GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,888 COMMITMENTS 1,273 2,545 525 32,028 30,808 33,826 33,878 62 10 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 876) 0 1,117 150 726 -391 876 876 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 7.5 1.5 94.5 90.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 2 38 47 41 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,287 COMMITMENTS 0 0 0 24,107 24,050 24,107 24,050 180 237 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 855) 0 0 0 875 902 875 902 -20 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.3 99.0 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 29 32 29 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,023 COMMITMENTS 137 216 79 4,197 4,551 4,413 4,846 1,610 1,177 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 69) 0 0 0 101 -2 101 -2 -32 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.6 1.3 69.7 75.6 73.3 80.5 26.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 20 21 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,814 COMMITMENTS 672 301 83 6,615 7,141 7,370 7,525 1,444 1,289 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 381) 149 3 8 179 296 336 307 45 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.4 0.9 75.1 81.0 83.6 85.4 16.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 4 37 38 41 45 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,234 COMMITMENTS 135 388 763 6,823 6,694 7,721 7,845 513 389 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 564) -57 -74 183 434 459 560 568 4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 4.7 9.3 82.9 81.3 93.8 95.3 6.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 5 5 44 53 50 61 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,780 COMMITMENTS 190 0 5 1,918 2,034 2,113 2,039 667 741 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.2 69.0 73.2 76.0 73.3 24.0 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 15 19 16 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,820 COMMITMENTS 40 0 0 1,343 1,383 1,383 1,383 437 437 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 82) 40 0 0 -8 -50 32 -50 50 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.0 73.8 76.0 76.0 76.0 24.0 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 18 16 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,858 COMMITMENTS 0 0 0 19,743 19,743 19,743 19,743 115 115 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 505) 0 0 0 505 505 505 505 0 0 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: 27) 0 0 0 20 22 20 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 396,169 COMMITMENTS 35,697 30,830 69,483 252,034 263,380 357,213 363,692 38,956 32,477 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,783) -15,347 8,660 481 17,420 -11,521 2,554 -2,380 -4,337 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 7.8 17.5 63.6 66.5 90.2 91.8 9.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 29 27 37 75 80 125 127 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 115,122 COMMITMENTS 1,200 6,049 24,329 84,032 80,657 109,561 111,035 5,560 4,087 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -5,687) 273 -917 -1,628 -3,023 -2,618 -4,379 -5,163 -1,308 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 5.3 21.1 73.0 70.1 95.2 96.5 4.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 8 12 12 20 21 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,333 COMMITMENTS 350 1,145 800 16,183 15,388 17,333 17,333 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 607) 0 275 -250 857 582 607 607 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.6 4.6 93.4 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 2 7 6 46 50 52 61 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,989 COMMITMENTS 920 0 525 10,109 10,940 11,554 11,465 435 524 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 765) 0 0 0 765 591 765 591 0 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 4.4 84.3 91.3 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 26 23 30 25 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,281 COMMITMENTS 286 71 387 2,651 2,412 3,324 2,870 957 1,411 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 198) -6 -12 12 183 187 189 187 9 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.7 9.0 61.9 56.3 77.6 67.0 22.4 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 18 18 22 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 935,562 COMMITMENTS 162,660 264,091 323,436 371,047 305,637 857,143 893,164 78,419 42,398 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -12,641) -7,897 -4,508 -3,223 -496 -2,921 -11,617 -10,653 -1,025 -1,989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 28.2 34.6 39.7 32.7 91.6 95.5 8.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 88 101 146 92 78 262 255 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,220 COMMITMENTS 653 0 1,530 43,747 47,220 45,930 48,750 9,290 6,470 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -20) 319 -137 -319 -20 436 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 2.8 79.2 85.5 83.2 88.3 16.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 20 18 22 20 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,616 COMMITMENTS 0 450 2,789 29,201 24,562 31,990 27,801 2,626 6,815 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 120) 0 151 -31 151 0 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 8.1 84.4 71.0 92.4 80.3 7.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 14 18 16 20 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| 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 08/10/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,077 COMMITMENTS 0 0 0 56,766 62,766 56,766 62,766 9,311 3,311 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 510) 0 0 0 1,060 510 1,060 510 -550 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.9 95.0 85.9 95.0 14.