GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 33,733: 1,799 910 0 31,780 32,803 33,579 33,713: 154 20 Old : 33,733: 1,799 910 0 31,780 32,803 33,579 33,713: 154 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,359: 66 0 0 1,407 1,497 1,473 1,497: -114 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 2.7 0.0 94.2 97.2 99.5 99.9: 0.5 0.1 Old : 100.0: 5.3 2.7 0.0 94.2 97.2 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 1 3 0 34 36 35 39: Old : 47: 1 3 0 34 36 35 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 34.2 64.4 55.3 27.0 21.6 39.7 33.9 Old : 43.4 34.2 64.4 55.3 27.0 21.6 39.7 33.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,880: 0 0 0 19,779 19,755 19,779 19,755: 101 125 Old : 19,880: 0 0 0 19,779 19,755 19,779 19,755: 101 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 309: 0 0 0 309 309 309 309: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.5 99.4 99.5 99.4: 0.5 0.6 Old : 100.0: 0.0 0.0 0.0 99.5 99.4 99.5 99.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 0 0 32 24 32 24: Old : 37: 0 0 0 32 24 32 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 68.9 72.4 84.3 49.5 58.4 57.9 64.2 Old : 52.9 68.9 72.4 84.3 49.5 58.4 57.9 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,641: 400 216 114 6,250 6,308 6,764 6,638: 877 1,003 Old : 7,641: 400 216 114 6,250 6,308 6,764 6,638: 877 1,003 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 31: -28 0 0 33 -11 5 -11: 26 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 2.8 1.5 81.8 82.6 88.5 86.9: 11.5 13.1 Old : 100.0: 5.2 2.8 1.5 81.8 82.6 88.5 86.9: 11.5 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 1 25 23 26 25: Old : 29: 1 1 1 25 23 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 54.2 55.3 65.8 33.1 41.7 47.0 46.8 Old : 37.9 54.2 55.3 65.8 33.1 41.7 47.0 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,309: 45 160 60 8,929 9,293 9,034 9,513: 1,275 796 Old : 10,309: 45 160 60 8,929 9,293 9,034 9,513: 1,275 796 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 520: 45 20 60 704 515 809 595: -289 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 1.6 0.6 86.6 90.1 87.6 92.3: 12.4 7.7 Old : 100.0: 0.4 1.6 0.6 86.6 90.1 87.6 92.3: 12.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 1 2 1 48 47 49 50: Old : 56: 1 2 1 48 47 49 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 27.5 36.2 41.8 11.7 18.6 19.3 26.2 Old : 22.4 27.5 36.2 41.8 11.7 18.6 19.3 26.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,041: 59 57 202 7,115 7,131 7,376 7,390: 665 651 Old : 8,041: 59 57 202 7,115 7,131 7,376 7,390: 665 651 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 674: -41 -20 40 677 628 676 648: -2 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.7 2.5 88.5 88.7 91.7 91.9: 8.3 8.1 Old : 100.0: 0.7 0.7 2.5 88.5 88.7 91.7 91.9: 8.3 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 2 2 4 46 52 50 57: Old : 61: 2 2 4 46 52 50 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 19.1 46.7 33.2 27.8 13.3 36.5 23.3 Old : 32.0 19.1 46.7 33.2 27.8 13.3 36.5 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,280: 680 0 0 2,791 3,381 3,471 3,381: 809 899 Old : 4,280: 680 0 0 2,791 3,381 3,471 3,381: 809 899 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 513: 0 0 0 455 405 455 405: 58 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 0.0 0.0 65.2 79.0 81.1 79.0: 18.9 21.0 Old : 100.0: 15.9 0.0 0.0 65.2 79.0 81.1 79.0: 18.9 21.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 16 19 17 19: Old : 21: 1 0 0 16 19 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 37.6 73.4 57.5 41.4 32.4 50.7 46.9 Old : 53.4 37.6 73.4 57.5 41.4 32.4 50.7 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 10,723: 0 0 0 10,723 10,683 10,723 10,683: 0 40 Old : 10,723: 0 0 0 10,723 10,683 10,723 10,683: 0 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 840: 0 0 0 840 840 840 840: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4 Old : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 19 19 19 19: Old : 23: 0 0 0 19 19 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 52.7 87.4 78.9 44.4 38.6 52.8 51.7 Old : 66.7 52.7 87.4 78.9 44.4 38.6 52.8 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 368,144: 41,870 26,853 69,478 216,797 240,533 328,145 336,865: 39,998 31,279 Old : 368,144: 41,870 26,853 69,478 216,797 240,533 328,145 336,865: 39,998 31,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 8,100: -7,185 -362 5,976 9,317 1,030 8,109 6,645: -9 1,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 7.3 18.9 58.9 65.3 89.1 91.5: 10.9 8.5 Old : 100.0: 11.4 7.3 18.9 58.9 65.3 89.1 91.5: 10.9 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 33 26 44 74 83 132 136: Old : 154: 33 26 44 74 83 132 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 24.6 34.0 33.8 16.9 15.2 25.0 21.4 Old : 21.7 24.6 34.0 33.8 16.9 15.2 25.0 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 68,713: 2,481 5,909 16,386 46,191 43,502 65,058 65,797: 3,655 2,916 Old : 68,713: 2,481 5,909 16,386 46,191 43,502 65,058 65,797: 3,655 2,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 7: 342 -126 -641 261 809 -38 42: 45 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 8.6 23.8 67.2 63.3 94.7 95.8: 5.3 4.2 Old : 100.0: 3.6 8.6 23.8 67.2 63.3 94.7 95.8: 5.3 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 4 8 13 13 21 22: Old : 22: 5 4 8 13 13 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 53.3 69.8 74.4 8.4 12.6 13.0 16.0 Old : 49.8 53.3 69.8 74.4 8.4 12.6 13.0 16.