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 16.8 0.3 73.1 71.7 76.5 88.9 23.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 21 21 23 24 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,034 COMMITMENTS 23 5 48 1,540 1,689 1,611 1,742 423 292 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 85) 0 0 0 55 68 55 68 30 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 2.4 75.7 83.0 79.2 85.6 20.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 15 14 17 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,774 COMMITMENTS 0 0 0 8,588 8,648 8,588 8,648 186 126 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,263) 0 0 0 1,263 1,263 1,263 1,263 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 98.6 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 16 16 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,202 COMMITMENTS 0 743 47 28,915 28,412 28,962 29,202 240 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,394) 0 250 -4 1,398 1,148 1,394 1,394 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.2 99.0 97.3 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 29 26 30 27 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,528 COMMITMENTS 52,333 33,459 29,958 149,158 190,340 231,449 253,757 47,079 24,771 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,986) -3,642 -2,714 -2,959 10,641 9,641 4,040 3,968 -54 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 12.0 10.8 53.6 68.3 83.1 91.1 16.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 45 21 36 72 80 137 121 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,300 COMMITMENTS 259 2,441 250 13,773 11,068 14,282 13,759 18 541 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 204) 64 0 0 140 163 204 163 0 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 17.1 1.7 96.3 77.4 99.9 96.2 0.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 2 40 35 43 38 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,945 COMMITMENTS 770 0 0 9,091 9,945 9,861 9,945 84 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 120) 0 0 0 75 120 75 120 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.0 91.4 100.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 0 23 23 27 23 ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,620 COMMITMENTS 0 0 0 3,580 3,620 3,580 3,620 40 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 15) 0 0 0 0 15 0 15 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 14 13 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,152,540 COMMITMENTS 246,851 388,047 403,865 428,434 310,222 1079150 1102134 73,390 50,406 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 17,839) 28,555 14,978 -12,346 4,353 15,625 20,562 18,257 -2,723 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 33.7 35.0 37.2 26.9 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 100 133 140 79 68 273 261 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 58,335 COMMITMENTS 14,186 12,001 17,342 25,224 28,345 56,752 57,688 1,583 647 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 20,562) 504 301 5,788 14,220 14,473 20,512 20,562 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 20.6 29.7 43.2 48.6 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 10 8 8 18 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789 COMMITMENTS 0 7,744 2,438 46,580 34,534 49,018 44,716 3,771 8,073 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 362) 0 -104 42 -62 366 -20 304 382 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.7 4.6 88.2 65.4 92.9 84.7 7.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 12 14 15 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,496 COMMITMENTS 233 591 3,273 71,833 70,595 75,339 74,459 9,157 10,037 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 605) -931 148 399 281 58 -251 605 856 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.7 3.9 85.0 83.5 89.2 88.1 10.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 16 17 19 20 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,786,597 COMMITMENTS 503,487 276,688 781,760 1470137 1705533 2755384 2763981 31,213 22,616 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 139,733) 14,860 17,102 49,727 78,379 74,453 142,966 141,282 -3,233 -1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 9.9 28.1 52.8 61.2 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 35 25 48 100 88 159 140 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,301,765 COMMITMENTS 279,297 132,696 286,906 731,100 879,879 1297303 1299481 4,462 2,284 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 75,805) -1,271 501 54,454 23,450 21,012 76,633 75,967 -828 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 10.2 22.0 56.2 67.6 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 23 32 40 43 78 78 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,281 COMMITMENTS 301 507 326 11,265 11,277 11,892 12,110 389 171 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,265) 100 -150 145 1,073 1,353 1,318 1,348 -53 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.1 2.7 91.7 91.8 96.8 98.6 3.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 4 32 36 38 42 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,130 COMMITMENTS 131 0 29 1,160 1,471 1,320 1,500 810 630 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 1.4 54.5 69.1 62.0 70.4 38.0 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 16 17 18 18 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,679 COMMITMENTS 49 429 24 1,358 910 1,431 1,363 248 316 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 29) 46 4 -4 19 -60 61 -60 -32 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 25.6 1.4 80.9 54.2 85.2 81.2 14.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 1 22 20 24 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,410 COMMITMENTS 25,522 2,240 1,948 43,741 67,983 71,211 72,171 2,199 1,239 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 320) -760 0 148 784 312 172 460 148 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 3.1 2.7 59.6 92.6 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 3 29 29 33 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,615 COMMITMENTS 38 658 1,810 13,623 13,579 15,471 16,047 1,144 568 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 94) -302 8 144 324 -8 166 144 -72 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.0 10.9 82.0 81.7 93.1 96.6 6.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 20 22 23 26 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,196 COMMITMENTS 3,534 1,374 204 8,868 11,418 12,606 12,996 590 200 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 344) 340 0 0 104 336 444 336 -100 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 10.4 1.5 67.2 86.5 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 17 15 20 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,742 COMMITMENTS 1,660 2,690 454 24,135 23,932 26,249 27,076 2,493 1,666 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 582) -190 0 280 302 380 392 660 190 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 9.4 1.6 84.0 83.3 91.3 94.2 8.