GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 33,888: 1,273 2,545 525 32,028 30,808 33,826 33,878: 62 10 Old : 33,888: 1,273 2,545 525 32,028 30,808 33,826 33,878: 62 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 876: 0 1,117 150 726 -391 876 876: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 7.5 1.5 94.5 90.9 99.8 100.0: 0.2 0.0 Old : 100.0: 3.8 7.5 1.5 94.5 90.9 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 : 56: 1 3 2 38 47 41 51: Old : 56: 1 3 2 38 47 41 51: 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 : 42.2 35.5 61.2 52.2 35.6 27.7 47.5 38.1 Old : 42.2 35.5 61.2 52.2 35.6 27.7 47.5 38.1 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, August 17, 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 : 24,287: 0 0 0 24,107 24,050 24,107 24,050: 180 237 Old : 24,287: 0 0 0 24,107 24,050 24,107 24,050: 180 237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 855: 0 0 0 875 902 875 902: -20 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 99.0 99.3 99.0: 0.7 1.0 Old : 100.0: 0.0 0.0 0.0 99.3 99.0 99.3 99.0: 0.7 1.0 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: 0 0 0 29 32 29 32: Old : 37: 0 0 0 29 32 29 32: 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 61.9 72.7 76.5 34.2 44.2 44.6 47.9 Old : 53.4 61.9 72.7 76.5 34.2 44.2 44.6 47.9 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, August 17, 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 : 6,023: 137 216 79 4,197 4,551 4,413 4,846: 1,610 1,177 Old : 6,023: 137 216 79 4,197 4,551 4,413 4,846: 1,610 1,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 69: 0 0 0 101 -2 101 -2: -32 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 3.6 1.3 69.7 75.6 73.3 80.5: 26.7 19.5 Old : 100.0: 2.3 3.6 1.3 69.7 75.6 73.3 80.5: 26.7 19.5 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 : 24: 1 1 1 20 20 21 22: Old : 24: 1 1 1 20 20 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 : 39.6 45.9 55.7 64.3 30.9 33.3 38.7 43.1 Old : 39.6 45.9 55.7 64.3 30.9 33.3 38.7 43.1 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, August 17, 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 : 8,814: 672 301 83 6,615 7,141 7,370 7,525: 1,444 1,289 Old : 8,814: 672 301 83 6,615 7,141 7,370 7,525: 1,444 1,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 381: 149 3 8 179 296 336 307: 45 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 3.4 0.9 75.1 81.0 83.6 85.4: 16.4 14.6 Old : 100.0: 7.6 3.4 0.9 75.1 81.0 83.6 85.4: 16.4 14.6 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 : 47: 3 4 4 37 38 41 45: Old : 47: 3 4 4 37 38 41 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 : 24.1 24.7 37.9 39.9 18.3 15.0 25.5 22.6 Old : 24.1 24.7 37.9 39.9 18.3 15.0 25.5 22.6 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, August 17, 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 : 8,234: 135 388 763 6,823 6,694 7,721 7,845: 513 389 Old : 8,234: 135 388 763 6,823 6,694 7,721 7,845: 513 389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 564: -57 -74 183 434 459 560 568: 4 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 4.7 9.3 82.9 81.3 93.8 95.3: 6.2 4.7 Old : 100.0: 1.6 4.7 9.3 82.9 81.3 93.8 95.3: 6.2 4.7 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 : 64: 4 5 5 44 53 50 61: Old : 64: 4 5 5 44 53 50 61: 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 : 34.9 20.8 48.5 35.6 27.8 19.4 35.3 30.8 Old : 34.9 20.8 48.5 35.6 27.8 19.4 35.3 30.8 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, August 17, 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 : 2,780: 190 0 5 1,918 2,034 2,113 2,039: 667 741 Old : 2,780: 190 0 5 1,918 2,034 2,113 2,039: 667 741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.0 0.2 69.0 73.2 76.0 73.3: 24.0 26.7 Old : 100.0: 6.8 0.0 0.2 69.0 73.2 76.0 73.3: 24.0 26.7 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 : 21: 2 0 1 17 15 19 16: Old : 21: 2 0 1 17 15 19 16: 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 : 39.5 43.1 58.2 60.8 26.2 28.8 37.1 38.4 Old : 39.5 43.1 58.2 60.8 26.2 28.8 37.1 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 1,820: 40 0 0 1,343 1,383 1,383 1,383: 437 437 Old : 1,820: 40 0 0 1,343 1,383 1,383 1,383: 437 437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 82: 40 0 0 -8 -50 32 -50: 50 132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 0.0 73.8 76.0 76.0 76.0: 24.0 24.0 Old : 100.0: 2.2 0.0 0.0 73.8 76.0 76.0 76.0: 24.0 24.0 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 : 22: 1 0 0 15 18 16 18: Old : 22: 1 0 0 15 18 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 : 41.2 37.2 60.7 59.4 32.9 31.5 48.0 50.4 Old : 41.2 37.2 60.7 59.4 32.9 31.5 48.0 50.4 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, August 17, 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 : 19,858: 0 0 0 19,743 19,743 19,743 19,743: 115 115 Old : 19,858: 0 0 0 19,743 19,743 19,743 19,743: 115 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 505: 0 0 0 505 505 505 505: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 0.6 Old : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 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 : 27: 0 0 0 20 22 20 22: Old : 27: 0 0 0 20 22 20 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 : 76.0 60.0 88.2 78.1 71.4 48.3 77.3 65.0 Old : 76.0 60.0 88.2 78.1 71.4 48.3 77.3 65.0 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, August 17, 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 : 396,169: 35,697 30,830 69,483 252,034 263,380 357,213 363,692: 38,956 32,477 Old : 396,169: 35,697 30,830 69,483 252,034 263,380 357,213 363,692: 38,956 32,477 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -1,783: -15,347 8,660 481 17,420 -11,521 2,554 -2,380: -4,337 598 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 7.8 17.5 63.6 66.5 90.2 91.8: 9.8 8.2 Old : 100.0: 9.0 7.8 17.5 63.6 66.5 90.2 91.8: 9.8 8.2 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 : 144: 29 27 37 75 80 125 127: Old : 144: 29 27 37 75 80 125 127: 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 : 21.0 23.3 37.3 35.5 12.7 9.9 20.8 15.5 Old : 21.0 23.3 37.3 35.5 12.7 9.9 20.8 15.5 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, August 17, 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 : 115,122: 1,200 6,049 24,329 84,032 80,657 109,561 111,035: 5,560 4,087 Old : 115,122: 1,200 6,049 24,329 84,032 80,657 109,561 111,035: 5,560 4,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -5,687: 273 -917 -1,628 -3,023 -2,618 -4,379 -5,163: -1,308 -524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 5.3 21.1 73.0 70.1 95.2 96.5: 4.8 3.5 Old : 100.0: 1.0 5.3 21.1 73.0 70.1 95.2 96.5: 4.8 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 : 21: 3 6 8 12 12 20 21: Old : 21: 3 6 8 12 12 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 : 58.3 65.4 74.6 82.8 10.7 12.4 13.3 15.2 Old : 58.3 65.4 74.6 82.8 10.7 12.4 13.3 15.2 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, August 17, 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 : 17,333: 350 1,145 800 16,183 15,388 17,333 17,333: 0 0 Old : 17,333: 350 1,145 800 16,183 15,388 17,333 17,333: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 607: 0 275 -250 857 582 607 607: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 6.6 4.6 93.4 