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 17,370: 851 325 402 15,631 16,157 16,884 16,884: 486 486 Old : 17,370: 851 325 402 15,631 16,157 16,884 16,884: 486 486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 995: 0 0 50 1,159 947 1,209 997: -214 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 1.9 2.3 90.0 93.0 97.2 97.2: 2.8 2.8 Old : 100.0: 4.9 1.9 2.3 90.0 93.0 97.2 97.2: 2.8 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 7 2 4 44 46 53 52: Old : 67: 7 2 4 44 46 53 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 24.5 49.3 42.1 30.1 20.1 38.9 30.8 Old : 35.3 24.5 49.3 42.1 30.1 20.1 38.9 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,198: 0 2,300 600 15,495 13,528 16,095 16,428: 1,103 770 Old : 17,198: 0 2,300 600 15,495 13,528 16,095 16,428: 1,103 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 450: 0 150 0 300 300 300 450: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.4 3.5 90.1 78.7 93.6 95.5: 6.4 4.5 Old : 100.0: 0.0 13.4 3.5 90.1 78.7 93.6 95.5: 6.4 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 3 2 25 18 27 22: Old : 36: 0 3 2 25 18 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 54.2 65.4 81.9 38.1 44.4 49.3 60.7 Old : 49.9 54.2 65.4 81.9 38.1 44.4 49.3 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 METRIC TONS) : : : : All : 4,837: 618 151 285 2,430 2,669 3,333 3,105: 1,504 1,732 Old : 4,837: 618 151 285 2,430 2,669 3,333 3,105: 1,504 1,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -309: -42 41 -5 -153 -289 -200 -253: -109 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 3.1 5.9 50.2 55.2 68.9 64.2: 31.1 35.8 Old : 100.0: 12.8 3.1 5.9 50.2 55.2 68.9 64.2: 31.1 35.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 2 5 12 15 18 20: Old : 21: 4 2 5 12 15 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 27.1 57.1 47.2 35.6 25.6 43.2 38.6 Old : 43.5 27.1 57.1 47.2 35.6 25.6 43.2 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,550: 0 0 0 1,450 1,350 1,450 1,350: 100 200 Old : 1,550: 0 0 0 1,450 1,350 1,450 1,350: 100 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -850: -50 -475 0 -750 -175 -800 -650: -50 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.5 87.1 93.5 87.1: 6.5 12.9 Old : 100.0: 0.0 0.0 0.0 93.5 87.1 93.5 87.1: 6.5 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 14 11 14: Old : 20: 0 0 0 11 14 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 45.2 83.9 67.7 54.8 38.7 67.7 51.6 Old : 67.7 45.2 83.9 67.7 54.8 38.7 67.7 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 940,245: 143,952 211,623 373,087 342,967 310,028 860,005 894,737: 80,240 45,508 Old : 940,245: 143,952 211,623 373,087 342,967 310,028 860,005 894,737: 80,240 45,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -6,485: 2,281 -11,058 6,968 -15,625 -4,260 -6,377 -8,350: -108 1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 22.5 39.7 36.5 33.0 91.5 95.2: 8.5 4.8 Old : 100.0: 15.3 22.5 39.7 36.5 33.0 91.5 95.2: 8.5 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 262: 69 91 128 82 75 239 223: Old : 262: 69 91 128 82 75 239 223: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.6 37.2 40.1 49.1 15.5 18.6 19.9 23.2 Old : 27.6 37.2 40.1 49.1 15.5 18.6 19.9 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 65,181: 1,700 0 2,283 57,330 54,622 61,313 56,905: 3,868 8,276 Old : 65,181: 1,700 0 2,283 57,330 54,622 61,313 56,905: 3,868 8,276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,440: -1,207 0 981 2,951 1,263 2,725 2,244: -1,285 -804 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 3.5 88.0 83.8 94.1 87.3: 5.9 12.7 Old : 100.0: 2.6 0.0 3.5 88.0 83.8 94.1 87.3: 5.9 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 2 22 21 24 23: Old : 27: 2 0 2 22 21 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 46.4 68.2 66.4 43.8 37.8 54.3 46.8 Old : 49.3 46.4 68.2 66.4 43.8 37.8 54.3 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 71,007: 434 2,869 0 60,895 57,256 61,329 60,125: 9,678 10,882 Old : 71,007: 434 2,869 0 60,895 57,256 61,329 60,125: 9,678 10,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 4,800: 0 0 0 4,800 4,800 4,800 4,800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 4.0 0.0 85.8 80.6 86.4 84.7: 13.6 15.3 Old : 100.0: 0.6 4.0 0.0 85.8 80.6 86.4 84.7: 13.6 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 1 0 23 24 24 25: Old : 30: 1 1 0 23 24 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 38.2 57.5 54.8 29.2 33.6 43.1 45.8 Old : 37.1 38.2 57.5 54.8 29.2 33.6 43.1 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 79,301: 0 0 0 67,433 76,107 67,433 76,107: 11,868 3,194 Old : 79,301: 0 0 0 67,433 76,107 67,433 76,107: 11,868 3,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 424: 0 0 0 -29 424 -29 424: 453 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 85.0 96.0 85.0 96.0: 15.0 4.0 Old : 100.0: 0.0 0.0 0.0 85.0 96.0 85.0 96.0: 15.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 20 21 20 21: Old : 23: 0 0 0 20 21 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 52.5 63.8 73.3 40.6 47.5 54.8 62.9 Old : 44.1 52.5 63.8 73.3 40.6 47.5 54.8 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 94,708: 5,574 0 2,867 78,085 89,410 86,526 92,277: 8,182 2,431 Old : 94,708: 5,574 0 2,867 78,085 89,410 86,526 92,277: 8,182 2,431 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 165: -463 0 287 310 -122 134 165: 31 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 3.0 82.4 94.4 91.4 97.4: 8.6 2.6 Old : 100.0: 5.9 0.0 3.0 82.4 94.4 91.4 97.4: 8.