GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,214 COMMITMENTS 1,273 1,353 375 29,504 29,476 31,152 31,204 62 10 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,129) -83 -67 0 -4,039 -4,062 -4,122 -4,129 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 4.3 1.2 94.5 94.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 2 2 39 45 42 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,311 COMMITMENTS 0 0 0 23,131 23,047 23,131 23,047 180 264 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -59) 0 0 0 -35 -53 -35 -53 -24 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 98.9 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 29 30 29 30 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,898 COMMITMENTS 137 216 79 4,016 4,451 4,232 4,746 1,666 1,152 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -678) -5 0 0 -527 -383 -532 -383 -146 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.7 1.3 68.1 75.5 71.8 80.5 28.2 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 18 19 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,285 COMMITMENTS 529 315 69 6,298 6,726 6,896 7,110 1,389 1,175 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,008) -46 -42 -58 -640 -870 -744 -970 -264 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.8 0.8 76.0 81.2 83.2 85.8 16.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 3 39 38 42 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,202 COMMITMENTS 200 342 627 5,945 5,817 6,772 6,786 430 416 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,569) -262 6 60 -1,239 -1,611 -1,441 -1,545 -128 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 4.7 8.7 82.5 80.8 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 3 5 45 53 50 61 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,559 COMMITMENTS 0 0 0 1,120 1,220 1,120 1,220 439 339 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -725) 0 -76 0 -635 -654 -635 -730 -90 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 71.8 78.3 71.8 78.3 28.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 16 17 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,178 COMMITMENTS 0 0 0 19,063 19,063 19,063 19,063 115 115 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,506) 0 0 0 -2,531 -2,436 -2,531 -2,436 25 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 21 17 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 400,862 COMMITMENTS 52,281 22,733 71,115 238,709 276,839 362,106 370,687 38,756 30,175 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 15,301) 16,692 740 1,847 -3,068 15,604 15,470 18,190 -169 -2,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 5.7 17.7 59.5 69.1 90.3 92.5 9.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 40 20 39 71 80 131 125 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 128,271 COMMITMENTS 738 7,258 27,553 92,701 88,660 120,991 123,471 7,279 4,800 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 7,509) -547 754 2,425 5,473 4,389 7,351 7,568 158 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 5.7 21.5 72.3 69.1 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 8 11 11 19 20 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,593 COMMITMENTS 300 720 1,100 15,193 14,773 16,593 16,593 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,369) -350 -266 150 -3,169 -3,253 -3,369 -3,369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.3 6.6 91.6 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 2 7 6 40 45 46 57 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,194 COMMITMENTS 920 0 525 9,464 10,319 10,909 10,844 285 350 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,984) -80 -180 -45 -1,802 -1,689 -1,927 -1,914 -57 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 4.7 84.5 92.2 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 27 21 31 23 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,037 COMMITMENTS 344 71 358 2,270 2,253 2,972 2,682 1,065 1,355 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -379) -175 -25 11 -113 -109 -277 -123 -102 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 1.8 8.9 56.2 55.8 73.6 66.4 26.4 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 17 18 21 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 891,819 COMMITMENTS 159,545 243,402 308,759 344,895 297,911 813,198 850,071 78,622 41,748 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 18,221) 4,905 -541 14,293 -6,935 3,849 12,263 17,600 5,958 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 27.3 34.6 38.7 33.4 91.2 95.3 8.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 93 91 139 88 76 261 236 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,235 COMMITMENTS 334 133 1,853 42,942 45,965 45,129 47,951 9,106 6,284 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,218) -242 108 -108 -4,563 -2,481 -4,913 -2,481 1,695 -737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 3.4 79.2 84.8 83.2 88.4 16.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 20 18 22 20 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,775 COMMITMENTS 0 559 2,560 27,553 23,723 30,113 26,842 3,662 6,933 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,010) -178 559 -596 -3,156 -3,512 -3,930 -3,549 -80 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 7.6 81.6 70.2 89.2 79.5 10.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 13 17 15 19 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,376 COMMITMENTS 0 0 0 52,592 48,200 52,592 48,200 7,784 12,176 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5,006) 0 0 0 -4,260 -4,023 -4,260 -4,023 -746 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.1 79.8 87.1 79.8 12.9 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 22 18 22 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,567 COMMITMENTS 0 0 0 55,706 62,860 55,706 62,860 9,861 2,707 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,427) 0 0 0 -5,100 -3,866 -5,100 -3,866 673 -561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.0 95.9 85.0 95.9 15.