88.8 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 6.6 4.6 93.4 88.8 100.0 100.0: 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 : 72: 2 7 6 46 50 52 61: Old : 72: 2 7 6 46 50 52 61: 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 : 38.5 29.3 56.1 45.1 29.0 24.6 41.0 35.6 Old : 38.5 29.3 56.1 45.1 29.0 24.6 41.0 35.6 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, August 17, 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 : 11,989: 920 0 525 10,109 10,940 11,554 11,465: 435 524 Old : 11,989: 920 0 525 10,109 10,940 11,554 11,465: 435 524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 765: 0 0 0 765 591 765 591: 0 174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 0.0 4.4 84.3 91.3 96.4 95.6: 3.6 4.4 Old : 100.0: 7.7 0.0 4.4 84.3 91.3 96.4 95.6: 3.6 4.4 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 : 38: 4 0 2 26 23 30 25: Old : 38: 4 0 2 26 23 30 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 : 37.6 51.3 57.0 69.9 25.6 34.0 37.0 45.0 Old : 37.6 51.3 57.0 69.9 25.6 34.0 37.0 45.0 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, August 17, 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 : 4,281: 286 71 387 2,651 2,412 3,324 2,870: 957 1,411 Old : 4,281: 286 71 387 2,651 2,412 3,324 2,870: 957 1,411 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 198: -6 -12 12 183 187 189 187: 9 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.7 9.0 61.9 56.3 77.6 67.0: 22.4 33.0 Old : 100.0: 6.7 1.7 9.0 61.9 56.3 77.6 67.0: 22.4 33.0 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: 3 2 3 18 18 22 22: Old : 24: 3 2 3 18 18 22 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 : 32.6 30.6 52.3 46.3 22.4 23.4 34.4 30.1 Old : 32.6 30.6 52.3 46.3 22.4 23.4 34.4 30.1 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 935,562: 162,660 264,091 323,436 371,047 305,637 857,143 893,164: 78,419 42,398 Old : 935,562: 162,660 264,091 323,436 371,047 305,637 857,143 893,164: 78,419 42,398 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -12,641: -7,897 -4,508 -3,223 -496 -2,921 -11,617 -10,653: -1,025 -1,989 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 28.2 34.6 39.7 32.7 91.6 95.5: 8.4 4.5 Old : 100.0: 17.4 28.2 34.6 39.7 32.7 91.6 95.5: 8.4 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 : 294: 88 101 146 92 78 262 255: Old : 294: 88 101 146 92 78 262 255: 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 : 19.4 28.3 30.9 41.7 15.6 17.5 21.2 27.5 Old : 19.4 28.3 30.9 41.7 15.6 17.5 21.2 27.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 55,220: 653 0 1,530 43,747 47,220 45,930 48,750: 9,290 6,470 Old : 55,220: 653 0 1,530 43,747 47,220 45,930 48,750: 9,290 6,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -20: 319 -137 -319 -20 436 -20 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 2.8 79.2 85.5 83.2 88.3: 16.8 11.7 Old : 100.0: 1.2 0.0 2.8 79.2 85.5 83.2 88.3: 16.8 11.7 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 : 23: 2 0 2 20 18 22 20: Old : 23: 2 0 2 20 18 22 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 : 47.0 46.7 63.8 67.0 39.5 40.0 48.7 51.4 Old : 47.0 46.7 63.8 67.0 39.5 40.0 48.7 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 34,616: 0 450 2,789 29,201 24,562 31,990 27,801: 2,626 6,815 Old : 34,616: 0 450 2,789 29,201 24,562 31,990 27,801: 2,626 6,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 120: 0 151 -31 151 0 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 8.1 84.4 71.0 92.4 80.3: 7.6 19.7 Old : 100.0: 0.0 1.3 8.1 84.4 71.0 92.4 80.3: 7.6 19.7 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 : 22: 0 2 2 14 18 16 20: Old : 22: 0 2 2 14 18 16 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 : 48.6 37.8 72.4 60.7 30.4 28.2 44.2 34.3 Old : 48.6 37.8 72.4 60.7 30.4 28.2 44.2 34.3 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 60,376: 0 0 0 52,592 48,200 52,592 48,200: 7,784 12,176 Old : 60,376: 0 0 0 52,592 48,200 52,592 48,200: 7,784 12,176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 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 87.1 79.8 87.1 79.8: 12.9 20.2 Old : 100.0: 0.0 0.0 0.0 87.1 79.8 87.1 79.8: 12.9 20.2 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: 0 0 0 18 22 18 22: Old : 26: 0 0 0 18 22 18 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 : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0 Old : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 66,077: 0 0 0 56,766 62,766 56,766 62,766: 9,311 3,311 Old : 66,077: 0 0 0 56,766 62,766 56,766 62,766: 9,311 3,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 510: 0 0 0 1,060 510 1,060 510: -550 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 85.9 95.0 85.9 95.0: 14.1 5.0 Old : 100.0: 0.0 0.0 0.0 85.9 95.0 85.9 95.0: 14.1 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 : 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 : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4 Old : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 75,989: 5,211 0 5,205 57,775 62,823 68,191 68,028: 7,798 7,961 Old : 75,989: 5,211 0 5,205 57,775 62,823 68,191 68,028: 7,798 7,961 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 4,321: 1,292 0 856 2,052 3,465 4,200 4,321: 121 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 6.8 76.0 82.7 89.7 89.5: 10.3 10.5 Old : 100.0: 6.9 0.0 6.8 76.0 82.7 89.7 89.5: 10.3 10.5 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 : 32: 4 0 4 21 25 25 29: Old : 32: 4 0 4 21 25 25 29: 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 : 44.8 42.7 63.0 60.1 43.2 39.5 55.6 54.1 Old : 44.8 42.7 63.0 60.1 43.2 39.5 55.6 54.1 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 68,617: 488 8,616 1,773 60,496 41,226 62,757 51,615: 5,860 17,002 Old : 68,617: 488 8,616 1,773 60,496 41,226 62,757 51,615: 5,860 17,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 365: 0 57 124 -127 124 -3 305: 368 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 12.6 2.6 88.2 60.1 91.5 75.2: 8.5 24.8 Old : 100.0: 0.7 12.6 2.6 88.2 60.1 91.5 75.2: 8.5 24.8 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 : 23: 1 2 2 12 17 15 19: Old : 23: 1 2 2 12 17 15 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 : 63.7 42.3 81.9 58.0 59.9 40.5 69.6 49.9 Old : 63.7 42.3 81.9 58.0 59.9 40.5 69.6 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 43,746: 6,975 1,987 1,700 30,247 31,810 38,922 35,497: 4,824 8,249 Old : 43,746: 6,975 1,987 1,700 30,247 31,810 38,922 35,497: 4,824 8,249 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,924: 836 0 -469 1,122 2,481 1,489 2,012: 435 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 4.5 3.9 69.1 72.7 89.0 81.1: 11.0 18.9 Old : 100.0: 15.9 4.5 3.9 69.1 72.7 89.0 81.1: 11.0 18.9 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: 4 1 4 10 12 15 16: Old : 20: 4 1 4 10 12 15 16: 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 : 59.3 51.3 76.1 69.9 56.0 43.7 68.9 60.4 Old : 59.3 51.3 76.1 69.9 56.0 43.7 68.9 60.4 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 73,194: 1,562 2,072 3,553 55,984 62,244 61,099 67,869: 12,095 5,325 Old : 73,194: 1,562 2,072 3,553 55,984 62,244 61,099 67,869: 12,095 5,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,921: -1,060 -48 -65 1,187 967 62 854: 1,859 1,067 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 2.8 4.9 76.5 85.0 83.5 92.7: 16.5 7.3 Old : 100.0: 2.1 2.8 4.9 76.5 85.0 83.5 92.7: 16.5 7.3 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 : 31: 2 2 3 22 22 26 25: Old : 31: 2 2 3 22 22 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 55.6 56.9 73.7 35.4 52.7 53.4 68.6 Old : 37.9 55.6 56.9 73.7 35.4 52.7 53.4 68.6 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,728,352: 75,816 99,261 552,689 1,095,059 1,069,749 1,723,564 1,721,699: 4,789 6,653 Old : 1,728,352: 75,816 99,261 552,689 1,095,059 1,069,749 1,723,564 1,721,699: 4,789 6,653 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 34,347: -2,068 499 17,690 18,972 16,329 34,594 34,518: -247 -171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 5.7 32.0 63.4 61.9 99.7 99.6: 0.3 0.4 Old : 100.0: 4.4 5.7 32.0 63.4 61.9 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 : 148: 45 35 64 66 64 142 132: Old : 148: 45 35 64 66 64 142 132: 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 34.1 55.6 52.2 7.3 6.6 8.9 8.2 Old : 33.1 34.1 55.6 52.2 7.3 6.6 8.9 8.