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 0 3 25 31 28 34: Old : 38: 3 0 3 25 31 28 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 47.0 63.3 63.9 39.5 44.3 56.8 60.7 Old : 43.6 47.0 63.3 63.9 39.5 44.3 56.8 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 94,795: 0 10,483 2,749 87,269 72,933 90,018 86,165: 4,777 8,630 Old : 94,795: 0 10,483 2,749 87,269 72,933 90,018 86,165: 4,777 8,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -818: 0 -1,177 246 -1,064 113 -818 -818: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.1 2.9 92.1 76.9 95.0 90.9: 5.0 9.1 Old : 100.0: 0.0 11.1 2.9 92.1 76.9 95.0 90.9: 5.0 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 3 3 16 22 19 25: Old : 30: 0 3 3 16 22 19 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 35.7 83.4 56.1 61.3 34.3 74.6 54.4 Old : 65.8 35.7 83.4 56.1 61.3 34.3 74.6 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 86,858: 7,396 2,759 3,401 63,457 73,960 74,254 80,120: 12,604 6,738 Old : 86,858: 7,396 2,759 3,401 63,457 73,960 74,254 80,120: 12,604 6,738 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -764: -1,415 0 248 375 -1,012 -792 -764: 28 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 3.2 3.9 73.1 85.2 85.5 92.2: 14.5 7.8 Old : 100.0: 8.5 3.2 3.9 73.1 85.2 85.5 92.2: 14.5 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 3 21 23 25 26: Old : 31: 3 1 3 21 23 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 47.7 58.8 66.5 33.4 46.6 52.1 62.0 Old : 37.1 47.7 58.8 66.5 33.4 46.6 52.1 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 1,585,865: 62,755 107,599 514,029 1,003,880 957,145 1,580,664 1,578,773: 5,202 7,093 Old : 1,585,865: 62,755 107,599 514,029 1,003,880 957,145 1,580,664 1,578,773: 5,202 7,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 26,333: 3,246 6,594 8,910 14,429 9,334 26,585 24,839: -252 1,495 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 6.8 32.4 63.3 60.4 99.7 99.6: 0.3 0.4 Old : 100.0: 4.0 6.8 32.4 63.3 60.4 99.7 99.6: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 134: 41 32 60 60 61 126 128: Old : 134: 41 32 60 60 61 126 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 32.9 55.1 51.7 7.8 8.5 10.4 10.7 Old : 34.0 32.9 55.1 51.7 7.8 8.5 10.4 10.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 90,584: 0 620 0 87,514 85,473 87,514 86,093: 3,070 4,491 Old : 90,584: 0 620 0 87,514 85,473 87,514 86,093: 3,070 4,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,070: 0 0 0 1,070 1,070 1,070 1,070: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 96.6 94.4 96.6 95.0: 3.4 5.0 Old : 100.0: 0.0 0.7 0.0 96.6 94.4 96.6 95.0: 3.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 17 17 17 18: Old : 24: 0 1 0 17 17 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6 Old : 69.0 56.4 86.2 76.1 60.0 51.8 72.9 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 188,466: 3,597 5,954 5,382 170,861 171,019 179,840 182,355: 8,626 6,111 Old : 188,466: 3,597 5,954 5,382 170,861 171,019 179,840 182,355: 8,626 6,111 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -549: 0 36 89 -638 -452 -549 -327: -0 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 3.2 2.9 90.7 90.7 95.4 96.8: 4.6 3.2 Old : 100.0: 1.9 3.2 2.9 90.7 90.7 95.4 96.8: 4.6 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 4 4 5 38 36 46 41: Old : 50: 4 4 5 38 36 46 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 46.8 55.2 62.7 30.4 45.3 42.1 53.8 Old : 34.8 46.8 55.2 62.7 30.4 45.3 42.1 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 141,598: 3,441 2,546 1,589 125,733 132,548 130,763 136,683: 10,834 4,915 Old : 141,598: 3,441 2,546 1,589 125,733 132,548 130,763 136,683: 10,834 4,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 652: 0 26 -20 1,027 35 1,007 41: -354 611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 1.8 1.1 88.8 93.6 92.3 96.5: 7.7 3.5 Old : 100.0: 2.4 1.8 1.1 88.8 93.6 92.3 96.5: 7.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 2 27 25 31 27: Old : 36: 3 1 2 27 25 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 50.4 66.7 75.2 43.1 50.1 57.6 71.5 Old : 50.1 50.4 66.7 75.2 43.1 50.1 57.6 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 229,185: 6,963 225 10,885 195,940 211,525 213,788 222,635: 15,397 6,550 Old : 229,185: 6,963 225 10,885 195,940 211,525 213,788 222,635: 15,397 6,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -1,977: 1,658 92 -392 -4,160 -1,891 -2,894 -2,191: 917 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.1 4.7 85.5 92.3 93.3 97.1: 6.7 2.9 Old : 100.0: 3.0 0.1 4.7 85.5 92.3 93.3 97.1: 6.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 1 2 35 38 37 40: Old : 44: 1 1 2 35 38 37 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 31.5 53.6 55.3 32.2 28.3 43.8 44.9 Old : 37.1 31.5 53.6 55.3 32.2 28.3 43.8 44.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 63,555: 4,036 1,389 679 52,026 56,364 56,741 58,432: 6,814 5,123 Old : 63,555: 4,036 1,389 679 52,026 56,364 56,741 58,432: 6,814 5,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 2.2 1.1 81.9 88.7 89.3 91.9: 10.7 8.1 Old : 100.0: 6.3 2.2 1.1 81.9 88.7 89.3 91.9: 10.7 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 2 12 12 16 15: Old : 20: 3 2 2 12 12 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 53.4 79.9 80.7 56.8 47.6 62.9 62.1 Old : 63.1 53.4 79.9 80.7 56.8 47.6 62.9 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 2,943,901: 753,298 71,175 894,501 1,270,331 1,959,203 2,918,130 2,924,879: 25,771 19,022 Old : 2,943,901: 753,298 71,175 894,501 1,270,331 1,959,203 2,918,130 2,924,879: 25,771 19,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 33,841: 34,153 -2,402 -13,224 12,614 49,909 33,543 34,283: 298 -442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 2.4 30.4 43.2 66.6 99.1 99.4: 0.9 0.6 Old : 100.0: 25.6 2.4 30.4 