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 19 19 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,989 COMMITMENTS 5,211 0 5,205 57,775 62,823 68,191 68,028 7,798 7,961 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,321) 1,292 0 856 2,052 3,465 4,200 4,321 121 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 6.8 76.0 82.7 89.7 89.5 10.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 4 21 25 25 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,617 COMMITMENTS 488 8,616 1,773 60,496 41,226 62,757 51,615 5,860 17,002 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 365) 0 57 124 -127 124 -3 305 368 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.6 2.6 88.2 60.1 91.5 75.2 8.5 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 12 17 15 19 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,746 COMMITMENTS 6,975 1,987 1,700 30,247 31,810 38,922 35,497 4,824 8,249 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,924) 836 0 -469 1,122 2,481 1,489 2,012 435 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 4.5 3.9 69.1 72.7 89.0 81.1 11.0 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 4 10 12 15 16 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,194 COMMITMENTS 1,562 2,072 3,553 55,984 62,244 61,099 67,869 12,095 5,325 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,921) -1,060 -48 -65 1,187 967 62 854 1,859 1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.8 4.9 76.5 85.0 83.5 92.7 16.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 22 22 26 25 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,728,352 COMMITMENTS 75,816 99,261 552,689 1095059 1069749 1723564 1721699 4,789 6,653 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 34,347) -2,068 499 17,690 18,972 16,329 34,594 34,518 -247 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 5.7 32.0 63.4 61.9 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 45 35 64 66 64 142 132 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,664 COMMITMENTS 11,010 9,022 17,153 22,919 25,191 51,081 51,365 582 298 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -639) 91 284 -446 -83 -307 -438 -469 -200 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 17.5 33.2 44.4 48.8 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 15 11 25 24 36 44 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,511 COMMITMENTS 840 0 0 61,011 60,565 61,851 60,565 660 1,946 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,140) 0 0 0 1,140 1,140 1,140 1,140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 97.6 96.9 98.9 96.9 1.1 3.1 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,838 COMMITMENTS 5,397 7,693 4,270 139,361 136,752 149,028 148,715 4,810 5,123 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -109) 368 -560 278 -936 -463 -290 -745 181 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.0 2.8 90.6 88.9 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 36 38 41 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,120 COMMITMENTS 700 4,120 1,254 105,147 105,208 107,100 110,581 9,020 5,539 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -428) 0 468 -51 -239 -245 -290 172 -138 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 3.5 1.1 90.5 90.6 92.2 95.2 7.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 24 23 27 25 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,719 COMMITMENTS 11,789 1,890 7,624 161,790 179,271 181,203 188,785 14,516 6,934 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,048) 1,025 30 30 175 767 1,230 827 -182 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.0 3.9 82.7 91.6 92.6 96.5 7.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 4 35 36 39 40 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,923 COMMITMENTS 0 2,599 1,116 40,036 36,069 41,152 39,784 2,771 4,139 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 171) 0 244 -73 244 0 171 171 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 2.5 91.2 82.1 93.7 90.6 6.3 9.4 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,739,077 COMMITMENTS 633,025 153,670 819,017 1265140 1747401 2717182 2720088 21,895 18,989 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -9,358) -12,750 -8,475 -8,006 10,779 7,726 -9,977 -8,755 619 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 5.6 29.9 46.2 63.8 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 38 28 63 112 101 181 167 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,017,025 COMMITMENTS 114,093 169,806 161,437 741,038 684,404 1016568 1015647 457 1,378 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 16,214) 3,458 -4,813 14,481 -481 8,317 17,458 17,985 -1,244 -1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 16.7 15.9 72.9 67.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 24 43 47 44 95 92 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,894 COMMITMENTS 0 1,309 0 4,797 3,393 4,797 4,702 97 192 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 384) 0 0 0 454 399 454 399 -70 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.7 0.0 98.0 69.3 98.0 96.1 2.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 23 21 23 22 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,266 COMMITMENTS 0 51 0 3,220 3,125 3,220 3,176 46 90 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 348) 0 0 0 377 400 377 400 -29 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 98.6 95.7 98.6 97.2 1.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 14 20 14 21 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,025 COMMITMENTS 0 66 73 1,539 1,505 1,612 1,644 413 381 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 189) 0 -1 1 169 288 170 288 19 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 3.6 76.0 74.3 79.6 81.2 20.