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 51,664: 11,010 9,022 17,153 22,919 25,191 51,081 51,365: 582 298 Old : 51,664: 11,010 9,022 17,153 22,919 25,191 51,081 51,365: 582 298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -639: 91 284 -446 -83 -307 -438 -469: -200 -169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 17.5 33.2 44.4 48.8 98.9 99.4: 1.1 0.6 Old : 100.0: 21.3 17.5 33.2 44.4 48.8 98.9 99.4: 1.1 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 : 47: 5 15 11 25 24 36 44: Old : 47: 5 15 11 25 24 36 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 : 55.2 50.4 84.9 78.1 34.6 25.5 39.1 35.3 Old : 55.2 50.4 84.9 78.1 34.6 25.5 39.1 35.3 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 62,511: 840 0 0 61,011 60,565 61,851 60,565: 660 1,946 Old : 62,511: 840 0 0 61,011 60,565 61,851 60,565: 660 1,946 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,140: 0 0 0 1,140 1,140 1,140 1,140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.0 0.0 97.6 96.9 98.9 96.9: 1.1 3.1 Old : 100.0: 1.3 0.0 0.0 97.6 96.9 98.9 96.9: 1.1 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 : 26: 1 0 0 17 18 18 18: Old : 26: 1 0 0 17 18 18 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 : 69.7 58.5 87.0 80.0 63.7 53.6 71.1 68.5 Old : 69.7 58.5 87.0 80.0 63.7 53.6 71.1 68.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 153,838: 5,397 7,693 4,270 139,361 136,752 149,028 148,715: 4,810 5,123 Old : 153,838: 5,397 7,693 4,270 139,361 136,752 149,028 148,715: 4,810 5,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -109: 368 -560 278 -936 -463 -290 -745: 181 636 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 5.0 2.8 90.6 88.9 96.9 96.7: 3.1 3.3 Old : 100.0: 3.5 5.0 2.8 90.6 88.9 96.9 96.7: 3.1 3.3 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 : 46: 4 1 4 36 38 41 42: Old : 46: 4 1 4 36 38 41 42: 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 : 35.2 39.5 54.3 59.7 32.6 37.6 43.0 50.5 Old : 35.2 39.5 54.3 59.7 32.6 37.6 43.0 50.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 116,120: 700 4,120 1,254 105,147 105,208 107,100 110,581: 9,020 5,539 Old : 116,120: 700 4,120 1,254 105,147 105,208 107,100 110,581: 9,020 5,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -428: 0 468 -51 -239 -245 -290 172: -138 -600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 3.5 1.1 90.5 90.6 92.2 95.2: 7.8 4.8 Old : 100.0: 0.6 3.5 1.1 90.5 90.6 92.2 95.2: 7.8 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 : 32: 1 2 2 24 23 27 25: Old : 32: 1 2 2 24 23 27 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 : 53.7 51.5 68.4 74.8 46.1 50.6 56.6 69.9 Old : 53.7 51.5 68.4 74.8 46.1 50.6 56.6 69.9 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 195,719: 11,789 1,890 7,624 161,790 179,271 181,203 188,785: 14,516 6,934 Old : 195,719: 11,789 1,890 7,624 161,790 179,271 181,203 188,785: 14,516 6,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,048: 1,025 30 30 175 767 1,230 827: -182 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 1.0 3.9 82.7 91.6 92.6 96.5: 7.4 3.5 Old : 100.0: 6.0 1.0 3.9 82.7 91.6 92.6 96.5: 7.4 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 : 45: 3 1 4 35 36 39 40: Old : 45: 3 1 4 35 36 39 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 : 31.9 29.2 52.1 51.0 24.3 23.3 36.0 40.5 Old : 31.9 29.2 52.1 51.0 24.3 23.3 36.0 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 43,923: 0 2,599 1,116 40,036 36,069 41,152 39,784: 2,771 4,139 Old : 43,923: 0 2,599 1,116 40,036 36,069 41,152 39,784: 2,771 4,139 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 171: 0 244 -73 244 0 171 171: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.9 2.5 91.2 82.1 93.7 90.6: 6.3 9.4 Old : 100.0: 0.0 5.9 2.5 91.2 82.1 93.7 90.6: 6.3 9.4 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 : 20: 0 1 1 16 12 17 13: Old : 20: 0 1 1 16 12 17 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 : 50.1 58.4 73.8 80.5 45.0 47.0 62.5 65.0 Old : 50.1 58.4 73.8 80.5 45.0 47.0 62.5 65.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,739,077: 633,025 153,670 819,017 1,265,140 1,747,401 2,717,182 2,720,088: 21,895 18,989 Old : 2,739,077: 633,025 153,670 819,017 1,265,140 1,747,401 2,717,182 2,720,088: 21,895 18,989 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -9,358: -12,750 -8,475 -8,006 10,779 7,726 -9,977 -8,755: 619 -603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 5.6 29.9 46.2 63.8 99.2 99.3: 0.8 0.7 Old : 100.0: 23.1 5.6 29.9 46.2 63.8 99.2 99.3: 0.8 0.7 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 : 187: 38 28 63 112 101 181 167: Old : 187: 38 28 63 112 101 181 167: 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 : 29.0 26.4 39.3 40.3 18.9 21.5 25.2 28.9 Old : 29.0 26.4 39.3 40.3 18.9 21.5 25.2 28.9 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,017,025: 114,093 169,806 161,437 741,038 684,404 1,016,568 1,015,647: 457 1,378 Old : 1,017,025: 114,093 169,806 161,437 741,038 684,404 1,016,568 1,015,647: 457 1,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 16,214: 3,458 -4,813 14,481 -481 8,317 17,458 17,985: -1,244 -1,771 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 16.7 15.9 72.9 67.3 100.0 99.9: 0.0 0.1 Old : 100.0: 11.2 16.7 15.9 72.9 67.3 100.0 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 : 101: 29 24 43 47 44 95 92: Old : 101: 29 24 43 47 44 95 92: 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 : 34.7 38.1 48.6 54.6 23.0 30.5 33.7 40.0 Old : 34.7 38.1 48.6 54.6 23.0 30.5 33.7 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 4,894: 0 1,309 0 4,797 3,393 4,797 4,702: 97 192 Old : 4,894: 0 1,309 0 4,797 3,393 4,797 4,702: 97 192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 384: 0 0 0 454 399 454 399: -70 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.7 0.0 98.0 69.3 98.0 96.1: 2.0 3.9 Old : 100.0: 0.0 26.7 0.0 98.0 69.3 98.0 96.1: 2.0 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 : 30: 0 1 0 23 21 23 22: Old : 30: 0 1 0 23 21 23 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 : 44.4 57.4 65.4 77.4 37.8 56.2 55.6 70.1 Old : 44.4 57.4 65.4 77.4 37.8 56.2 55.6 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 3,266: 0 51 0 3,220 3,125 3,220 3,176: 46 90 Old : 3,266: 0 51 0 3,220 