GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,370 COMMITMENTS 126 0 625 46,239 46,543 46,990 47,168 380 202 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,021) -143 0 273 915 809 1,045 1,082 -24 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.3 97.6 98.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 0 2 37 44 39 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,301 COMMITMENTS 0 0 0 17,138 17,273 17,138 17,273 163 28 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -155) 0 0 0 -158 -155 -158 -155 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 21 32 21 32 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,792 COMMITMENTS 0 502 206 8,596 8,150 8,802 8,858 990 934 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 80) 0 19 10 46 10 56 39 24 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 2.1 87.8 83.2 89.9 90.5 10.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 2 33 35 35 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,901 COMMITMENTS 502 0 149 4,320 4,813 4,971 4,962 930 939 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 638) 110 0 -5 555 577 660 572 -22 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 2.5 73.2 81.6 84.2 84.1 15.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 0 3 40 41 44 44 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,533 COMMITMENTS 80 364 0 1,781 1,678 1,861 2,042 672 491 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 95) 0 -5 0 214 120 214 115 -119 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 14.4 0.0 70.3 66.2 73.5 80.6 26.5 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 17 17 18 19 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,249 COMMITMENTS 0 0 0 2,249 2,249 2,249 2,249 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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: 23) 0 0 0 17 8 17 8 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,363 COMMITMENTS 0 0 0 9,177 9,237 9,177 9,237 186 126 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925) 0 0 0 925 925 925 925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 18 16 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,410 COMMITMENTS 0 480 207 23,983 23,723 24,190 24,410 220 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 127) 0 -235 112 15 250 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.8 98.3 97.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 28 25 29 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 307,453 COMMITMENTS 64,410 40,866 31,677 165,176 214,164 261,263 286,707 46,190 20,746 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 22,346) 2,821 8,700 2,165 17,710 13,067 22,696 23,932 -350 -1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 13.3 10.3 53.7 69.7 85.0 93.3 15.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 62 21 39 75 85 153 130 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,887 COMMITMENTS 59 2,897 225 12,585 9,725 12,869 12,847 18 40 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 227) 0 0 0 227 227 227 227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 22.5 1.7 97.7 75.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 5 3 39 39 42 47 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,338 COMMITMENTS 758 100 0 8,526 9,238 9,284 9,338 54 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.1 0.0 91.3 98.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 0 23 25 27 26 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,864 COMMITMENTS 0 150 0 1,837 1,657 1,837 1,807 27 57 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.0 98.6 88.9 98.6 96.9 1.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 9 15 10 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,262,254 COMMITMENTS 260,620 386,777 448,915 481,293 378,462 1190828 1214154 71,426 48,100 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 6,235) -4,587 -5,276 7,328 5,049 3,814 7,790 5,866 -1,555 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 30.6 35.6 38.1 30.0 94.3 96.2 5.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 111 120 141 78 72 280 256 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,882 COMMITMENTS 15,166 11,051 27,740 55,216 60,391 98,122 99,182 1,760 700 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,677) 1,443 -787 3,177 148 2,148 4,768 4,538 -91 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 11.1 27.8 55.3 60.5 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 5 13 10 10 24 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,940 COMMITMENTS 31 1,317 2,555 69,554 67,266 72,140 71,138 8,800 9,802 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 230) 31 32 1,419 900 248 2,350 1,699 -2,120 -1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 3.2 85.9 83.1 89.1 87.9 10.9 12.1 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 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,878,930 COMMITMENTS 576,560 388,841 724,112 1540732 1743383 2841404 2856336 37,526 22,594 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 30,689) 34,671 31,519 -51,018 46,587 50,538 30,240 31,039 449 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 13.5 25.2 53.5 60.6 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 36 24 46 96 89 154 139 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,433,677 COMMITMENTS 328,899 91,833 360,186 740,031 979,914 1429116 1431933 4,561 1,744 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 88,291) 10,698 -5,765 76,117 1,185 18,214 88,000 88,566 291 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 6.4 25.1 51.6 68.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 24 19 32 42 41 82 76 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,953 COMMITMENTS 359 575 327 12,971 12,685 13,657 13,587 296 366 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,194) 90 -277 48 1,061 1,254 1,199 1,025 -5 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.1 2.3 93.0 90.9 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 4 4 34 38 39 45 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,619 COMMITMENTS 65 276 32 1,406 1,099 1,503 1,407 116 212 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -4) 37 0 -29 40 32 48 3 -52 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 17.0 2.0 86.8 67.9 92.8 86.9 7.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 21 20 23 22 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,959 COMMITMENTS 22,026 2,180 3,228 48,414 69,291 73,668 74,699 2,291 1,260 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 798) 196 0 -32 644 816 808 784 -10 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 2.9 4.2 63.7 91.2 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 3 31 27 36 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,181 COMMITMENTS 50 1,054 1,624 13,321 12,719 14,995 15,397 1,186 784 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 66) 10 400 -130 186 -204 66 66 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.5 10.0 82.3 78.6 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 20 21 23 25 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,187 COMMITMENTS 3,748 1,494 194 8,447 11,195 12,389 12,883 798 304 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 302) 102 120 0 200 182 302 302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 11.3 1.5 64.1 84.9 93.9 97.7 6.