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 2 19 20 21 22 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,223 COMMITMENTS 92 63 36 1,541 1,617 1,669 1,716 554 507 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -10) 21 0 -15 -89 77 -83 62 73 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 2.8 1.6 69.3 72.7 75.1 77.2 24.9 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 22 22 25 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 192,529 COMMITMENTS 1,233 1,313 13,547 174,516 176,804 189,295 191,664 3,234 865 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,947) -3 20 101 2,979 2,960 3,077 3,081 -130 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.7 7.0 90.6 91.8 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 6 34 30 40 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,787 COMMITMENTS 432 42 0 7,800 8,189 8,232 8,231 555 556 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 640) 0 0 0 746 640 746 640 -106 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.5 0.0 88.8 93.2 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 15 17 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,649 COMMITMENTS 0 524 240 16,100 15,904 16,340 16,668 1,309 981 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -61) 0 0 0 -85 -133 -85 -133 24 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 1.4 91.2 90.1 92.6 94.4 7.4 5.6 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,828 COMMITMENTS 0 0 0 11,110 11,770 11,110 11,770 1,718 1,058 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 10) 0 0 0 -0 -0 -0 -0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.6 91.8 86.6 91.8 13.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 15 17 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,435 COMMITMENTS 0 2,140 200 28,259 28,291 28,459 30,631 2,976 804 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 6) 0 10 0 6 -4 6 6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.6 89.9 90.0 90.5 97.4 9.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 22 27 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,506 COMMITMENTS 470 0 116 10,157 11,084 10,743 11,200 1,763 1,306 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 542) -20 0 0 528 542 508 542 34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.9 81.2 88.6 85.9 89.6 14.1 10.4 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,844 COMMITMENTS 0 2,700 0 33,844 30,889 33,844 33,589 0 255 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 0 255 0 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 0.0 100.0 91.3 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 9 15 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,142 COMMITMENTS 40 440 353 45,768 45,751 46,161 46,543 981 599 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 74) 0 -0 -1 76 71 74 70 -0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.9 0.7 97.1 97.0 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 28 25 30 26 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| 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 8,730 8,628 8,730 8,628 1,178 1,280 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 8) 0 0 0 8 8 8 8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.1 87.1 88.1 87.1 11.9 12.9 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 08/17/10 | --------------------------------------------------------------| 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 08/10/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/17/10 | --------------------------------------------------------------| 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 08/10/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 08/17/10 | --------------------------------------------------------------| 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 08/10/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 08/17/10 | --------------------------------------------------------------| 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 08/10/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,753 COMMITMENTS 0 0 0 77,645 77,753 77,645 77,753 108 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 677) 0 0 0 6,962 677 6,962 677 -6,285 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 16 16 16 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,324,000 COMMITMENTS 0 0 0 1324000 1324000 1324000 1324000 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 15,951) 0 0 0 15,951 15,951 15,951 15,951 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 17 14 17 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,329 COMMITMENTS 2,710 0 0 217,108 220,329 219,818 220,329 511 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 77) 0 0 0 -434 77 -434 77 511 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.5 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 0 27 32 29 32 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,758,613 COMMITMENTS 0 0 0 3758613 3758613 3758613 3758613 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,895) 0 0 0 1,895 1,895 1,895 1,895 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 24 25 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,689 COMMITMENTS 1,275 2,350 0 62,414 61,084 63,689 63,434 0 255 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -315) 0 0 0 -315 -315 -315 -315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.7 0.0 98.0 95.