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,169 COMMITMENTS 2,821 0 4,597 54,994 57,611 62,412 62,208 7,757 7,961 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -7,500) 524 0 -1,284 -6,821 -5,324 -7,581 -6,608 81 -892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 6.6 78.4 82.1 88.9 88.7 11.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 4 20 24 24 28 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,176 COMMITMENTS 488 8,567 1,625 60,595 41,102 62,708 51,294 5,468 16,882 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5,390) -248 -1,595 453 -6,329 -4,588 -6,124 -5,730 734 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.6 2.4 88.9 60.3 92.0 75.2 8.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 12 17 15 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,415 COMMITMENTS 2,440 2,248 3,849 53,422 59,082 59,711 65,179 9,704 4,236 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,420) -3,911 790 548 -1,952 -7,459 -5,315 -6,121 -1,105 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.2 5.5 77.0 85.1 86.0 93.9 14.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 22 22 27 26 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,641,749 COMMITMENTS 69,254 96,453 515,430 1051513 1023150 1636197 1635033 5,553 6,716 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 26,936) 1,812 428 10,579 14,107 16,059 26,498 27,066 438 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.9 31.4 64.0 62.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 41 35 65 63 63 136 131 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,053 COMMITMENTS 11,222 7,583 17,431 24,098 27,562 52,750 52,575 302 477 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,840) 1,981 -361 2,498 208 2,770 4,687 4,906 153 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 14.3 32.9 45.4 52.0 99.4 99.1 0.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 13 14 25 24 39 43 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,371 COMMITMENTS 840 0 0 59,871 59,425 60,711 59,425 660 1,946 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,438) 840 0 0 -6,766 -6,004 -5,926 -6,004 -512 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 97.6 96.8 98.9 96.8 1.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 18 18 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,585 COMMITMENTS 3,773 8,253 4,128 138,056 133,717 145,956 146,098 4,629 4,487 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,593) -1,243 1,522 -98 -4,179 -7,355 -5,520 -5,931 -1,073 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.5 2.7 91.7 88.8 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 4 37 38 42 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,996 COMMITMENTS 700 3,414 657 105,361 106,621 106,718 110,692 9,278 5,304 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,537) -447 -301 -126 -4,753 -5,730 -5,326 -6,157 -1,211 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.9 0.6 90.8 91.9 92.0 95.4 8.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 24 23 26 24 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,454 COMMITMENTS 8,673 1,860 8,874 162,437 177,032 179,983 187,765 14,471 6,689 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -14,000) 750 124 -1,399 -11,971 -12,658 -12,620 -13,933 -1,380 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.0 4.6 83.5 91.0 92.6 96.6 7.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 3 36 36 39 39 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,424 COMMITMENTS 0 2,355 1,189 39,464 35,741 40,653 39,285 2,771 4,139 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,699) 0 -432 -31 -3,212 -2,726 -3,243 -3,189 -456 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 2.7 90.9 82.3 93.6 90.5 6.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 12 17 13 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,691,969 COMMITMENTS 644,598 153,825 809,103 1215917 1708375 2669618 2671303 22,351 20,666 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -60,752) -16,360 -18,755 14,069 -59,475 -56,138 -61,766 -60,824 1,014 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 5.7 30.1 45.2 63.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 35 30 62 110 98 178 163 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 976,634 COMMITMENTS 121,033 181,355 135,040 717,502 656,019 973,575 972,414 3,059 4,220 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -61,128) -36,706 10,919 -34,468 10,307 -38,100 -60,867 -61,649 -261 521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 18.6 13.8 73.5 67.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 26 23 38 45 40 89 83 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,742 COMMITMENTS 0 1,309 0 3,482 2,329 3,482 3,638 260 104 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -533) 0 -333 0 -671 -240 -671 -573 138 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 35.0 0.0 93.1 62.2 93.1 97.2 6.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 16 18 17 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,585 COMMITMENTS 0 0 0 2,520 2,437 2,520 2,437 65 148 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -255) 0 0 0 -280 -348 -280 -348 25 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 94.3 97.5 94.3 2.