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 4 25 22 29 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,211 COMMITMENTS 2,702 0 380 5,792 7,887 8,874 8,267 1,337 1,944 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -1,522) -2,488 0 -20 986 -1,854 -1,522 -1,874 0 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 0.0 3.7 56.7 77.2 86.9 81.0 13.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 18 18 20 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,582 COMMITMENTS 0 2,296 416 10,918 9,014 11,334 11,726 1,248 856 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 230) 0 60 0 192 58 192 118 38 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 3.3 86.8 71.6 90.1 93.2 9.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 16 14 18 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,359 COMMITMENTS 0 0 0 70,359 70,359 70,359 70,359 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 440) 0 0 0 440 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 15 18 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,097,933 COMMITMENTS 0 0 0 1097933 1097933 1097933 1097933 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,898) 0 0 0 14,898 14,898 14,898 14,898 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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: 25) 0 0 0 17 16 17 16 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,740 COMMITMENTS 0 0 0 34,740 34,740 34,740 34,740 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,550) 0 0 0 2,550 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 13 15 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,065 COMMITMENTS 0 0 0 634,065 634,065 634,065 634,065 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 46,800) 0 0 0 46,800 46,800 46,800 46,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 11 14 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,633 COMMITMENTS 0 0 0 117,633 117,633 117,633 117,633 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,676) 0 0 0 2,931 2,676 2,931 2,676 -255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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: 37) 0 0 0 17 28 17 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,875,308 COMMITMENTS 0 0 0 1875308 1875308 1875308 1875308 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 48,600) 0 0 0 48,600 48,600 48,600 48,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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: 37) 0 0 0 16 27 16 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,536 COMMITMENTS 2,550 4,283 10,737 55,249 53,261 68,536 68,281 0 255 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 7,650) -2,550 0 2,550 7,650 5,100 7,650 7,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 6.2 15.7 80.6 77.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 3 23 20 27 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,183,411 COMMITMENTS 37,512 76,435 23,325 1122574 1083651 1183411 1183411 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,986) 0 0 0 11,986 11,986 11,986 11,986 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.5 2.0 94.9 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 28 22 31 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,514 COMMITMENTS 0 773 0 50,259 49,486 50,259 50,259 255 255 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,275) 0 88 0 1,275 1,187 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 99.5 98.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 17 14 17 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,508 COMMITMENTS 2,550 2,550 0 51,364 51,364 53,914 53,914 594 594 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.7 0.0 94.2 94.2 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 16 14 17 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,027 COMMITMENTS 17,455 0 3,830 25,742 43,197 47,027 47,027 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,462) -1,270 0 1,270 1,717 192 1,717 1,462 -255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 0.0 8.1 54.7 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 13 12 15 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,314 COMMITMENTS 765 63 0 14,527 15,996 15,292 16,059 1,022 255 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 63) 0 -25 0 63 88 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.4 0.0 89.0 98.1 93.7 98.4 6.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 15 14 16 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 886,986 COMMITMENTS 23,400 46,159 0 863,586 840,827 886,986 886,986 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 23,400) 0 4,740 0 23,400 18,660 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.2 0.0 97.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 16 19 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 963,303 COMMITMENTS 99,610 0 0 863,693 963,303 963,303 963,303 0 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 89.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 11 15 13 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,609 COMMITMENTS 220 0 0 18,116 18,134 18,336 18,134 273 475 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 321) 0 0 0 469 429 469 429 -148 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 97.4 97.4 98.5 97.4 1.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 0 0 35 36 37 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,803 COMMITMENTS 150 90 0 8,065 7,928 8,215 8,018 588 785 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.0 0.0 91.6 90.1 93.3 91.1 6.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 16 15 17 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,291 COMMITMENTS 0 95 0 6,167 5,772 6,167 5,867 124 424 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 144) 0 0 0 199 189 199 189 -55 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 98.0 91.8 98.0 93.3 2.