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 16 16 19 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,903 COMMITMENTS 1,496 3,600 134 26,145 24,956 27,775 28,690 2,128 1,213 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -66) 0 0 0 -66 -18 -66 -18 0 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 12.0 0.4 87.4 83.5 92.9 95.9 7.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 23 22 25 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,855 COMMITMENTS 982 0 310 7,043 7,379 8,335 7,689 1,520 2,166 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512) -376 0 -10 632 498 246 488 266 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 3.1 71.5 74.9 84.6 78.0 15.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 17 16 19 18 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,462 COMMITMENTS 0 2,314 400 10,671 8,962 11,071 11,676 1,391 786 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -16) 0 0 -16 0 0 -16 -16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.6 3.2 85.6 71.9 88.8 93.7 11.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 15 13 16 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 69,565 COMMITMENTS 0 0 0 69,565 69,565 69,565 69,565 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 512) 0 0 0 512 512 512 512 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 19 15 19 15 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,078,302 COMMITMENTS 0 0 0 1078302 1078302 1078302 1078302 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,504) 0 0 0 10,504 10,504 10,504 10,504 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 18 16 18 16 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,806 COMMITMENTS 0 0 0 38,806 38,806 38,806 38,806 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 132) 0 0 0 132 2,672 132 2,672 0 -2,540 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 16 14 16 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 701,249 COMMITMENTS 0 0 0 701,249 701,249 701,249 701,249 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,352) 0 0 0 2,352 2,352 2,352 2,352 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 12 15 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 132,243 COMMITMENTS 0 0 0 132,243 132,243 132,243 132,243 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 562) 0 0 0 562 562 562 562 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: 38) 0 0 0 17 28 17 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 1,898,046 COMMITMENTS 0 0 0 1898046 1898046 1898046 1898046 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 6,272) 0 0 0 6,272 6,272 6,272 6,272 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 15 27 15 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,441 COMMITMENTS 4,995 3,968 8,187 57,259 58,031 70,441 70,186 0 255 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0) 2,550 0 -2,550 0 2,550 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 5.6 11.6 81.3 82.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 3 25 19 29 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,280,560 COMMITMENTS 75,648 119,011 46,725 1158187 1114824 1280560 1280560 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 23,400) 0 -23,400 23,400 0 23,400 23,400 23,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.3 3.6 90.4 87.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 2 28 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,762 COMMITMENTS 110 710 0 48,418 47,797 48,528 48,507 234 255 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 762) 0 0 0 762 762 762 762 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 0.0 99.3 98.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 18 14 19 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,182 COMMITMENTS 2,340 2,550 0 50,248 50,038 52,588 52,588 594 594 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 66) 0 0 0 66 66 66 66 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.8 0.0 94.5 94.1 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 17 14 18 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,848 COMMITMENTS 15,429 0 3,410 24,009 39,438 42,848 42,848 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0) -220 0 0 220 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 0.0 8.0 56.0 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 13 11 15 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,432 COMMITMENTS 702 63 0 13,708 14,901 14,410 14,964 1,022 468 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -234 0 -234 0 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.4 0.0 88.8 96.6 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 13 14 14 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 856,392 COMMITMENTS 23,400 42,079 0 832,992 814,313 856,392 856,392 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 14,310) 0 0 0 14,310 14,310 14,310 14,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.9 0.0 97.3 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 16 20 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 933,450 COMMITMENTS 68,050 0 17,645 847,755 915,805 933,450 933,450 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 21,555) -23,400 0 17,645 27,310 3,910 21,555 21,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 1.9 90.8 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 12 16 14 17 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,412 COMMITMENTS 85 0 0 17,885 17,935 17,970 17,935 442 477 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 925) 0 0 0 945 925 945 925 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 97.1 97.4 97.6 97.4 2.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 30 34 31 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,710 COMMITMENTS 255 3 27 7,919 8,124 8,201 8,154 509 556 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 572) 7 3 -3 586 506 590 506 -18 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.3 90.9 93.3 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 16 18 17 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,401 COMMITMENTS 0 0 0 7,822 7,863 7,822 7,863 579 538 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -55 -35 -55 -35 30 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 93.6 93.1 93.6 6.