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 28 19 29 20 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,115,414 COMMITMENTS 23,400 66,320 0 1092014 1049094 1115414 1115414 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,880) 0 0 0 1,880 1,880 1,880 1,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 5.9 0.0 97.9 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 24 23 25 24 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,324 COMMITMENTS 2,700 110 0 61,624 64,214 64,324 64,324 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 339) 0 0 0 339 339 339 339 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 25 28 26 29 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,276 COMMITMENTS 130 564 86 9,910 9,329 10,126 9,979 150 297 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 650) -86 564 86 650 0 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.5 0.8 96.4 90.8 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 13 17 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,764 COMMITMENTS 0 220 0 31,592 31,203 31,592 31,423 172 341 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 19) 0 0 0 19 19 19 19 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 99.5 98.2 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 13 16 14 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 597,150 COMMITMENTS 0 48,625 0 597,150 548,525 597,150 597,150 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,680) 0 0 0 4,680 4,680 4,680 4,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.1 0.0 100.0 91.9 100.0 100.0 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,554 COMMITMENTS 48,625 26,512 0 1112929 1135042 1161554 1161554 0 0 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 18,720) 0 0 0 18,720 18,720 18,720 18,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.3 0.0 95.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 25 24 26 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,588 COMMITMENTS 193 220 73 23,410 24,083 23,676 24,376 912 212 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 76) -15 40 0 145 101 130 141 -54 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.9 0.3 95.2 97.9 96.3 99.1 3.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 32 28 34 31 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,457 COMMITMENTS 90 0 0 15,881 15,974 15,971 15,974 486 483 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 947) 0 0 0 872 1,121 872 1,121 75 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 96.5 97.1 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 17 17 17 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,909 COMMITMENTS 554 0 79 9,028 9,475 9,661 9,554 248 355 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 367) 130 0 0 237 307 367 307 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.8 91.1 95.6 97.5 96.4 2.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 19 18 21 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,566 COMMITMENTS 0 0 0 9,373 8,864 9,373 8,864 193 702 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 -5 10 -5 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.0 92.7 98.0 92.7 2.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,275 COMMITMENTS 180 0 0 3,934 4,002 4,114 4,002 161 273 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 98) 0 0 0 180 109 180 109 -82 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.0 0.0 92.0 93.6 96.2 93.6 3.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 16 19 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,540,446 COMMITMENTS 272,329 122,276 820,754 1354416 1518148 2447500 2461178 92,947 79,268 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -78,413) 371 4,014 -59,372 -23,310 -15,996 -82,311 -71,355 3,898 -7,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 4.8 32.3 53.3 59.8 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 136 106 173 87 95 314 296 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,416 COMMITMENTS 23,665 27,205 32,131 62,515 57,156 118,312 116,492 1,104 2,924 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 8,157) 4,466 1,202 3,140 175 3,653 7,782 7,996 375 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 22.8 26.9 52.4 47.9 99.1 97.6 0.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 13 11 24 25 36 42 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,727 COMMITMENTS 29,158 16,704 17,089 158,557 154,529 204,804 188,322 24,923 41,405 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,185) 41 416 -1,070 -1,573 4,678 -2,602 4,024 1,417 -5,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 7.3 7.4 69.0 67.3 89.2 82.0 10.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 3 5 27 25 35 32 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,121 COMMITMENTS 14,843 5,757 35,596 82,730 91,702 133,169 133,055 2,952 3,066 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -692) -2,303 866 998 -14 -2,700 -1,319 -835 627 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 4.2 26.2 60.8 67.4 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 24 8 26 25 26 60 52 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,244 COMMITMENTS 37,805 4,057 99,246 468,303 503,526 605,354 606,830 22,890 21,414 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -632) -2,438 32 2,151 1,169 -1,998 882 185 -1,515 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.6 15.8 74.5 80.1 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 4 11 36 38 47 49 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,522 COMMITMENTS 50 785 375 40,525 39,773 40,950 40,933 572 589 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,630) 0 0 0 1,480 1,480 1,480 1,480 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.9 0.9 97.6 95.8 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 3 45 41 48 45 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,908 COMMITMENTS 12,312 28,674 8,660 92,999 75,524 113,971 112,858 4,937 6,050 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -3,358) -3,889 -685 -575 1,131 -1,935 -3,333 -3,195 -25 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 24.1 7.3 78.2 63.5 95.8 94.9 4.