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 17 12 17 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,711 COMMITMENTS 0 44 86 1,222 1,184 1,308 1,314 403 397 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -218) 0 -88 -6 -153 -163 -159 -257 -59 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 5.0 71.4 69.2 76.4 76.8 23.6 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 2 18 19 20 21 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,052 COMMITMENTS 53 0 58 1,436 1,395 1,547 1,453 505 599 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -403) -70 0 28 -219 -519 -261 -491 -142 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 2.8 70.0 68.0 75.4 70.8 24.6 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 22 21 24 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 185,300 COMMITMENTS 888 1,937 12,662 168,346 169,648 181,896 184,247 3,404 1,053 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,242) -118 260 -412 -5,565 -6,182 -6,094 -6,335 -148 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.0 6.8 90.9 91.6 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 6 34 31 40 38 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,871 COMMITMENTS 877 42 65 6,268 7,183 7,210 7,290 661 581 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.5 0.8 79.6 91.3 91.6 92.6 8.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 12 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,717 COMMITMENTS 0 476 240 16,228 16,092 16,468 16,808 1,249 909 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -955) -20 -62 -20 -1,004 -783 -1,044 -865 89 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 1.4 91.6 90.8 93.0 94.9 7.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 21 22 22 25 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,458 COMMITMENTS 0 0 0 10,750 11,370 10,750 11,370 1,708 1,088 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -760) 0 0 0 -618 -716 -618 -716 -142 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.3 91.3 86.3 91.3 13.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 15 16 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,185 COMMITMENTS 0 2,130 200 28,157 28,031 28,357 30,361 2,828 824 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -769) 0 -130 0 -645 -617 -645 -747 -124 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.6 90.3 89.9 90.9 97.4 9.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 23 27 25 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,973 COMMITMENTS 526 0 116 9,629 10,542 10,271 10,658 1,702 1,315 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -494) -68 0 0 -392 -413 -460 -413 -34 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 1.0 80.4 88.0 85.8 89.0 14.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 17 16 19 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,749 COMMITMENTS 0 2,700 0 32,494 30,027 32,494 32,727 255 22 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,520) 0 -525 0 -2,520 -1,974 -2,520 -2,499 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 99.2 91.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,985 COMMITMENTS 40 452 314 44,630 44,611 44,984 45,377 1,000 607 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,889) 40 -12 -11 -2,877 -2,847 -2,848 -2,869 -41 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 0.7 97.1 97.0 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 27 25 29 26 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,908 COMMITMENTS 0 0 0 8,738 8,588 8,738 8,588 1,170 1,320 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -472) 0 0 0 -387 -430 -387 -430 -85 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.2 86.7 88.2 86.7 11.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 17 21 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,882 COMMITMENTS 0 0 0 52,882 52,838 52,882 52,838 0 44 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,583) 0 0 0 -2,583 -2,541 -2,583 -2,541 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 11 12 11 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 771,902 COMMITMENTS 0 0 0 771,902 771,902 771,902 771,902 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -48,960) 0 0 0 -48,960 -48,960 -48,960 -48,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 10 13 10 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451 COMMITMENTS 0 0 0 36,643 37,451 36,643 37,451 808 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,121) 0 0 0 -2,100 -2,121 -2,100 -2,121 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 11 14 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539 COMMITMENTS 0 0 0 548,539 548,539 548,539 548,539 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -19,328) 0 0 0 -19,328 -19,328 -19,328 -19,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 12 13 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,601 COMMITMENTS 0 0 0 72,493 72,601 72,493 72,601 108 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,452) 0 0 0 -4,431 -4,452 -4,431 -4,452 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 15 15 15 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,249,454 COMMITMENTS 0 0 0 1249454 1249454 1249454 1249454 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -69,520) 0 0 0 -69,520 -69,520 -69,520 -69,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 13 16 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,252 COMMITMENTS 2,710 0 0 217,542 220,252 220,252 220,252 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -8,189) -735 0 0 -7,454 -8,189 -8,189 -8,189 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 0 28 31 30 31 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,752,878 COMMITMENTS 0 0 0 3752878 3752878 3752878 3752878 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -116,654) 0 0 0 -116,654 -116,654 -116,654 -116,654 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 25 23 25 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,197 COMMITMENTS 1,275 2,350 0 65,922 64,592 67,197 66,942 0 255 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,182) 0 -105 0 -3,182 -3,077 -3,182 -3,182 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.5 0.0 98.1 96.1 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 28 18 29 19 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,190,099 COMMITMENTS 23,400 66,320 0 1166699 1123779 