GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,376 COMMITMENTS 56 45 715 46,125 46,354 46,896 47,114 480 262 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6) -70 45 90 -114 -189 -94 -54 100 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 1.5 97.4 97.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 1 2 40 44 42 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,707 COMMITMENTS 0 0 0 21,544 21,679 21,544 21,679 163 28 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,406) 0 0 0 4,406 4,406 4,406 4,406 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.9 99.2 99.9 0.8 0.1 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,966 COMMITMENTS 0 497 212 8,758 8,429 8,970 9,138 996 828 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 174) 0 -5 6 162 279 168 280 6 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 2.1 87.9 84.6 90.0 91.7 10.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 2 34 37 36 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,322 COMMITMENTS 616 45 146 4,701 5,376 5,463 5,567 859 755 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 421) 114 45 -3 381 563 492 605 -71 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.7 2.3 74.4 85.0 86.4 88.1 13.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 1 3 43 44 49 48 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,528 COMMITMENTS 80 364 0 1,781 1,673 1,861 2,037 667 491 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -5) 0 0 0 0 -5 0 -5 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 14.4 0.0 70.5 66.2 73.6 80.6 26.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 17 16 18 18 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,484 COMMITMENTS 0 0 0 2,484 2,484 2,484 2,484 0 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 235) 0 0 0 235 235 235 235 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 18 8 18 8 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,505 COMMITMENTS 0 0 0 10,319 10,379 10,319 10,379 186 126 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,142) 0 0 0 1,142 1,142 1,142 1,142 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 98.8 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 19 16 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,019 COMMITMENTS 0 380 307 26,712 26,332 27,019 27,019 0 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,609) 0 -100 100 2,729 2,609 2,829 2,609 -220 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.1 98.9 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 29 27 30 28 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,325 COMMITMENTS 67,347 39,781 34,093 162,443 217,049 263,883 290,923 50,442 23,402 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6,872) 2,937 -1,085 2,416 -2,733 2,885 2,620 4,216 4,252 2,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 12.7 10.8 51.7 69.1 84.0 92.6 16.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 61 23 42 73 82 152 131 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,936 COMMITMENTS 59 3,018 225 14,652 11,653 14,936 14,896 0 40 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,049) 0 121 0 2,067 1,928 2,067 2,049 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 20.2 1.5 98.1 78.0 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 6 3 40 42 43 51 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,533 COMMITMENTS 758 100 0 8,721 9,433 9,479 9,533 54 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.0 0.0 91.5 99.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 0 24 25 28 26 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,914 COMMITMENTS 0 150 0 1,887 1,757 1,887 1,907 27 7 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 100 50 100 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 98.6 91.8 98.6 99.6 1.4 0.4 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,252,913 COMMITMENTS 259,208 384,137 440,992 482,942 382,141 1183142 1207270 69,771 45,643 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -9,341) -1,412 -2,640 -7,923 1,649 3,679 -7,686 -6,884 -1,655 -2,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 30.7 35.2 38.5 30.5 94.4 96.4 5.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 102 127 137 77 71 267 259 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 108,170 COMMITMENTS 18,239 14,551 32,741 55,336 60,090 106,316 107,382 1,854 788 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 8,288) 3,073 3,500 5,001 120 -301 8,194 8,200 94 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 13.5 30.3 51.2 55.6 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 5 14 10 10 26 24 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,391 COMMITMENTS 0 7,054 1,888 43,484 32,885 45,372 41,827 5,019 8,564 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,382) 0 184 -184 110 1,202 -74 1,202 1,456 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.0 3.7 86.3 65.3 90.0 83.0 10.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 13 14 16 17 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,286 COMMITMENTS 0 1,556 2,538 69,948 67,390 72,486 71,484 8,800 9,802 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 346) -31 239 -17 394 124 346 346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 3.1 86.1 82.9 89.2 87.9 10.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 3 16 17 19 20 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,940,899 COMMITMENTS 534,986 364,580 779,602 1588459 1774970 2903047 2919152 37,852 21,747 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 61,969) -41,574 -24,261 55,490 47,727 31,587 61,643 62,816 326 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 12.4 26.5 54.0 60.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 35 24 46 98 91 156 141 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,466,658 COMMITMENTS 354,711 115,925 350,241 757,524 998,730 1462476 1464896 4,182 1,762 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 32,981) 25,812 24,092 -9,945 17,493 18,816 33,360 32,963 -379 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 7.9 23.9 51.6 68.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 24 20 32 42 42 83 77 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,154 COMMITMENTS 344 826 257 14,300 13,801 14,901 14,884 253 270 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,201) -15 251 -70 1,329 1,116 1,244 1,297 -43 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 5.5 1.7 94.4 91.1 98.3 98.2 1.