3,125 3,220 3,176: 46 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 348: 0 0 0 377 400 377 400: -29 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 98.6 95.7 98.6 97.2: 1.4 2.8 Old : 100.0: 0.0 1.6 0.0 98.6 95.7 98.6 97.2: 1.4 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 : 25: 0 1 0 14 20 14 21: Old : 25: 0 1 0 14 20 14 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 : 65.1 55.1 85.5 71.3 58.4 47.9 67.3 59.0 Old : 65.1 55.1 85.5 71.3 58.4 47.9 67.3 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 2,025: 0 66 73 1,539 1,505 1,612 1,644: 413 381 Old : 2,025: 0 66 73 1,539 1,505 1,612 1,644: 413 381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 189: 0 -1 1 169 288 170 288: 19 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 3.6 76.0 74.3 79.6 81.2: 20.4 18.8 Old : 100.0: 0.0 3.3 3.6 76.0 74.3 79.6 81.2: 20.4 18.8 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 : 23: 0 1 2 19 20 21 22: Old : 23: 0 1 2 19 20 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 : 37.6 27.2 57.0 47.8 20.7 19.6 29.6 28.2 Old : 37.6 27.2 57.0 47.8 20.7 19.6 29.6 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 2,223: 92 63 36 1,541 1,617 1,669 1,716: 554 507 Old : 2,223: 92 63 36 1,541 1,617 1,669 1,716: 554 507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -10: 21 0 -15 -89 77 -83 62: 73 -72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 2.8 1.6 69.3 72.7 75.1 77.2: 24.9 22.8 Old : 100.0: 4.1 2.8 1.6 69.3 72.7 75.1 77.2: 24.9 22.8 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 : 27: 2 1 2 22 22 25 24: Old : 27: 2 1 2 22 22 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 : 33.7 22.7 47.8 39.9 20.9 13.9 27.5 24.3 Old : 33.7 22.7 47.8 39.9 20.9 13.9 27.5 24.3 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, August 17, 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 : 192,529: 1,233 1,313 13,547 174,516 176,804 189,295 191,664: 3,234 865 Old : 192,529: 1,233 1,313 13,547 174,516 176,804 189,295 191,664: 3,234 865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 2,947: -3 20 101 2,979 2,960 3,077 3,081: -130 -134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.7 7.0 90.6 91.8 98.3 99.6: 1.7 0.4 Old : 100.0: 0.6 0.7 7.0 90.6 91.8 98.3 99.6: 1.7 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 : 44: 3 4 6 34 30 40 37: Old : 44: 3 4 6 34 30 40 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 : 49.3 51.8 78.8 83.9 6.0 8.7 8.1 11.1 Old : 49.3 51.8 78.8 83.9 6.0 8.7 8.1 11.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 8,787: 432 42 0 7,800 8,189 8,232 8,231: 555 556 Old : 8,787: 432 42 0 7,800 8,189 8,232 8,231: 555 556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 640: 0 0 0 746 640 746 640: -106 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 0.5 0.0 88.8 93.2 93.7 93.7: 6.3 6.3 Old : 100.0: 4.9 0.5 0.0 88.8 93.2 93.7 93.7: 6.3 6.3 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 : 23: 1 1 0 16 15 17 16: Old : 23: 1 1 0 16 15 17 16: 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 : 47.9 62.1 72.5 84.8 43.3 48.9 59.6 64.9 Old : 47.9 62.1 72.5 84.8 43.3 48.9 59.6 64.9 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, August 17, 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 : 17,649: 0 524 240 16,100 15,904 16,340 16,668: 1,309 981 Old : 17,649: 0 524 240 16,100 15,904 16,340 16,668: 1,309 981 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -61: 0 0 0 -85 -133 -85 -133: 24 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 1.4 91.2 90.1 92.6 94.4: 7.4 5.6 Old : 100.0: 0.0 3.0 1.4 91.2 90.1 92.6 94.4: 7.4 5.6 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 : 29: 0 3 1 21 22 22 25: Old : 29: 0 3 1 21 22 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 : 42.4 44.0 65.2 65.9 31.7 26.7 45.6 41.8 Old : 42.4 44.0 65.2 65.9 31.7 26.7 45.6 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 12,828: 0 0 0 11,110 11,770 11,110 11,770: 1,718 1,058 Old : 12,828: 0 0 0 11,110 11,770 11,110 11,770: 1,718 1,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 10: 0 0 0 -0 -0 -0 -0: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.6 91.8 86.6 91.8: 13.4 8.2 Old : 100.0: 0.0 0.0 0.0 86.6 91.8 86.6 91.8: 13.4 8.2 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 : 21: 0 0 0 17 15 17 15: Old : 21: 0 0 0 17 15 17 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 : 35.9 68.7 62.1 82.9 28.2 63.2 47.1 66.6 Old : 35.9 68.7 62.1 82.9 28.2 63.2 47.1 66.6 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, August 17, 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 : 31,435: 0 2,140 200 28,259 28,291 28,459 30,631: 2,976 804 Old : 31,435: 0 2,140 200 28,259 28,291 28,459 30,631: 2,976 804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 6: 0 10 0 6 -4 6 6: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.8 0.6 89.9 90.0 90.5 97.4: 9.5 2.6 Old : 100.0: 0.0 6.8 0.6 89.9 90.0 90.5 97.4: 9.5 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 : 29: 0 2 2 25 22 27 24: Old : 29: 0 2 2 25 22 27 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 : 37.4 53.2 57.5 75.6 27.4 40.2 37.9 48.4 Old : 37.4 53.2 57.5 75.6 27.4 40.2 37.9 48.4 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, August 17, 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 : 12,506: 470 0 116 10,157 11,084 10,743 11,200: 1,763 1,306 Old : 12,506: 470 0 116 10,157 11,084 10,743 11,200: 1,763 1,306 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 542: -20 0 0 528 542 508 542: 34 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.0 0.9 81.2 88.6 85.9 89.6: 14.1 10.4 Old : 100.0: 3.8 0.0 0.9 81.2 88.6 85.9 89.6: 14.1 10.4 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 : 21: 2 0 2 17 16 19 18: Old : 21: 2 0 2 17 16 19 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 : 43.4 47.2 64.2 72.7 37.0 42.3 49.5 56.4 Old : 43.4 47.2 64.2 72.7 37.0 42.3 49.5 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 33,844: 0 2,700 0 33,844 30,889 33,844 33,589: 0 255 Old : 33,844: 0 2,700 0 33,844 30,889 33,844 33,589: 0 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 255: 0 0 0 255 0 255 0: 0 255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.0 0.0 100.0 91.3 100.0 99.2: 0.0 0.8 Old : 100.0: 0.0 8.0 0.0 100.0 91.3 100.0 99.2: 0.0 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 : 22: 0 1 0 15 9 15 10: Old : 22: 0 1 0 15 9 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 : 56.0 69.4 83.1 92.9 35.0 39.9 53.5 59.8 Old : 56.0 69.4 83.1 92.9 35.0 39.9 53.5 59.8 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, August 17, 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 : 47,142: 40 440 353 45,768 45,751 46,161 46,543: 981 599 Old : 47,142: 40 440 353 45,768 45,751 46,161 46,543: 981 599 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 74: 0 -0 -1 76 71 74 70: -0 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.9 0.7 97.1 97.0 97.9 98.7: 2.1 1.3 Old : 100.0: 0.1 0.9 0.7 97.1 97.0 97.9 98.7: 2.1 1.3 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 : 31: 1 1 1 28 25 30 26: Old : 31: 1 1 1 28 25 30 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 : 61.6 63.6 81.8 85.2 23.6 33.6 32.1 36.9 Old : 61.6 63.6 81.8 85.2 23.6 33.6 32.1 36.9 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MW X OFF PEAK HOURS PER MONTH) : : : : All : 9,908: 0 0 0 8,730 8,628 8,730 8,628: 1,178 1,280 Old : 9,908: 0 0 0 8,730 8,628 8,730 8,628: 1,178 1,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 8: 0 0 0 8 8 8 8: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 88.1 87.1 88.1 87.1: 11.9 12.9 Old : 100.0: 0.0 0.0 0.0 88.1 87.1 88.1 87.1: 11.9 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 : 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 : 39.0 61.2 60.3 75.8 35.1 52.9 51.0 58.9 Old : 39.0 61.2 60.3 75.8 35.1 52.9 51.0 58.9 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 52,882: 0 0 0 52,882 52,838 52,882 52,838: 0 44 Old : 52,882: 0 0 0 52,882 52,838 52,882 52,838: 0 44 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 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 99.9 100.0 99.9: 0.0 0.1 Old : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 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 : 21: 0 0 0 12 11 12 11: Old : 21: 0 0 0 12 11 12 11: 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 : 87.7 84.5 97.1 98.0 87.7 84.5 97.1 97.0 Old : 87.7 84.5 97.1 98.0 87.7 84.5 97.1 97.