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 20 18 20 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,119 COMMITMENTS 45 0 0 8,454 8,597 8,499 8,597 620 522 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -528) 0 0 0 75 152 75 152 -603 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 92.7 94.3 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 15 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,341,810 COMMITMENTS 322,355 144,510 382,935 549,636 754,903 1254926 1282348 86,884 59,462 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -39,231) -641 -7,260 -5,092 -27,974 -25,823 -33,707 -38,175 -5,524 -1,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 10.8 28.5 41.0 56.3 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 115 74 136 88 92 273 246 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,338 COMMITMENTS 44,912 9,492 1,038 92,767 121,184 138,717 131,714 57,621 64,624 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,881) -4,966 15 123 651 763 -4,192 901 8,073 2,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 4.8 0.5 47.2 61.7 70.7 67.1 29.3 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 4 13 17 18 22 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,279 COMMITMENTS 0 842 575 16,695 15,862 17,270 17,279 9 0 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 923) 0 0 0 923 923 923 923 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 3.3 96.6 91.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 3 26 25 29 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,438 COMMITMENTS 4,813 14,181 4,546 51,712 38,790 61,071 57,517 3,367 6,921 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,330) -126 1,218 1,020 944 -870 1,838 1,368 -508 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 22.0 7.1 80.3 60.2 94.8 89.3 5.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 6 8 21 16 31 24 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,731 COMMITMENTS 5,194 1,860 2,331 23,364 25,651 30,889 29,842 1,842 2,889 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,201) 1,178 -50 350 645 1,532 2,173 1,832 28 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 5.7 7.1 71.4 78.4 94.4 91.2 5.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 4 13 15 20 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,190 COMMITMENTS 2,775 181 282 5,085 7,660 8,142 8,123 48 67 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 900) 402 0 282 300 600 984 882 -84 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 2.2 3.4 62.1 93.5 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 11 12 14 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,099 COMMITMENTS 10,716 3,045 244 5,378 13,609 16,338 16,898 1,761 1,201 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 581) 846 -1,636 13 -381 2,347 478 724 103 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 16.8 1.3 29.7 75.2 90.3 93.4 9.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 50 23 6 25 34 80 62 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,105 COMMITMENTS 30,331 8,247 246 7,321 33,003 37,898 41,496 6,207 2,609 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 256) -197 -1,220 14 38 2,193 -145 987 401 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 18.7 0.6 16.6 74.8 85.9 94.1 14.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 69 29 7 19 37 92 70 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 338,176 COMMITMENTS 94,080 16,397 38,240 179,698 269,413 312,018 324,050 26,158 14,126 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 30,650) 2,905 -2,968 6,518 19,393 26,655 28,816 30,205 1,834 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 4.8 11.3 53.1 79.7 92.3 95.8 7.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 92 16 51 82 92 191 147 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,045 COMMITMENTS 9,756 0 744 8,597 16,597 19,097 17,341 3,948 5,704 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,006) 1,187 0 -456 332 1,414 1,063 958 -57 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 0.0 3.2 37.3 72.0 82.9 75.2 17.1 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 0 3 9 18 16 21 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 8,480 COMMITMENTS 0 0 0 7,701 7,414 7,701 7,414 779 1,066 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 129) 0 0 0 96 87 96 87 33 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.8 87.4 90.8 87.4 9.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 13 16 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,359 COMMITMENTS 296 1,168 204 6,803 5,937 7,303 7,309 56 50 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 46) 0 0 0 46 46 46 46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 15.9 2.8 92.4 80.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 1 27 29 29 32 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,546 COMMITMENTS 375 0 0 47,248 48,267 47,623 48,267 923 279 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,137) 50 0 0 2,099 2,147 2,149 2,147 -12 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 97.3 99.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 0 0 44 36 46 36 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,039 COMMITMENTS 0 0 0 15,677 15,889 15,677 15,889 362 150 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 2,180) 0 0 0 2,180 2,180 2,180 2,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 99.1 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 14 21 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,800 COMMITMENTS 425 3,125 350 7,025 4,305 7,800 7,780 0 20 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 40.1 4.5 90.1 55.2 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 2 27 16 31 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,506 COMMITMENTS 477 0 24 2,836 3,435 3,337 3,459 169 47 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.7 80.9 98.0 95.2 98.7 4.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 13 15 14 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,913 COMMITMENTS 1,277 4,767 1,077 23,439 20,028 25,793 25,872 120 41 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,313) 116 -41 228 970 1,126 1,314 1,313 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 18.4 4.2 90.5 77.3 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 4 4 36 43 43 49 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,658 COMMITMENTS 2,442 956 459 10,623 12,241 13,524 13,656 134 2 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 568) 90 91 0 468 544 558 635 10 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 7.0 3.4 77.8 89.6 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 1 25 29 30 34 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,671 COMMITMENTS 10,015 2,823 596 19,640 26,472 30,251 29,891 420 780 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 194) 37 143 0 157 57 194 200 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 9.2 1.9 64.0 86.3 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 5 5 23 31 28 41 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 01/24/12 | --------------------------------------------------------------| 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 3,114 0 1,124 17,244 19,354 21,482 20,478 3,971 4,975 CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,167) -448 0 748 1,451 896 1,751 1,644 -584 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 4.4 67.7 76.0 84.4 80.5 15.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 16 17 18
Updated January 27, 2012