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,486,350 COMMITMENTS 349,281 144,529 450,380 599,669 831,482 1399330 1426391 87,020 59,959 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,804) 34,110 -1,757 -6,549 -20,960 9,696 6,601 1,390 -4,797 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 9.7 30.3 40.3 55.9 94.1 96.0 5.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 126 85 165 94 97 312 279 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,920 COMMITMENTS 51,849 10,428 1,624 90,178 114,809 143,651 126,861 49,269 66,059 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,377) 886 496 -11 2,494 220 3,369 705 1,008 3,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 5.4 0.8 46.7 59.5 74.5 65.8 25.5 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 6 13 16 20 23 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,302 COMMITMENTS 600 325 450 16,252 16,527 17,302 17,302 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.9 2.6 93.9 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 24 24 27 28 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,757 COMMITMENTS 4,912 12,005 9,334 55,974 45,595 70,220 66,934 3,537 6,823 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,646) 94 0 1,107 498 961 1,699 2,068 -53 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 16.3 12.7 75.9 61.8 95.2 90.7 4.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 5 11 23 18 35 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,378 COMMITMENTS 4,560 2,022 1,775 24,068 25,731 30,403 29,528 1,975 2,850 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -10,271) 1,255 50 -5,325 -5,941 -4,651 -10,011 -9,926 -260 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 6.2 5.5 74.3 79.5 93.9 91.2 6.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 4 14 16 21 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,360 COMMITMENTS 3,726 0 702 4,830 8,610 9,258 9,312 102 48 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 800) 776 0 0 0 800 776 800 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 0.0 7.5 51.6 92.0 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 1 11 14 17 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,782 COMMITMENTS 6,410 3,103 7,146 7,188 9,702 20,744 19,951 3,038 3,831 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,544) 884 30 1,729 -720 -207 1,893 1,552 -349 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 13.0 30.0 30.2 40.8 87.2 83.9 12.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 8 9 8 19 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,984 COMMITMENTS 12,727 2,130 751 5,481 17,316 18,959 20,197 2,025 787 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 84) -149 -202 347 66 -128 264 17 -180 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 10.2 3.6 26.1 82.5 90.3 96.2 9.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 71 22 10 23 38 102 66 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,020 COMMITMENTS 31,121 3,046 509 5,961 38,397 37,591 41,952 6,429 2,068 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -564) -19 -2,455 237 -717 1,771 -499 -447 -65 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.7 6.9 1.2 13.5 87.2 85.4 95.3 14.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 84 23 13 18 34 110 67 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,899 COMMITMENTS 106,119 18,423 35,878 177,272 279,198 319,269 333,499 26,630 12,400 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 13,543) 783 1,870 -792 12,083 12,413 12,074 13,491 1,469 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 5.3 10.4 51.2 80.7 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 84 14 58 90 98 198 160 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,927 COMMITMENTS 8,349 209 477 8,264 16,787 17,090 17,473 4,837 4,454 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 639) 156 0 -94 -151 -60 -89 -154 728 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 1.0 2.2 37.7 76.6 77.9 79.7 22.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 1 3 7 19 13 23 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,611 COMMITMENTS 296 1,689 254 8,005 6,618 8,555 8,561 56 50 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 821) 0 0 0 821 821 821 821 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 19.6 2.9 93.0 76.9 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 1 28 28 31 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,677 COMMITMENTS 851 0 0 51,773 53,368 52,624 53,368 1,053 309 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 4,884) 26 0 0 4,855 4,857 4,881 4,857 3 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 96.5 99.4 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 0 0 42 33 46 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,489 COMMITMENTS 0 0 0 18,262 18,339 18,262 18,339 227 150 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,408) 0 0 0 1,408 1,408 1,408 1,408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 22 14 22 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,015 COMMITMENTS 625 3,300 0 7,390 4,715 8,015 8,015 0 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 41.2 0.0 92.2 58.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 0 24 15 26 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,265 COMMITMENTS 615 353 221 3,271 3,691 4,107 4,265 158 0 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 597) -55 263 178 474 187 597 628 0 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 8.3 5.2 76.7 86.5 96.3 100.0 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 15 11 18 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,255 COMMITMENTS 1,052 3,850 1,777 21,426 18,525 24,255 24,152 0 103 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,115) 107 -17 153 912 991 1,172 1,127 -57 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 15.9 7.3 88.3 76.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 5 4 36 39 43 46 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,709 COMMITMENTS 926 1,664 288 10,439 9,755 11,653 11,707 56 2 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,109) 50 575 -171 1,230 705 1,109 1,109 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 14.2 2.5 89.2 83.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 6 1 25 29 29 35 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,909 COMMITMENTS 8,809 3,032 475 18,240 23,572 27,524 27,079 385 830 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 235) 129 0 -45 151 280 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 10.9 1.7 65.4 84.5 98.6 97.0 1.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 6 5 24 29 29 40 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,578 COMMITMENTS 1,820 0 1,624 20,121 19,736 23,565 21,360 3,013 5,218 CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,739) -355 0 200 1,821 1,062 1,666 1,262 73 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 6.1 75.7 74.3 88.7 80.4 11.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 17 19 19 21
Updated February 17, 2012