43.2 66.6 99.1 99.4: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 181: 43 22 60 105 98 171 161: Old : 181: 43 22 60 105 98 171 161: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 33.7 45.5 46.2 19.6 21.6 26.2 30.5 Old : 33.2 33.7 45.5 46.2 19.6 21.6 26.2 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 969,724: 116,193 209,876 185,060 663,795 570,811 965,048 965,747: 4,676 3,977 Old : 969,724: 116,193 209,876 185,060 663,795 570,811 965,048 965,747: 4,676 3,977 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 25,234: 2,327 2,772 14,295 8,549 8,746 25,171 25,813: 63 -579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 21.6 19.1 68.5 58.9 99.5 99.6: 0.5 0.4 Old : 100.0: 12.0 21.6 19.1 68.5 58.9 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 29 23 40 42 39 90 83: Old : 96: 29 23 40 42 39 90 83: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 38.6 53.3 60.0 31.2 33.0 42.7 46.9 Old : 37.7 38.6 53.3 60.0 31.2 33.0 42.7 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 136,429: 487 365 7,342 126,650 128,317 134,480 136,024: 1,949 404 Old : 136,429: 487 365 7,342 126,650 128,317 134,480 136,024: 1,949 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 5,625: 238 17 -52 5,058 5,679 5,243 5,644: 381 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.3 5.4 92.8 94.1 98.6 99.7: 1.4 0.3 Old : 100.0: 0.4 0.3 5.4 92.8 94.1 98.6 99.7: 1.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 4 3 5 33 31 39 37: Old : 43: 4 3 5 33 31 39 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 56.7 78.5 80.4 4.6 6.8 7.2 9.7 Old : 53.5 56.7 78.5 80.4 4.6 6.8 7.2 9.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 21,517: 0 994 446 20,210 18,932 20,656 20,372: 861 1,145 Old : 21,517: 0 994 446 20,210 18,932 20,656 20,372: 861 1,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -14: 0 0 0 -60 -18 -60 -18: 46 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 2.1 93.9 88.0 96.0 94.7: 4.0 5.3 Old : 100.0: 0.0 4.6 2.1 93.9 88.0 96.0 94.7: 4.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 3 3 21 20 24 23: Old : 28: 0 3 3 21 20 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 43.6 66.0 69.9 28.7 26.4 44.2 41.7 Old : 42.9 43.6 66.0 69.9 28.7 26.4 44.2 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 31,545: 0 1,780 370 28,854 28,515 29,224 30,665: 2,321 880 Old : 31,545: 0 1,780 370 28,854 28,515 29,224 30,665: 2,321 880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 442: 0 360 -120 120 -58 0 182: 442 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.6 1.2 91.5 90.4 92.6 97.2: 7.4 2.8 Old : 100.0: 0.0 5.6 1.2 91.5 90.4 92.6 97.2: 7.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 2 2 24 21 26 23: Old : 29: 0 2 2 24 21 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 44.9 59.8 69.3 27.6 28.1 37.8 41.2 Old : 40.0 44.9 59.8 69.3 27.6 28.1 37.8 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,797: 660 108 0 10,691 11,213 11,351 11,321: 1,446 1,476 Old : 12,797: 660 108 0 10,691 11,213 11,351 11,321: 1,446 1,476 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 157: 0 0 0 -23 167 -23 167: 180 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 0.8 0.0 83.5 87.6 88.7 88.5: 11.3 11.5 Old : 100.0: 5.2 0.8 0.0 83.5 87.6 88.7 88.5: 11.3 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 18 16 19 17: Old : 23: 1 1 0 18 16 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 44.5 58.0 73.8 33.1 37.2 53.2 52.2 Old : 34.8 44.5 58.0 73.8 33.1 37.2 53.2 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 43,618: 574 0 706 41,144 42,152 42,423 42,858: 1,195 760 Old : 43,618: 574 0 706 41,144 42,152 42,423 42,858: 1,195 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -205: -45 0 -3 -147 -218 -195 -221: -10 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 1.6 94.3 96.6 97.3 98.3: 2.7 1.7 Old : 100.0: 1.3 0.0 1.6 94.3 96.6 97.3 98.3: 2.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 21 20 22 21: Old : 25: 1 0 1 21 20 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 61.3 82.5 81.6 30.1 40.2 37.6 43.9 Old : 63.7 61.3 82.5 81.6 30.1 40.2 37.6 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MWH X OFF PEAK HOURS PER MONTH) : : : : All : 10,977: 0 0 0 9,973 10,515 9,973 10,515: 1,004 462 Old : 10,977: 0 0 0 9,973 10,515 9,973 10,515: 1,004 462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 57: 0 0 0 57 37 57 37: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.9 95.8 90.9 95.8: 9.1 4.2 Old : 100.0: 0.0 0.0 0.0 90.9 95.8 90.9 95.8: 9.1 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 21 17 21 17: Old : 22: 0 0 0 21 17 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 67.8 61.5 83.6 31.3 59.4 47.6 65.4 Old : 35.7 67.8 61.5 83.6 31.3 59.4 47.6 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322 Old : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4 Old : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0 Old : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7 Old : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 47,369: 0 400 0 46,844 46,869 46,844 47,269: 525 100 Old : 47,369: 0 400 0 46,844 46,869 46,844 47,269: 525 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 98.9 98.9 98.9 99.8: 1.1 0.2 Old : 100.0: 0.0 0.8 0.0 98.9 98.9 98.9 99.8: 1.