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 771,902: 0 0 0 771,902 771,902 771,902 771,902: 0 0 Old : 771,902: 0 0 0 771,902 771,902 771,902 771,902: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 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 : 21: 0 0 0 13 10 13 10: Old : 21: 0 0 0 13 10 13 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 : 85.8 87.6 95.9 99.2 85.8 87.6 95.9 98.9 Old : 85.8 87.6 95.9 99.2 85.8 87.6 95.9 98.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 37,451: 0 0 0 36,643 37,451 36,643 37,451: 808 0 Old : 37,451: 0 0 0 36,643 37,451 36,643 37,451: 808 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 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 97.8 100.0 97.8 100.0: 2.2 0.0 Old : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 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 : 23: 0 0 0 14 11 14 11: Old : 23: 0 0 0 14 11 14 11: 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 : 77.2 77.6 91.6 96.2 62.2 73.7 76.6 84.4 Old : 77.2 77.6 91.6 96.2 62.2 73.7 76.6 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 548,539: 0 0 0 548,539 548,539 548,539 548,539: 0 0 Old : 548,539: 0 0 0 548,539 548,539 548,539 548,539: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 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 : 22: 0 0 0 13 12 13 12: Old : 22: 0 0 0 13 12 13 12: 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 : 79.6 74.5 94.8 95.5 58.7 68.8 74.0 78.8 Old : 79.6 74.5 94.8 95.5 58.7 68.8 74.0 78.8 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 77,753: 0 0 0 77,645 77,753 77,645 77,753: 108 0 Old : 77,753: 0 0 0 77,645 77,753 77,645 77,753: 108 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 677: 0 0 0 6,962 677 6,962 677: -6,285 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 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 0 0 16 16 16 16: Old : 26: 0 0 0 16 16 16 16: 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 : 73.2 60.8 90.2 87.2 73.2 60.8 90.0 86.5 Old : 73.2 60.8 90.2 87.2 73.2 60.8 90.0 86.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,324,000: 0 0 0 1,324,000 1,324,000 1,324,000 1,324,000: 0 0 Old : 1,324,000: 0 0 0 1,324,000 1,324,000 1,324,000 1,324,000: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 15,951: 0 0 0 15,951 15,951 15,951 15,951: 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 : 25: 0 0 0 17 14 17 14: Old : 25: 0 0 0 17 14 17 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 : 73.3 58.7 88.5 86.8 73.3 57.5 88.5 83.4 Old : 73.3 58.7 88.5 86.8 73.3 57.5 88.5 83.4 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 220,329: 2,710 0 0 217,108 220,329 219,818 220,329: 511 0 Old : 220,329: 2,710 0 0 217,108 220,329 219,818 220,329: 511 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 77: 0 0 0 -434 77 -434 77: 511 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 98.5 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 1.2 0.0 0.0 98.5 100.0 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 : 41: 2 0 0 27 32 29 32: Old : 41: 2 0 0 27 32 29 32: 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 : 63.3 55.3 84.2 76.7 63.2 54.0 82.5 73.0 Old : 63.3 55.3 84.2 76.7 63.2 54.0 82.5 73.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 3,758,613: 0 0 0 3,758,613 3,758,613 3,758,613 3,758,613: 0 0 Old : 3,758,613: 0 0 0 3,758,613 3,758,613 3,758,613 3,758,613: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,895: 0 0 0 1,895 1,895 1,895 1,895: 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 : 36: 0 0 0 25 24 25 24: Old : 36: 0 0 0 25 24 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 : 65.8 61.2 88.1 80.7 65.6 61.0 86.2 79.5 Old : 65.8 61.2 88.1 80.7 65.6 61.0 86.2 79.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 63,689: 1,275 2,350 0 62,414 61,084 63,689 63,434: 0 255 Old : 63,689: 1,275 2,350 0 62,414 61,084 63,689 63,434: 0 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -315: 0 0 0 -315 -315 -315 -315: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.7 0.0 98.0 95.9 100.0 99.6: 0.0 0.4 Old : 100.0: 2.0 3.7 0.0 98.0 95.9 100.0 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 : 36: 1 1 0 28 19 29 20: Old : 36: 1 1 0 28 19 29 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 : 44.9 55.7 65.1 77.4 42.3 48.8 54.0 57.6 Old : 44.9 55.7 65.1 77.4 42.3 48.8 54.0 57.6 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,115,414: 23,400 66,320 0 1,092,014 1,049,094 1,115,414 1,115,414: 0 0 Old : 1,115,414: 23,400 66,320 0 1,092,014 1,049,094 1,115,414 1,115,414: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,880: 0 0 0 1,880 1,880 1,880 1,880: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 5.9 0.0 97.9 94.1 100.0 100.0: 0.0 0.0 Old : 100.0: 2.1 5.9 0.0 97.9 94.1 100.0 100.0: 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 : 33: 1 1 0 24 23 25 24: Old : 33: 1 1 0 24 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 : 52.7 54.0 73.8 72.2 47.5 50.2 59.3 62.0 Old : 52.7 54.0 73.8 72.2 47.5 50.2 59.3 62.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 64,324: 2,700 110 0 61,624 64,214 64,324 64,324: 0 0 Old : 64,324: 2,700 110 0 61,624 64,214 64,324 64,324: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 339: 0 0 0 339 339 339 339: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.2 0.0 95.8 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.2 0.2 0.0 95.8 99.8 100.0 100.0: 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 : 35: 1 1 0 25 28 26 29: Old : 35: 1 1 0 25 28 26 29: 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 : 48.2 42.9 67.8 71.2 25.0 27.2 37.6 38.4 Old : 48.2 42.9 67.8 71.2 25.0 27.2 37.6 38.4 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 10,276: 130 564 86 9,910 9,329 10,126 9,979: 150 297 Old : 10,276: 130 564 86 9,910 9,329 10,126 9,979: 150 297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 650: -86 564 86 650 0 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 5.5 0.8 96.4 90.8 98.5 97.1: 1.5 2.9 Old : 100.0: 1.3 5.5 0.8 96.4 90.8 98.5 97.1: 1.5 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 : 22: 1 1 1 15 13 17 14: Old : 22: 1 1 1 15 13 17 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 : 51.0 55.3 77.2 79.9 49.3 50.5 60.9 63.7 Old : 51.0 55.3 77.2 79.9 49.3 50.5 60.9 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 31,764: 0 220 0 31,592 31,203 31,592 31,423: 172 341 Old : 31,764: 0 220 0 31,592 31,203 31,592 31,423: 172 341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 19: 0 0 0 19 19 19 19: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 99.5 98.2 99.5 98.9: 0.5 1.1 Old : 100.0: 0.0 0.7 0.0 99.5 98.2 99.5 98.9: 0.5 1.1 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: 0 1 0 16 13 16 14: Old : 20: 0 1 0 16 13 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 : 68.6 80.6 90.5 93.0 50.0 58.7 62.8 63.8 Old : 68.6 80.6 90.5 93.0 50.0 58.7 62.8 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 597,150: 0 48,625 0 597,150 548,525 597,150 597,150: 0 0 Old : 597,150: 0 48,625 0 597,150 548,525 597,150 597,150: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 4,680: 0 0 0 4,680 4,680 4,680 4,680: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.1 0.0 100.0 91.