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 12 11 25 24 38 38 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,484 COMMITMENTS 0 4,319 6,021 29,925 24,640 35,946 34,980 1,538 2,504 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -930) 0 395 -485 -193 -877 -678 -967 -252 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 16.1 79.8 65.7 95.9 93.3 4.1 6.7 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 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,810 COMMITMENTS 5,100 400 200 15,435 20,090 20,735 20,690 75 120 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -150) 0 0 0 0 -45 0 -45 -150 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 1.9 1.0 74.2 96.5 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 24 25 27 26 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,419 COMMITMENTS 14,390 1,938 225 2,437 16,639 17,052 18,802 2,367 617 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -69) -48 -155 9 266 281 227 135 -296 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.1 10.0 1.2 12.5 85.7 87.8 96.8 12.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 63 18 6 20 36 86 59 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,115 COMMITMENTS 19,004 2,028 438 7,532 26,935 26,975 29,402 4,140 1,713 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -217) -493 149 49 81 -538 -364 -341 147 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 6.5 1.4 24.2 86.6 86.7 94.5 13.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 52 13 4 15 31 70 47 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 296,023 COMMITMENTS 56,435 31,691 43,650 180,244 206,015 280,329 281,356 15,694 14,667 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 6,637) -3,634 22,226 2,228 11,980 -17,930 10,574 6,523 -3,936 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 10.7 14.7 60.9 69.6 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 54 31 47 86 89 166 150 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,972 COMMITMENTS 4,744 196 1,837 15,860 21,776 22,441 23,809 4,531 3,163 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 826) -1,008 0 640 1,131 307 763 947 63 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 0.7 6.8 58.8 80.7 83.2 88.3 16.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 6 18 20 24 26 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,253 COMMITMENTS 640 0 400 18,413 19,736 19,453 20,136 800 117 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 675) 0 0 0 700 675 700 675 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 2.0 90.9 97.4 96.0 99.4 4.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 18 11 20 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,842 COMMITMENTS 250 40 400 7,084 7,342 7,734 7,782 108 60 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 143) 0 0 0 193 193 193 193 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.5 5.1 90.3 93.6 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 4 33 32 39 36 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,842 COMMITMENTS 2,425 542 543 62,689 65,573 65,657 66,658 1,185 184 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,894) -325 50 0 -1,519 -1,894 -1,844 -1,844 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.8 0.8 93.8 98.1 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 1 36 32 40 33 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,454 COMMITMENTS 1,000 290 0 24,234 24,889 25,234 25,179 220 275 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 635) 0 290 0 630 390 630 680 5 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.1 0.0 95.2 97.8 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 22 16 23 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,925 COMMITMENTS 100 150 0 9,555 9,625 9,655 9,775 270 150 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 760) 0 0 0 610 610 610 610 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.5 0.0 96.3 97.0 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 0 25 30 26 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,949 COMMITMENTS 50 0 30 1,602 1,854 1,682 1,884 1,267 1,065 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 1.0 54.3 62.9 57.0 63.9 43.0 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 16 14 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,390 COMMITMENTS 2,513 0 300 15,967 18,470 18,780 18,770 610 620 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,278) 1,125 0 0 331 1,278 1,456 1,278 -178 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 0.0 1.5 82.3 95.3 96.9 96.8 3.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 2 33 23 35 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208 COMMITMENTS 1,368 1,886 139 17,394 16,757 18,901 18,782 307 426 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 295) 418 0 -34 67 485 451 451 -156 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 9.8 0.7 90.6 87.2 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 2 34 39 40 44 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,588 COMMITMENTS 541 496 392 13,654 13,470 14,587 14,358 1 230 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 693) -491 89 45 1,192 537 746 671 -53 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.4 2.7 93.6 92.3 100.0 98.4 0.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 27 24 31 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,179 COMMITMENTS 2,004 798 1,347 24,483 27,983 27,834 30,128 4,345 2,051 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 166) -170 0 66 0 0 -104 66 270 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.5 4.2 76.1 87.0 86.5 93.6 13.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 31 34 36 39
Updated August 20, 2010