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 5 5 35 39 41 47 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,789 COMMITMENTS 36 296 25 1,538 1,192 1,599 1,513 190 276 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 170) -29 20 -7 132 93 96 106 74 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 16.5 1.4 86.0 66.6 89.4 84.6 10.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 23 22 24 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,515 COMMITMENTS 22,026 2,180 3,228 47,970 68,847 73,224 74,255 2,291 1,260 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -444) 0 0 0 -444 -444 -444 -444 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 2.9 4.3 63.5 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,183 COMMITMENTS 26 1,054 1,624 13,347 12,721 14,997 15,399 1,186 784 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2) -24 0 0 26 2 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.5 10.0 82.5 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,241 COMMITMENTS 3,748 1,374 194 8,529 11,277 12,471 12,845 770 396 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 54) 0 -120 0 82 82 82 -38 -28 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 10.4 1.5 64.4 85.2 94.2 97.0 5.8 3.0 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,901 COMMITMENTS 1,376 3,600 254 26,135 24,836 27,765 28,690 2,136 1,211 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -2) -120 0 120 -10 -120 -10 0 8 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 12.0 0.8 87.4 83.1 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,952 COMMITMENTS 1,042 0 290 7,102 7,376 8,434 7,666 1,518 2,286 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 97) 60 0 -20 59 -3 99 -23 -2 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 2.9 71.4 74.1 84.7 77.0 15.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 17 16 19 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,626 COMMITMENTS 0 2,294 416 10,819 9,010 11,235 11,720 1,391 906 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 164) 0 -20 16 148 48 164 44 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 3.3 85.7 71.4 89.0 92.8 11.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 16 13 18 16 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 16 14 16 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 134,793 COMMITMENTS 0 0 0 134,793 134,793 134,793 134,793 0 0 CHANGES FROM 02/14/12 (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: 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,944,846 COMMITMENTS 0 0 0 1944846 1944846 1944846 1944846 0 0 CHANGES FROM 02/14/12 (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: 37) 0 0 0 15 27 15 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,651 COMMITMENTS 4,995 3,968 8,187 57,469 58,241 70,651 70,396 0 255 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,284,640 COMMITMENTS 75,648 119,011 46,725 1162267 1118904 1284640 1284640 0 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,080) 0 0 0 4,080 4,080 4,080 4,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.3 3.6 90.5 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 02/21/12 | --------------------------------------------------------------| 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 0 600 110 48,418 47,797 48,528 48,507 234 255 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0) -110 -110 110 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.2 99.3 98.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 14 19 16 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 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 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 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 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 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 02/21/12 | --------------------------------------------------------------| 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 43,643 0 832,992 812,749 856,392 856,392 0 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 1,564 0 0 -1,564 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.1 0.0 97.3 94.9 100.0 100.0 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 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,745 COMMITMENTS 220 0 0 18,199 18,253 18,419 18,253 326 492 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 333) 135 0 0 314 318 449 318 -116 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 97.1 97.4 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 0 31 35 33 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,990 COMMITMENTS 575 3 27 7,793 8,408 8,395 8,438 595 552 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 280) 320 0 0 -126 284 194 284 86 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 0.3 86.7 93.5 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 16 19 17 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,128 COMMITMENTS 0 155 20 5,784 5,396 5,804 5,571 324 557 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.3 94.4 88.1 94.7 90.9 5.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 17 13 18 15 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,916 COMMITMENTS 450 40 0 7,782 8,243 8,232 8,283 684 633 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 515) 450 40 0 -40 380 410 420 105 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.4 0.0 87.3 92.5 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 15 14 16 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,441,526 COMMITMENTS 367,380 139,200 439,787 542,767 804,445 1349934 1383432 91,592 58,094 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -44,824) 18,099 -5,329 -10,593 -56,902 -27,037 -49,396 -42,959 4,572 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 9.7 30.5 37.7 55.8 93.6 96.0 6.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 137 72 162 88 97 309 272 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,303 COMMITMENTS 52,619 10,552 1,753 93,413 121,582 147,785 133,887 50,518 64,416 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 5,383) 770 124 129 3,235 6,773 4,134 7,026 1,249 -1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 5.3 0.9 47.1 61.3 74.5 67.5 25.5 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 6 14 17 21 24 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,300 COMMITMENTS 412 725 450 17,350 17,125 18,212 18,300 88 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 998) -188 400 0 1,098 598 910 998 88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.0 2.5 94.8 93.