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 17 6 17 8: Old : 22: 0 2 0 17 6 17 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6 Old : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 775,528: 0 14,080 0 775,528 761,448 775,528 775,528: 0 0 Old : 775,528: 0 14,080 0 775,528 761,448 775,528 775,528: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 0 15 7 15 10: Old : 21: 0 3 0 15 7 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0 Old : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 93,588: 0 3,945 0 93,437 89,643 93,437 93,588: 151 0 Old : 93,588: 0 3,945 0 93,437 89,643 93,437 93,588: 151 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 2,895: 0 0 0 2,895 2,895 2,895 2,895: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.0 99.8 95.8 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 4.2 0.0 99.8 95.8 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 0 16 12 16 14: Old : 26: 0 2 0 16 12 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 72.0 88.4 91.6 70.1 68.4 88.4 87.5 Old : 70.1 72.0 88.4 91.6 70.1 68.4 88.4 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,600,267: 0 61,670 0 1,600,267 1,538,597 1,600,267 1,600,267: 0 0 Old : 1,600,267: 0 61,670 0 1,600,267 1,538,597 1,600,267 1,600,267: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 46,880: 0 0 0 46,880 46,880 46,880 46,880: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 16 11 16 13: Old : 24: 0 2 0 16 11 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 73.1 89.3 95.3 72.2 71.2 88.6 93.4 Old : 72.6 73.1 89.3 95.3 72.2 71.2 88.6 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 177,440: 4,855 0 0 172,585 176,975 177,440 176,975: 0 465 Old : 177,440: 4,855 0 0 172,585 176,975 177,440 176,975: 0 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 5,455: 0 0 0 5,455 5,455 5,455 5,455: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.0 97.3 99.7 100.0 99.7: 0.0 0.3 Old : 100.0: 2.7 0.0 0.0 97.3 99.7 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 0 0 21 27 23 27: Old : 35: 2 0 0 21 27 23 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 62.0 72.3 77.3 49.5 59.5 67.1 74.6 Old : 51.6 62.0 72.3 77.3 49.5 59.5 67.1 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (50 MEGAWATT HOURS) : : : : All : 2,910,814: 77,269 0 0 2,833,545 2,910,814 2,910,814 2,910,814: 0 0 Old : 2,910,814: 77,269 0 0 2,833,545 2,910,814 2,910,814 2,910,814: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 101,260: 0 0 0 101,260 101,260 101,260 101,260: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.0 97.3 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.7 0.0 0.0 97.3 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 0 0 19 25 22 25: Old : 36: 3 0 0 19 25 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 66.5 80.5 84.5 59.2 65.1 78.9 80.2 Old : 60.2 66.5 80.5 84.5 59.2 65.1 78.9 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 62,833: 40 2,990 0 60,128 59,715 60,168 62,705: 2,665 128 Old : 62,833: 40 2,990 0 60,128 59,715 60,168 62,705: 2,665 128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 115: 0 0 0 0 115 0 115: 115 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 4.8 0.0 95.7 95.0 95.8 99.8: 4.2 0.2 Old : 100.0: 0.1 4.8 0.0 95.7 95.0 95.8 99.8: 4.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 19 16 20 17: Old : 26: 1 1 0 19 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 67.3 78.6 85.2 49.8 64.6 65.6 76.1 Old : 59.6 67.3 78.6 85.2 49.8 64.6 65.6 76.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,027,486: 0 74,080 0 1,027,486 953,406 1,027,486 1,027,486: 0 0 Old : 1,027,486: 0 74,080 0 1,027,486 953,406 1,027,486 1,027,486: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,875: 0 0 0 1,875 1,875 1,875 1,875: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 17 17 17 18: Old : 26: 0 1 0 17 17 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 59.3 81.6 83.4 62.8 54.5 75.0 76.3 Old : 63.7 59.3 81.6 83.4 62.8 54.5 75.0 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 58,144: 4,830 495 45 53,269 57,584 58,144 58,124: 0 20 Old : 58,144: 4,830 495 45 53,269 57,584 58,144 58,124: 0 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 489: 0 0 0 489 489 489 489: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 0.9 0.1 91.6 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 8.3 0.9 0.1 91.6 99.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 2 1 22 29 24 31: Old : 35: 1 2 1 22 29 24 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4 Old : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 11,536: 472 0 0 9,712 11,281 10,184 11,281: 1,352 255 Old : 11,536: 472 0 0 9,712 11,281 10,184 11,281: 1,352 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.0 84.2 97.8 88.3 97.8: 11.7 2.2 Old : 100.0: 4.1 0.0 0.0 84.2 97.8 88.3 97.8: 11.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 13 14 14 14: Old : 20: 1 0 0 13 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0 Old : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,056,064: 98,820 30,312 0 957,244 1,025,752 1,056,064 1,056,064: 0 0 Old : 1,056,064: 98,820 30,312 0 957,244 1,025,752 1,056,064 1,056,064: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 8,544: 0 0 0 8,544 8,544 8,544 8,544: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 0.0 0.0 Old : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 2 0 22 24 24 26: Old : 37: 2 2 0 22 24 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8 Old : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 22,174: 555 45 155 21,292 21,771 22,002 21,971: 172 203 Old : 22,174: 555 45 155 21,292 21,771 22,002 21,971: 172 203 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -1,989: -54 0 8 -1,677 -1,980 -1,723 -1,972: -266 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.2 0.7 96.0 98.2 99.2 99.1: 0.8 0.9 Old : 100.0: 2.5 0.2 0.7 96.0 98.2 99.2 99.1: 0.8 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 1 3 34 34 38 37: Old : 45: 3 1 3 34 34 38 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 44.2 61.4 67.9 29.8 35.7 44.1 50.4 Old : 41.2 44.2 61.4 67.9 29.8 35.7 44.1 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 15,900: 45 0 25 15,205 15,860 15,275 15,885: 625 15 Old : 15,900: 45 0 25 15,205 15,860 15,275 15,885: 625 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -75: 0 0 0 -125 -90 -125 -90: 50 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.2 95.6 99.7 96.1 99.9: 3.9 0.1 Old : 100.0: 0.3 0.0 0.2 95.6 99.7 96.1 99.9: 3.