1190099 1190099 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -48,552) 0 -2,040 0 -48,552 -39,872 -48,552 -41,912 0 -6,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.6 0.0 98.0 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 23 21 24 22 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,085 COMMITMENTS 2,700 110 0 57,385 59,975 60,085 60,085 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,420) -525 0 0 -2,895 -3,420 -3,420 -3,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.2 0.0 95.5 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 24 28 25 29 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,626 COMMITMENTS 216 0 0 9,260 9,329 9,476 9,329 150 297 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -819) -42 0 0 -756 -798 -798 -798 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 96.2 96.9 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 13 16 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,003 COMMITMENTS 0 220 0 30,831 30,442 30,831 30,662 172 341 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,262) 0 0 0 -1,241 -1,241 -1,241 -1,241 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 99.4 98.2 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 14 16 15 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 592,470 COMMITMENTS 0 48,625 0 592,470 543,845 592,470 592,470 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -46,512) 0 -10,200 0 -46,512 -36,312 -46,512 -46,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 100.0 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,142,834 COMMITMENTS 48,625 26,512 0 1094209 1116322 1142834 1142834 0 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -68,952) -10,200 -2,040 0 -58,752 -66,912 -68,952 -68,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.3 0.0 95.7 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 26 24 27 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,272 COMMITMENTS 139 0 83 24,025 24,899 24,247 24,982 1,025 290 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,298) 30 0 -87 3,180 3,325 3,123 3,238 175 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 95.1 98.5 95.9 98.9 4.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 2 34 28 36 30 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,562 COMMITMENTS 90 0 0 15,161 14,881 15,251 14,881 311 681 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,214) -95 0 0 -983 -1,372 -1,078 -1,372 -136 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 97.4 95.6 98.0 95.6 2.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 16 16 16 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,160 COMMITMENTS 124 0 79 8,524 8,801 8,727 8,880 433 280 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -553) 116 0 -1 -642 -662 -527 -663 -26 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.9 93.1 96.1 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 18 19 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,391 COMMITMENTS 0 0 0 9,158 8,819 9,158 8,819 233 572 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -670) 0 0 0 -575 -727 -575 -727 -95 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 93.9 97.5 93.9 2.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 19 20 19 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,137 COMMITMENTS 0 0 0 3,804 3,853 3,804 3,853 333 284 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 244) 0 0 0 244 214 244 214 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.0 93.1 92.0 93.1 8.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 14 17 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,578,774 COMMITMENTS 277,886 132,414 841,765 1371165 1509388 2490816 2483567 87,958 95,206 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 37,957) 26,836 7,230 9,165 -761 12,444 35,240 28,839 2,717 9,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 5.1 32.6 53.2 58.5 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 128 114 174 87 100 314 302 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,199 COMMITMENTS 8,807 22,451 23,911 53,606 37,997 86,325 84,360 874 2,839 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,067) 4,150 -3,031 431 -758 6,611 3,823 4,012 243 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 25.7 27.4 61.5 43.6 99.0 96.7 1.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 14 10 22 23 33 39 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,423 COMMITMENTS 30,469 19,548 12,283 159,858 146,021 202,610 177,852 21,813 46,571 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -13,912) -448 -2,759 -1,508 -10,938 -9,996 -12,894 -14,263 -1,018 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 8.7 5.5 71.2 65.1 90.3 79.2 9.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 4 5 27 24 35 31 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,788 COMMITMENTS 19,174 4,457 32,329 83,992 97,971 135,496 134,757 2,292 3,031 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 6,888) 3,472 -1,448 1,028 2,090 6,754 6,591 6,335 297 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 3.2 23.5 61.0 71.1 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 27 10 28 25 26 62 54 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 635,132 COMMITMENTS 37,078 4,134 100,100 476,334 510,703 613,512 614,937 21,620 20,195 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -253) 2,865 -399 -1,997 -2,021 1,514 -1,153 -882 900 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.7 15.8 75.0 80.4 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 3 11 36 38 47 49 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,577 COMMITMENTS 50 785 375 37,730 36,978 38,155 38,138 422 439 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,673) -100 160 -439 -6,031 -6,291 -6,570 -6,570 -103 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.0 1.0 97.8 95.9 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 3 44 37 47 41 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,735 COMMITMENTS 15,817 29,456 9,493 91,785 76,849 117,095 115,798 4,640 5,937 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,465) 3,505 666 200 489 3,893 4,194 4,759 271 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 24.2 7.8 75.4 63.1 96.2 95.1 3.