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 2 26 26 29 30 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,820 COMMITMENTS 4,785 13,604 8,763 55,938 44,210 69,486 66,577 3,334 6,243 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -937) -127 1,599 -571 -36 -1,385 -734 -357 -203 -580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 18.7 12.0 76.8 60.7 95.4 91.4 4.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 8 10 24 19 36 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,022 COMMITMENTS 5,480 1,222 3,806 25,322 29,100 34,608 34,128 2,414 2,894 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,644) 920 -800 2,031 1,254 3,369 4,205 4,600 439 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 3.3 10.3 68.4 78.6 93.5 92.2 6.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 6 14 15 25 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,810 COMMITMENTS 4,026 0 702 4,980 9,060 9,708 9,762 102 48 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 450) 300 0 0 150 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 0.0 7.2 50.8 92.4 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 1 12 14 18 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,258 COMMITMENTS 6,891 2,937 6,806 6,927 10,981 20,624 20,724 2,634 2,534 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -524) 481 -166 -340 -261 1,279 -120 773 -404 -1,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 12.6 29.3 29.8 47.2 88.7 89.1 11.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 7 10 10 20 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,904 COMMITMENTS 12,781 2,018 885 5,010 17,436 18,676 20,339 2,228 565 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -80) 54 -112 134 -471 120 -283 142 203 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 9.7 4.2 24.0 83.4 89.3 97.3 10.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 72 21 10 23 37 103 64 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,580 COMMITMENTS 31,301 2,953 506 6,234 39,189 38,041 42,648 6,539 1,932 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 560) 180 -93 -3 273 792 450 696 110 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 6.6 1.1 14.0 87.9 85.3 95.7 14.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 86 21 11 16 35 110 65 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 353,783 COMMITMENTS 109,875 19,577 37,081 178,383 283,692 325,339 340,350 28,444 13,433 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 7,884) 3,756 1,154 1,203 1,111 4,494 6,070 6,851 1,814 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 5.5 10.5 50.4 80.2 92.0 96.2 8.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 91 16 63 87 99 207 166 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,206 COMMITMENTS 9,358 209 438 9,199 17,397 18,995 18,044 4,211 5,162 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,279) 1,009 0 -39 935 610 1,905 571 -626 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 0.9 1.9 39.6 75.0 81.9 77.8 18.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 1 4 9 21 16 26 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,594 COMMITMENTS 296 1,980 254 8,988 7,310 9,538 9,544 56 50 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 983) 0 291 0 983 692 983 983 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 20.6 2.6 93.7 76.2 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 1 29 31 32 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,701 COMMITMENTS 750 99 1 52,870 54,269 53,621 54,369 1,080 332 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,024) -101 99 1 1,097 901 997 1,001 27 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.0 96.7 99.2 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 1 41 33 45 34 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,598 COMMITMENTS 0 0 0 18,371 18,448 18,371 18,448 227 150 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 109) 0 0 0 109 109 109 109 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: 27) 0 0 0 23 15 23 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| 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 02/14/12 (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: 34) 2 2 0 25 16 27 18 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,615 COMMITMENTS 590 400 296 3,571 3,919 4,457 4,615 158 0 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 350) -25 47 75 300 228 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 8.7 6.4 77.4 84.9 96.6 100.0 3.4 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 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,010 COMMITMENTS 979 3,532 1,514 21,453 18,776 23,946 23,822 64 188 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -245) -73 -318 -263 27 251 -309 -330 64 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 14.7 6.3 89.4 78.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 5 3 38 40 45 46 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,345 COMMITMENTS 100 2,263 0 4,245 1,951 4,345 4,214 0 131 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 52.1 0.0 97.7 44.9 100.0 97.0 0.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 0 10 9 11 14 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,802 COMMITMENTS 926 1,956 240 10,579 9,604 11,745 11,800 57 2 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 93) 0 292 -48 140 -151 92 93 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 16.6 2.0 89.6 81.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 6 1 25 29 29 35 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,485 COMMITMENTS 9,295 3,032 475 19,330 25,251 29,100 28,758 385 727 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,576) 486 0 0 1,090 1,679 1,576 1,679 0 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 10.3 1.6 65.6 85.6 98.7 97.5 1.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 6 5 23 29 28 40 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,956 COMMITMENTS 2,077 0 1,824 22,183 21,692 26,084 23,516 2,872 5,440 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,378) 257 0 200 2,062 1,956 2,519 2,156 -141 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 6.3 76.6 74.9 90.1 81.2 9.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 16 20 19 22
Updated February 24, 2012