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 1 15 17 16 18: Old : 23: 1 0 1 15 17 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 65.5 84.6 91.7 52.6 56.7 63.4 66.8 Old : 62.4 65.5 84.6 91.7 52.6 56.7 63.4 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,364: 0 139 237 10,959 10,898 11,196 11,274: 168 90 Old : 11,364: 0 139 237 10,959 10,898 11,196 11,274: 168 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 83: 0 -20 18 35 100 53 98: 30 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 2.1 96.4 95.9 98.5 99.2: 1.5 0.8 Old : 100.0: 0.0 1.2 2.1 96.4 95.9 98.5 99.2: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 19 23 20 24: Old : 26: 0 1 1 19 23 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 49.0 81.0 72.0 45.7 26.8 48.8 39.9 Old : 60.7 49.0 81.0 72.0 45.7 26.8 48.8 39.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,549: 380 0 0 7,705 8,245 8,085 8,245: 464 304 Old : 8,549: 380 0 0 7,705 8,245 8,085 8,245: 464 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 112: 0 0 0 191 42 191 42: -79 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.0 0.0 90.1 96.4 94.6 96.4: 5.4 3.6 Old : 100.0: 4.4 0.0 0.0 90.1 96.4 94.6 96.4: 5.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 29 23 30 23: Old : 34: 1 0 0 29 23 30 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 52.2 52.3 73.3 26.8 43.7 39.9 52.7 Old : 33.6 52.2 52.3 73.3 26.8 43.7 39.9 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,642,832: 235,333 106,133 876,394 1,440,602 1,580,092 2,552,329 2,562,619: 90,503 80,213 Old : 2,642,832: 235,333 106,133 876,394 1,440,602 1,580,092 2,552,329 2,562,619: 90,503 80,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -2,751: -17,889 13,143 9,343 21,979 -9,702 13,433 12,784: -16,184 -15,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 4.0 33.2 54.5 59.8 96.6 97.0: 3.4 3.0 Old : 100.0: 8.9 4.0 33.2 54.5 59.8 96.6 97.0: 3.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 357: 135 103 188 91 100 322 309: Old : 357: 135 103 188 91 100 322 309: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 18.1 34.4 31.5 7.7 5.0 10.4 8.1 Old : 22.5 18.1 34.4 31.5 7.7 5.0 10.4 8.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 85,164: 439 27,557 21,787 60,602 33,441 82,829 82,786: 2,335 2,378 Old : 85,164: 439 27,557 21,787 60,602 33,441 82,829 82,786: 2,335 2,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 4,559: 9 2,615 2,922 1,804 -615 4,736 4,922: -177 -363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 32.4 25.6 71.2 39.3 97.3 97.2: 2.7 2.8 Old : 100.0: 0.5 32.4 25.6 71.2 39.3 97.3 97.2: 2.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 12 12 18 19 31 33: Old : 36: 3 12 12 18 19 31 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 49.9 76.6 67.9 42.4 30.1 48.5 39.4 Old : 57.6 49.9 76.6 67.9 42.4 30.1 48.5 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 211,277: 29,407 23,876 1,698 154,701 134,216 185,806 159,790: 25,471 51,487 Old : 211,277: 29,407 23,876 1,698 154,701 134,216 185,806 159,790: 25,471 51,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 4,735: -460 -223 -192 4,413 1,971 3,761 1,556: 974 3,179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 11.3 0.8 73.2 63.5 87.9 75.6: 12.1 24.4 Old : 100.0: 13.9 11.3 0.8 73.2 63.5 87.9 75.6: 12.1 24.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 3 4 6 31 27 37 34: Old : 39: 3 4 6 31 27 37 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 34.9 53.0 50.4 32.4 28.1 49.1 41.1 Old : 33.1 34.9 53.0 50.4 32.4 28.1 49.1 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 149,335: 26,252 6,367 35,185 84,904 104,809 146,341 146,361: 2,994 2,974 Old : 149,335: 26,252 6,367 35,185 84,904 104,809 146,341 146,361: 2,994 2,974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -1,541: -2,123 911 1,501 -55 -2,933 -677 -521: -864 -1,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 4.3 23.6 56.9 70.2 98.0 98.0: 2.0 2.0 Old : 100.0: 17.6 4.3 23.6 56.9 70.2 98.0 98.0: 2.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 25 12 29 29 30 67 60: Old : 69: 25 12 29 29 30 67 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 43.1 51.8 64.4 15.1 18.1 19.7 23.0 Old : 30.7 43.1 51.8 64.4 15.1 18.1 19.7 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 577,953: 30,374 120 74,035 452,813 483,978 557,223 558,134: 20,731 19,820 Old : 577,953: 30,374 120 74,035 452,813 483,978 557,223 558,134: 20,731 19,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -5,906: 754 120 -609 -6,739 -5,663 -6,594 -6,152: 688 246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 0.0 12.8 78.3 83.7 96.4 96.6: 3.6 3.4 Old : 100.0: 5.3 0.0 12.8 78.3 83.7 96.4 96.6: 3.6 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 8 1 9 35 36 44 45: Old : 45: 8 1 9 35 36 44 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 26.4 55.0 46.1 10.4 8.0 14.4 12.9 Old : 33.6 26.4 55.0 46.1 10.4 8.0 14.4 12.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 63,490: 1,380 780 325 61,780 62,380 63,485 63,485: 5 5 Old : 63,490: 1,380 780 325 61,780 62,380 63,485 63,485: 5 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 766: 49 -350 300 417 1,016 766 966: 0 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.2 0.5 97.3 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.2 1.2 0.5 97.3 98.