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 8.1 0.0 100.0 91.9 100.0 100.0: 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 : 21: 0 1 0 14 9 14 10: Old : 21: 0 1 0 14 9 14 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 : 58.0 72.0 85.7 94.6 35.8 40.7 54.7 60.2 Old : 58.0 72.0 85.7 94.6 35.8 40.7 54.7 60.2 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,161,554: 48,625 26,512 0 1,112,929 1,135,042 1,161,554 1,161,554: 0 0 Old : 1,161,554: 48,625 26,512 0 1,112,929 1,135,042 1,161,554 1,161,554: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 18,720: 0 0 0 18,720 18,720 18,720 18,720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 2.3 0.0 95.8 97.7 100.0 100.0: 0.0 0.0 Old : 100.0: 4.2 2.3 0.0 95.8 97.7 100.0 100.0: 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: 1 2 0 25 24 26 26: Old : 37: 1 2 0 25 24 26 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 : 46.6 50.3 66.2 73.0 23.1 26.7 37.6 36.5 Old : 46.6 50.3 66.2 73.0 23.1 26.7 37.6 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 24,588: 193 220 73 23,410 24,083 23,676 24,376: 912 212 Old : 24,588: 193 220 73 23,410 24,083 23,676 24,376: 912 212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 76: -15 40 0 145 101 130 141: -54 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.9 0.3 95.2 97.9 96.3 99.1: 3.7 0.9 Old : 100.0: 0.8 0.9 0.3 95.2 97.9 96.3 99.1: 3.7 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 : 38: 2 1 2 32 28 34 31: Old : 38: 2 1 2 32 28 34 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 : 38.3 46.5 60.4 68.6 28.4 35.6 40.8 48.9 Old : 38.3 46.5 60.4 68.6 28.4 35.6 40.8 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 16,457: 90 0 0 15,881 15,974 15,971 15,974: 486 483 Old : 16,457: 90 0 0 15,881 15,974 15,971 15,974: 486 483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 947: 0 0 0 872 1,121 872 1,121: 75 -174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 96.5 97.1 97.0 97.1: 3.0 2.9 Old : 100.0: 0.5 0.0 0.0 96.5 97.1 97.0 97.1: 3.0 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 : 21: 1 0 0 16 17 17 17: Old : 21: 1 0 0 16 17 17 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 65.6 88.8 84.4 57.7 62.8 74.2 73.1 Old : 66.4 65.6 88.8 84.4 57.7 62.8 74.2 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 9,909: 554 0 79 9,028 9,475 9,661 9,554: 248 355 Old : 9,909: 554 0 79 9,028 9,475 9,661 9,554: 248 355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 367: 130 0 0 237 307 367 307: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.0 0.8 91.1 95.6 97.5 96.4: 2.5 3.6 Old : 100.0: 5.6 0.0 0.8 91.1 95.6 97.5 96.4: 2.5 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 : 24: 2 0 1 19 18 21 19: Old : 24: 2 0 1 19 18 21 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 : 68.0 54.1 81.6 76.9 64.1 50.1 70.0 67.5 Old : 68.0 54.1 81.6 76.9 64.1 50.1 70.0 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 9,566: 0 0 0 9,373 8,864 9,373 8,864: 193 702 Old : 9,566: 0 0 0 9,373 8,864 9,373 8,864: 193 702 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 10: 0 0 0 10 -5 10 -5: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.0 92.7 98.0 92.7: 2.0 7.3 Old : 100.0: 0.0 0.0 0.0 98.0 92.7 98.0 92.7: 2.0 7.3 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 : 25: 0 0 0 20 17 20 17: Old : 25: 0 0 0 20 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 : 54.4 56.8 73.0 77.3 47.9 50.5 60.1 64.6 Old : 54.4 56.8 73.0 77.3 47.9 50.5 60.1 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 4,275: 180 0 0 3,934 4,002 4,114 4,002: 161 273 Old : 4,275: 180 0 0 3,934 4,002 4,114 4,002: 161 273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 98: 0 0 0 180 109 180 109: -82 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.0 92.0 93.6 96.2 93.6: 3.8 6.4 Old : 100.0: 4.2 0.0 0.0 92.0 93.6 96.2 93.6: 3.8 6.4 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: 1 0 0 18 16 19 16: Old : 22: 1 0 0 18 16 19 16: 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 : 48.5 56.2 69.8 79.3 39.0 45.1 52.1 57.5 Old : 48.5 56.2 69.8 79.3 39.0 45.1 52.1 57.5 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, August 17, 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 : 2,540,446: 272,329 122,276 820,754 1,354,416 1,518,148 2,447,500 2,461,178: 92,947 79,268 Old : 2,540,446: 272,329 122,276 820,754 1,354,416 1,518,148 2,447,500 2,461,178: 92,947 79,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -78,413: 371 4,014 -59,372 -23,310 -15,996 -82,311 -71,355: 3,898 -7,058 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 4.8 32.3 53.3 59.8 96.3 96.9: 3.7 3.1 Old : 100.0: 10.7 4.8 32.3 53.3 59.8 96.3 96.9: 3.7 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 : 356: 136 106 173 87 95 314 296: Old : 356: 136 106 173 87 95 314 296: 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 : 21.2 16.0 33.0 28.9 9.0 5.7 12.1 8.9 Old : 21.2 16.0 33.0 28.9 9.0 5.7 12.1 8.9 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, August 17, 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 : 119,416: 23,665 27,205 32,131 62,515 57,156 118,312 116,492: 1,104 2,924 Old : 119,416: 23,665 27,205 32,131 62,515 57,156 118,312 116,492: 1,104 2,924 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 8,157: 4,466 1,202 3,140 175 3,653 7,782 7,996: 375 161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 22.8 26.9 52.4 47.9 99.1 97.6: 0.9 2.4 Old : 100.0: 19.8 22.8 26.9 52.4 47.9 99.1 97.6: 0.9 2.4 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 : 44: 5 13 11 24 25 36 42: Old : 44: 5 13 11 24 25 36 42: 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 : 63.2 43.4 77.9 60.8 40.5 24.3 45.8 34.1 Old : 63.2 43.4 77.9 60.8 40.5 24.3 45.8 34.1 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, August 17, 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 : 229,727: 29,158 16,704 17,089 158,557 154,529 204,804 188,322: 24,923 41,405 Old : 229,727: 29,158 16,704 17,089 158,557 154,529 204,804 188,322: 24,923 41,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -1,185: 41 416 -1,070 -1,573 4,678 -2,602 4,024: 1,417 -5,209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 7.3 7.4 69.0 67.3 89.2 82.0: 10.8 18.0 Old : 100.0: 12.7 7.3 7.4 69.0 67.3 89.2 82.0: 10.8 18.0 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 : 38: 7 3 5 27 25 35 32: Old : 38: 