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 13 12 25 24 40 40 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,585 COMMITMENTS 0 3,924 6,692 30,153 25,336 36,845 35,952 1,740 2,633 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,267) 0 0 200 917 650 1,117 850 150 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 17.3 78.1 65.7 95.5 93.2 4.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 5 15 16 20 24 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,880 COMMITMENTS 5,250 400 200 15,310 20,205 20,760 20,805 120 75 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,810) 0 100 -100 -1,710 -1,810 -1,810 -1,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 1.9 1.0 73.3 96.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 24 26 27 27 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,692 COMMITMENTS 16,429 2,191 183 1,698 17,581 18,310 19,955 2,382 737 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 491) 972 63 23 -859 411 136 497 355 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.4 10.6 0.9 8.2 85.0 88.5 96.4 11.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 68 17 4 21 36 92 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,737 COMMITMENTS 20,067 2,081 406 6,947 28,045 27,419 30,532 4,318 1,205 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,667) 2,229 -219 180 -111 2,787 2,299 2,749 368 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 6.6 1.3 21.9 88.4 86.4 96.2 13.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 55 14 3 16 32 73 48 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,031 COMMITMENTS 63,031 8,418 40,877 169,537 229,974 273,445 279,269 19,586 13,761 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 310) 4,204 -351 1,462 -8,448 -32 -2,782 1,080 3,092 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 2.9 13.9 57.9 78.5 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 56 30 49 74 87 158 145 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,516 COMMITMENTS 5,640 196 1,199 14,439 20,271 21,278 21,666 4,238 3,850 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,713) -885 39 -351 -2,837 -3,510 -4,073 -3,822 -640 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 0.8 4.7 56.6 79.4 83.4 84.9 16.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 5 16 18 22 23 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,853 COMMITMENTS 640 0 400 15,913 17,336 16,953 17,736 900 117 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,819) 350 0 -350 -1,399 -1,305 -1,399 -1,655 -420 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 2.2 89.1 97.1 95.0 99.3 5.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 18 9 20 10 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,276 COMMITMENTS 200 40 400 6,418 6,626 7,018 7,066 258 210 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -496) 0 -150 0 -704 -506 -704 -656 208 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.5 5.5 88.2 91.1 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 4 31 31 36 35 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,144 COMMITMENTS 3,413 0 1,033 63,323 67,727 67,769 68,760 1,375 384 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -24,620) 31 0 -286 -24,502 -24,334 -24,757 -24,620 137 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 1.5 91.6 98.0 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 0 1 33 31 37 32 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,694 COMMITMENTS 1,000 0 0 23,529 24,399 24,529 24,399 165 295 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,542) -200 0 0 -2,367 -2,482 -2,567 -2,482 25 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.0 95.3 98.8 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 15 22 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,240 COMMITMENTS 100 150 0 9,020 9,090 9,120 9,240 120 0 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,552) -50 -50 0 -1,502 -1,502 -1,552 -1,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.6 0.0 97.6 98.4 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 25 31 26 32 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,684 COMMITMENTS 1,388 0 225 15,461 16,839 17,074 17,064 610 620 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,682) 122 0 0 -2,178 -2,582 -2,056 -2,582 -626 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 1.3 87.4 95.2 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 2 32 21 34 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,164 COMMITMENTS 950 2,161 173 17,674 16,344 18,797 18,678 367 486 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,307) -192 -190 97 -1,152 -1,163 -1,247 -1,256 -60 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 11.3 0.9 92.2 85.3 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 3 32 39 37 45 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,322 COMMITMENTS 1,032 407 347 11,889 12,360 13,268 13,114 54 208 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,063) -417 0 0 -1,610 -2,074 -2,027 -2,074 -36 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 3.1 2.6 89.2 92.8 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 26 21 29 24 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,030 COMMITMENTS 1,874 798 1,515 24,483 28,049 27,872 30,362 4,158 1,668 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,025) -297 264 -414 -2,066 -2,671 -2,777 -2,821 -248 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.5 4.7 76.4 87.6 87.0 94.8 13.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 30 34 35 39
Updated August 6, 2010