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 5 3 2 51 47 56 52: Old : 65: 5 3 2 51 47 56 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 34.0 61.1 52.4 25.3 18.8 31.3 27.4 Old : 44.9 34.0 61.1 52.4 25.3 18.8 31.3 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 132,933: 18,778 32,270 8,733 99,791 86,497 127,302 127,500: 5,631 5,433 Old : 132,933: 18,778 32,270 8,733 99,791 86,497 127,302 127,500: 5,631 5,433 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -2,012: -706 -2,990 -15 -1,591 502 -2,312 -2,503: 300 491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 24.3 6.6 75.1 65.1 95.8 95.9: 4.2 4.1 Old : 100.0: 14.1 24.3 6.6 75.1 65.1 95.8 95.9: 4.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 8 14 16 24 23 45 40: Old : 46: 8 14 16 24 23 45 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 37.8 60.5 54.1 27.4 23.2 36.8 33.1 Old : 43.5 37.8 60.5 54.1 27.4 23.2 36.8 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 38,870: 1,217 2,441 8,013 27,408 26,857 36,638 37,311: 2,232 1,559 Old : 38,870: 1,217 2,441 8,013 27,408 26,857 36,638 37,311: 2,232 1,559 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -625: -1,603 0 703 393 -1,555 -507 -852: -118 227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.3 20.6 70.5 69.1 94.3 96.0: 5.7 4.0 Old : 100.0: 3.1 6.3 20.6 70.5 69.1 94.3 96.0: 5.7 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 2 4 16 16 21 22: Old : 25: 3 2 4 16 16 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 38.8 58.3 61.3 14.0 13.8 20.2 21.1 Old : 33.5 38.8 58.3 61.3 14.0 13.8 20.2 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 94,850: 295 0 1,814 57,704 65,499 59,813 67,313: 35,037 27,537 Old : 94,850: 295 0 1,814 57,704 65,499 59,813 67,313: 35,037 27,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 638: 60 0 -55 7,623 504 7,628 449: -6,990 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 1.9 60.8 69.1 63.1 71.0: 36.9 29.0 Old : 100.0: 0.3 0.0 1.9 60.8 69.1 63.1 71.0: 36.9 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 1 22 20 23 21: Old : 23: 1 0 1 22 20 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 32.0 47.3 50.9 26.6 27.2 31.9 38.3 Old : 35.3 32.0 47.3 50.9 26.6 27.2 31.9 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 32,880: 950 1,607 150 31,780 30,990 32,880 32,747: 0 133 Old : 32,880: 950 1,607 150 31,780 30,990 32,880 32,747: 0 133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -30: 0 0 0 -30 -30 -30 -30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 4.9 0.5 96.7 94.3 100.0 99.6: 0.0 0.4 Old : 100.0: 2.9 4.9 0.5 96.7 94.3 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 3 1 25 33 28 37: Old : 45: 2 3 1 25 33 28 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 36.0 76.9 54.3 55.5 35.6 67.2 48.9 Old : 59.4 36.0 76.9 54.3 55.5 35.6 67.2 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 22,095: 16,383 4,077 481 2,902 17,149 19,766 21,707: 2,329 388 Old : 22,095: 16,383 4,077 481 2,902 17,149 19,766 21,707: 2,329 388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -929: 161 183 -72 -578 -915 -489 -804: -440 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 18.5 2.2 13.1 77.6 89.5 98.2: 10.5 1.8 Old : 100.0: 74.1 18.5 2.2 13.1 77.6 89.5 98.2: 10.5 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 153: 74 31 8 19 32 100 68: Old : 153: 74 31 8 19 32 100 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.6 39.7 39.9 59.2 24.6 39.2 39.9 58.7 Old : 24.6 39.7 39.9 59.2 24.6 39.2 39.9 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 34,328: 23,263 3,929 770 5,771 28,303 29,804 33,002: 4,524 1,326 Old : 34,328: 23,263 3,929 770 5,771 28,303 29,804 33,002: 4,524 1,326 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -744: -46 -357 147 -407 -507 -306 -717: -438 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 11.4 2.2 16.8 82.4 86.8 96.1: 13.2 3.9 Old : 100.0: 67.8 11.4 2.2 16.8 82.4 86.8 96.1: 13.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 85 20 9 19 32 112 55: Old : 147: 85 20 9 19 32 112 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 33.2 31.2 52.5 18.8 33.2 31.2 52.5 Old : 18.8 33.2 31.2 52.5 18.8 33.2 31.2 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 297,738: 63,345 11,228 51,791 162,092 217,871 277,227 280,890: 20,510 16,848 Old : 297,738: 63,345 11,228 51,791 162,092 217,871 277,227 280,890: 20,510 16,848 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 3,573: -7,854 -1,001 4,262 8,682 1,067 5,090 4,328: -1,518 -755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 3.8 17.4 54.4 73.2 93.1 94.3: 6.9 5.7 Old : 100.0: 21.3 3.8 17.4 54.4 73.2 93.1 94.3: 6.9 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 186: 57 31 55 74 85 158 149: Old : 186: 57 31 55 74 85 158 149: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 22.3 32.2 33.8 12.4 7.9 18.0 13.5 Old : 20.9 22.3 32.2 33.8 12.4 7.9 18.0 13.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 20,512: 1,720 0 316 12,662 13,758 14,698 14,074: 5,814 6,438 Old : 20,512: 1,720 0 316 12,662 13,758 14,698 14,074: 5,814 6,438 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 258: 1,329 0 -396 -129 1 804 -395: -546 653 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 0.0 1.5 61.7 67.1 71.7 68.6: 28.3 31.4 Old : 100.0: 8.4 0.0 1.5 61.7 67.1 71.7 68.6: 28.3 31.