7 3 5 27 25 35 32: 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 : 31.4 29.0 50.6 45.4 31.2 26.4 43.0 38.9 Old : 31.4 29.0 50.6 45.4 31.2 26.4 43.0 38.9 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, August 17, 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 : 136,121: 14,843 5,757 35,596 82,730 91,702 133,169 133,055: 2,952 3,066 Old : 136,121: 14,843 5,757 35,596 82,730 91,702 133,169 133,055: 2,952 3,066 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -692: -2,303 866 998 -14 -2,700 -1,319 -835: 627 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 4.2 26.2 60.8 67.4 97.8 97.7: 2.2 2.3 Old : 100.0: 10.9 4.2 26.2 60.8 67.4 97.8 97.7: 2.2 2.3 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 : 61: 24 8 26 25 26 60 52: Old : 61: 24 8 26 25 26 60 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 : 32.4 39.6 52.6 63.6 10.7 15.8 14.5 19.1 Old : 32.4 39.6 52.6 63.6 10.7 15.8 14.5 19.1 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, August 17, 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 : 628,244: 37,805 4,057 99,246 468,303 503,526 605,354 606,830: 22,890 21,414 Old : 628,244: 37,805 4,057 99,246 468,303 503,526 605,354 606,830: 22,890 21,414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -632: -2,438 32 2,151 1,169 -1,998 882 185: -1,515 -817 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.6 15.8 74.5 80.1 96.4 96.6: 3.6 3.4 Old : 100.0: 6.0 0.6 15.8 74.5 80.1 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 : 49: 7 4 11 36 38 47 49: Old : 49: 7 4 11 36 38 47 49: 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 : 34.3 25.6 52.4 44.0 8.8 6.9 13.5 11.6 Old : 34.3 25.6 52.4 44.0 8.8 6.9 13.5 11.6 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, August 17, 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 : 41,522: 50 785 375 40,525 39,773 40,950 40,933: 572 589 Old : 41,522: 50 785 375 40,525 39,773 40,950 40,933: 572 589 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,630: 0 0 0 1,480 1,480 1,480 1,480: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.9 0.9 97.6 95.8 98.6 98.6: 1.4 1.4 Old : 100.0: 0.1 1.9 0.9 97.6 95.8 98.6 98.6: 1.4 1.4 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 : 52: 1 2 3 45 41 48 45: Old : 52: 1 2 3 45 41 48 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 : 44.5 35.8 58.4 55.0 26.7 23.1 32.6 32.2 Old : 44.5 35.8 58.4 55.0 26.7 23.1 32.6 32.2 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, August 17, 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 : 118,908: 12,312 28,674 8,660 92,999 75,524 113,971 112,858: 4,937 6,050 Old : 118,908: 12,312 28,674 8,660 92,999 75,524 113,971 112,858: 4,937 6,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -3,358: -3,889 -685 -575 1,131 -1,935 -3,333 -3,195: -25 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 24.1 7.3 78.2 63.5 95.8 94.9: 4.2 5.1 Old : 100.0: 10.4 24.1 7.3 78.2 63.5 95.8 94.9: 4.2 5.1 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 12 11 25 24 38 38: Old : 41: 4 12 11 25 24 38 38: 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 : 38.9 37.9 56.7 56.3 25.0 23.7 35.3 32.8 Old : 38.9 37.9 56.7 56.3 25.0 23.7 35.3 32.8 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, August 17, 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 : 37,484: 0 4,319 6,021 29,925 24,640 35,946 34,980: 1,538 2,504 Old : 37,484: 0 4,319 6,021 29,925 24,640 35,946 34,980: 1,538 2,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -930: 0 395 -485 -193 -877 -678 -967: -252 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.5 16.1 79.8 65.7 95.9 93.3: 4.1 6.7 Old : 100.0: 0.0 11.5 16.1 79.8 65.7 95.9 93.3: 4.1 6.7 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: 0 5 5 15 16 20 24: Old : 25: 0 5 5 15 16 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 : 42.1 36.0 66.0 57.9 19.8 15.8 27.9 22.9 Old : 42.1 36.0 66.0 57.9 19.8 15.8 27.9 22.9 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, August 17, 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 : 20,810: 5,100 400 200 15,435 20,090 20,735 20,690: 75 120 Old : 20,810: 5,100 400 200 15,435 20,090 20,735 20,690: 75 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -150: 0 0 0 0 -45 0 -45: -150 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 1.9 1.0 74.2 96.5 99.6 99.4: 0.4 0.6 Old : 100.0: 24.5 1.9 1.0 74.2 96.5 99.6 99.4: 0.4 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: 2 1 1 24 25 27 26: Old : 37: 2 1 1 24 25 27 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 : 54.2 42.3 79.9 65.3 40.1 34.9 57.3 50.3 Old : 54.2 42.3 79.9 65.3 40.1 34.9 57.3 50.3 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, August 17, 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 : 19,419: 14,390 1,938 225 2,437 16,639 17,052 18,802: 2,367 617 Old : 19,419: 14,390 1,938 225 2,437 16,639 17,052 18,802: 2,367 617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -69: -48 -155 9 266 281 227 135: -296 -204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 10.0 1.2 12.5 85.7 87.8 96.8: 12.2 3.2 Old : 100.0: 74.1 10.0 1.2 12.5 85.7 87.8 96.8: 12.2 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 : 132: 63 18 6 20 36 86 59: Old : 132: 63 18 6 20 36 86 59: 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 : 32.7 36.9 45.5 54.9 32.7 36.9 45.5 54.2 Old : 32.7 36.9 45.5 54.9 32.7 36.9 45.5 54.2 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, August 17, 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 : 31,115: 19,004 2,028 438 7,532 26,935 26,975 29,402: 4,140 1,713 Old : 31,115: 19,004 2,028 438 7,532 26,935 26,975 29,402: 4,140 1,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -217: -493 149 49 81 -538 -364 -341: 147 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 6.5 1.4 24.2 86.6 86.7 94.5: 13.3 5.5 Old : 100.0: 61.1 6.5 1.4 24.2 86.6 86.7 94.5: 13.3 5.5 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 : 108: 52 13 4 15 31 70 47: Old : 108: 52 13 4 15 31 70 47: 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 : 24.2 36.9 37.7 57.7 24.2 36.7 37.7 57.5 Old : 24.2 36.9 37.7 57.7 24.2 36.7 37.7 57.5 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, August 17, 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 : 296,023: 56,435 31,691 43,650 180,244 206,015 280,329 281,356: 15,694 14,667 Old : 296,023: 56,435 31,691 43,650 180,244 206,015 280,329 281,356: 15,694 14,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 6,637: -3,634 22,226 2,228 11,980 -17,930 10,574 6,523: -3,936 114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 10.7 14.7 60.9 69.6 94.7 95.0: 5.3 5.0 Old : 100.0: 19.1 10.7 14.7 60.9 69.6 94.7 95.0: 5.3 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 : 195: 54 31 47 86 89 166 150: Old : 195: 54 31 47 86 89 166 150: 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 : 21.9 19.9 32.3 32.5 11.0 10.8 17.4 16.6 Old : 21.9 19.9 32.3 32.5 11.0 10.8 17.4 16.6 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, August 17, 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 : 26,972: 4,744 196 1,837 15,860 21,776 22,441 23,809: 4,531 3,163 Old : 26,972: 4,744 196 1,837 15,860 21,776 22,441 23,809: 4,531 3,163 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 826: -1,008 0 640 1,131 307 763 947: 63 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 0.7 6.8 58.8 80.7 83.2 88.3: 16.8 11.7 Old : 100.0: 17.6 0.7 6.8 58.8 80.7 83.2 88.3: 16.8 11.7 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 : 32: 5 1 6 18 20 24 26: Old : 32: 5 1 6 18 20 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 : 39.6 43.1 60.8 60.7 31.6 41.2 48.3 57.0 Old : 39.6 43.1 60.8 60.7 31.6 41.2 48.3 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 20,253: 640 0 400 18,413 19,736 19,453 20,136: 800 117 Old : 20,253: 640 0 400 18,413 19,736 19,453 20,136: 800 117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 675: 0 0 0 700 675 700 675: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 2.0 90.9 97.4 96.0 99.4: 4.0 0.6 Old : 100.0: 3.2 0.0 2.0 90.9 97.4 96.0 99.4: 4.0 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 : 22: 2 0 1 18 11 20 12: Old : 22: 2 0 1 18 11 20 12: 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 81.4 68.3 95.7 39.8 69.7 55.9 73.7 Old : 43.5 81.4 68.3 95.7 39.8 69.7 55.9 73.7 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, August 17, 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 : 7,842: 250 40 400 7,084 7,342 7,734 7,782: 108 60 Old : 7,842: 250 40 400 7,084 7,342 7,734 7,782: 108 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 143: 0 0 0 193 193 193 193: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.5 5.1 90.3 93.6 98.6 99.2: 1.4 0.8 Old : 100.0: 3.2 0.5 5.1 90.3 93.6 98.6 99.2: 1.4 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 : 47: 3 1 4 33 32 39 36: Old : 47: 3 1 4 33 32 39 36: 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 33.8 49.7 54.2 24.3 27.9 34.4 39.3 Old : 33.1 33.8 49.7 54.2 24.3 27.9 34.4 39.3 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, August 17, 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 : 66,842: 2,425 542 543 62,689 65,573 65,657 66,658: 1,185 184 Old : 66,842: 2,425 542 543 62,689 65,573 65,657 66,658: 1,185 184 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -1,894: -325 50 0 -1,519 -1,894 -1,844 -1,844: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 0.8 0.8 93.8 98.1 98.2 99.7: 1.8 0.3 Old : 100.0: 3.6 0.8 0.8 93.8 98.1 98.2 99.7: 1.8 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 : 47: 3 1 1 36 32 40 33: Old : 47: 3 1 1 36 32 40 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 : 63.1 60.2 73.7 75.1 36.6 30.4 43.7 42.0 Old : 63.1 60.2 73.7 75.1 36.6 30.4 43.7 42.0 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, August 17, 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 : 25,454: 1,000 290 0 24,234 24,889 25,234 25,179: 220 275 Old : 25,454: 1,000 290 0 24,234 24,889 25,234 25,179: 220 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 635: 0 290 0 630 390 630 680: 5 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.1 0.0 95.2 97.8 99.1 98.9: 0.9 1.1 Old : 100.0: 3.9 1.1 0.0 95.2 97.8 99.1 98.9: 0.9 1.1 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 : 31: 1 1 0 22 16 23 17: Old : 31: 1 1 0 22 16 23 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 : 57.7 71.3 81.5 87.0 49.1 60.7 65.0 70.3 Old : 57.7 71.3 81.5 87.0 49.1 60.7 65.0 70.3 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, August 17, 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 : 9,925: 100 150 0 9,555 9,625 9,655 9,775: 270 150 Old : 9,925: 100 150 0 9,555 9,625 9,655 9,775: 270 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 760: 0 0 0 610 610 610 610: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.5 0.0 96.3 97.0 97.3 98.5: 2.7 1.5 Old : 100.0: 1.0 1.5 0.0 96.3 97.0 97.3 98.5: 2.7 1.5 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 : 41: 1 1 0 25 30 26 31: Old : 41: 1 1 0 25 30 26 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 : 45.2 53.0 68.1 67.4 28.7 30.0 45.0 41.3 Old : 45.2 53.0 68.1 67.4 28.7 30.0 45.0 41.3 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, August 17, 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 : 2,949: 50 0 30 1,602 1,854 1,682 1,884: 1,267 1,065 Old : 2,949: 50 0 30 1,602 1,854 1,682 1,884: 1,267 1,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 1.0 54.3 62.9 57.0 63.9: 43.0 36.1 Old : 100.0: 1.7 0.0 1.0 54.3 62.9 57.0 63.9: 43.0 36.1 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: 1 0 1 12 16 14 17: Old : 20: 1 0 1 12 16 14 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 : 38.8 33.8 52.3 50.6 38.1 32.0 46.7 48.6 Old : 38.8 33.8 52.3 50.6 38.1 32.0 46.7 48.6 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, August 17, 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 : 19,390: 2,513 0 300 15,967 18,470 18,780 18,770: 610 620 Old : 19,390: 2,513 0 300 15,967 18,470 18,780 18,770: 610 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 1,278: 1,125 0 0 331 1,278 1,456 1,278: -178 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 0.0 1.5 82.3 95.3 96.9 96.8: 3.1 3.2 Old : 100.0: 13.0 0.0 1.5 82.3 95.3 96.9 96.8: 3.1 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 : 36: 2 0 2 33 23 35 25: Old : 36: 2 0 2 33 23 35 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 : 42.6 67.9 60.2 82.4 40.4 63.5 54.5 70.4 Old : 42.6 67.9 60.2 82.4 40.4 63.5 54.5 70.4 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, August 17, 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 : 19,208: 1,368 1,886 139 17,394 16,757 18,901 18,782: 307 426 Old : 19,208: 1,368 1,886 139 17,394 16,757 18,901 18,782: 307 426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 295: 418 0 -34 67 485 451 451: -156 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 9.8 0.7 90.6 87.2 98.4 97.8: 1.6 2.2 Old : 100.0: 7.1 9.8 0.7 90.6 87.2 98.4 97.8: 1.6 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 : 55: 5 4 2 34 39 40 44: Old : 55: 5 4 2 34 39 40 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 : 33.7 39.8 54.7 59.7 30.3 37.2 49.7 52.3 Old : 33.7 39.8 54.7 59.7 30.3 37.2 49.7 52.3 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, August 17, 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 : 14,588: 541 496 392 13,654 13,470 14,587 14,358: 1 230 Old : 14,588: 541 496 392 13,654 13,470 14,587 14,358: 1 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 693: -491 89 45 1,192 537 746 671: -53 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.4 2.7 93.6 92.3 100.0 98.4: 0.0 1.6 Old : 100.0: 3.7 3.4 2.7 93.6 92.3 100.0 98.4: 0.0 1.6 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: 3 2 3 27 24 31 28: Old : 37: 3 2 3 27 24 31 28: 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 46.7 65.8 68.4 35.1 33.0 50.5 50.1 Old : 42.9 46.7 65.8 68.4 35.1 33.0 50.5 50.1 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, August 17, 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 : 32,179: 2,004 798 1,347 24,483 27,983 27,834 30,128: 4,345 2,051 Old : 32,179: 2,004 798 1,347 24,483 27,983 27,834 30,128: 4,345 2,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 166: -170 0 66 0 0 -104 66: 270 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 2.5 4.2 76.1 87.0 86.5 93.6: 13.5 6.4 Old : 100.0: 6.2 2.5 4.2 76.1 87.0 86.5 93.6: 13.5 6.4 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 2 4 31 34 36 39: Old : 46: 3 2 4 31 34 36 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 : 30.6 36.1 48.7 53.4 27.2 33.9 40.3 47.9 Old : 30.6 36.1 48.7 53.4 27.2 33.9 40.3 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010