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 2 14 16 16 18: Old : 22: 2 0 2 14 16 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 32.3 63.5 54.6 46.4 32.3 58.3 53.2 Old : 49.3 32.3 63.5 54.6 46.4 32.3 58.3 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,087: 1,346 100 225 6,385 7,510 7,956 7,835: 131 252 Old : 8,087: 1,346 100 225 6,385 7,510 7,956 7,835: 131 252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 65: 0 0 -50 115 115 65 65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 1.2 2.8 79.0 92.9 98.4 96.9: 1.6 3.1 Old : 100.0: 16.6 1.2 2.8 79.0 92.9 98.4 96.9: 1.6 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 2 3 29 30 33 35: Old : 41: 4 2 3 29 30 33 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 31.0 56.7 50.5 26.1 22.9 36.9 31.8 Old : 42.6 31.0 56.7 50.5 26.1 22.9 36.9 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 46,355: 1,855 86 630 42,287 45,444 44,772 46,160: 1,583 195 Old : 46,355: 1,855 86 630 42,287 45,444 44,772 46,160: 1,583 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 2,775: 120 0 0 2,538 2,775 2,658 2,775: 117 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.2 1.4 91.2 98.0 96.6 99.6: 3.4 0.4 Old : 100.0: 4.0 0.2 1.4 91.2 98.0 96.6 99.6: 3.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 1 1 32 32 36 33: Old : 46: 3 1 1 32 32 36 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 52.6 64.8 74.2 21.3 30.2 30.9 40.3 Old : 49.4 52.6 64.8 74.2 21.3 30.2 30.9 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 21,366: 2,200 0 0 19,070 20,741 21,270 20,741: 96 625 Old : 21,366: 2,200 0 0 19,070 20,741 21,270 20,741: 96 625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,355: 0 0 0 1,355 1,280 1,355 1,280: 0 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 0.0 0.0 89.3 97.1 99.6 97.1: 0.4 2.9 Old : 100.0: 10.3 0.0 0.0 89.3 97.1 99.6 97.1: 0.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 22 13 23 13: Old : 29: 1 0 0 22 13 23 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 86.7 80.6 93.8 53.7 81.7 75.9 85.8 Old : 56.4 86.7 80.6 93.8 53.7 81.7 75.9 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 14,746: 906 400 500 13,340 13,846 14,746 14,746: 0 0 Old : 14,746: 906 400 500 13,340 13,846 14,746 14,746: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 325: 0 0 0 325 325 325 325: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 2.7 3.4 90.5 93.9 100.0 100.0: 0.0 0.0 Old : 100.0: 6.1 2.7 3.4 90.5 93.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 1 2 29 25 33 27: Old : 44: 3 1 2 29 25 33 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 52.2 69.8 69.8 35.7 39.2 50.4 51.6 Old : 49.3 52.2 69.8 69.8 35.7 39.2 50.4 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,300: 0 100 35 2,357 2,237 2,392 2,372: 908 928 Old : 3,300: 0 100 35 2,357 2,237 2,392 2,372: 908 928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 57: 0 -15 5 -10 39 -5 29: 62 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 1.1 71.4 67.8 72.5 71.9: 27.5 28.1 Old : 100.0: 0.0 3.0 1.1 71.4 67.8 72.5 71.9: 27.5 28.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 1 14 16 15 18: Old : 24: 0 2 1 14 16 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 33.6 60.7 53.2 37.7 33.6 55.3 48.9 Old : 42.3 33.6 60.7 53.2 37.7 33.6 55.3 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,335: 180 0 0 12,970 13,285 13,150 13,285: 185 50 Old : 13,335: 180 0 0 12,970 13,285 13,150 13,285: 185 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 582: -60 0 0 642 582 582 582: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.0 97.3 99.6 98.6 99.6: 1.4 0.4 Old : 100.0: 1.3 0.0 0.0 97.3 99.6 98.6 99.6: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 19 17 20 17: Old : 25: 1 0 0 19 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 54.5 84.1 79.8 62.7 50.1 70.6 69.2 Old : 66.4 54.5 84.1 79.8 62.7 50.1 70.6 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 20,484: 480 3,482 636 18,884 16,289 20,000 20,407: 484 77 Old : 20,484: 480 3,482 636 18,884 16,289 20,000 20,407: 484 77 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,307: 0 -45 0 1,139 1,484 1,139 1,439: 168 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 17.0 3.1 92.2 79.5 97.6 99.6: 2.4 0.4 Old : 100.0: 2.3 17.0 3.1 92.2 79.5 97.6 99.6: 2.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 1 3 1 29 35 31 39: Old : 47: 1 3 1 29 35 31 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 43.0 52.7 57.0 29.1 37.9 45.6 49.4 Old : 31.7 43.0 52.7 57.0 29.1 37.9 45.6 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,497: 901 1,122 0 12,596 12,357 13,497 13,479: 0 18 Old : 13,497: 901 1,122 0 12,596 12,357 13,497 13,479: 0 18 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 359: -134 180 0 493 179 359 359: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 8.3 0.0 93.3 91.6 100.0 99.9: 0.0 0.1 Old : 100.0: 6.7 8.3 0.0 93.3 91.6 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 1 0 22 23 25 24: Old : 33: 3 1 0 22 23 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 48.9 71.7 70.9 44.1 37.2 52.2 54.2 Old : 55.0 48.9 71.7 70.9 44.1 37.2 52.2 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 45,733: 3,686 2,770 1,188 38,009 40,963 42,883 44,921: 2,850 812 Old : 45,733: 3,686 2,770 1,188 38,009 40,963 42,883 44,921: 2,850 812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : -1,539: -174 0 -141 -1,113 -1,299 -1,428 -1,440: -111 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 6.1 2.6 83.1 89.6 93.8 98.2: 6.2 1.8 Old : 100.0: 8.1 6.1 2.6 83.1 89.6 93.8 98.2: 6.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 4 6 4 34 37 41 44: Old : 52: 4 6 4 34 37 41 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.9 35.0 48.3 57.9 22.7 30.4 37.2 46.8 Old : 28.9 35.0 48.3 57.9 22.7 30.4 37.2 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010