GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,600 COMMITMENTS 1,107 4,428 18 38,432 35,070 39,557 39,516 43 84 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,134) -83 -2,203 0 -4,012 -1,991 -4,095 -4,194 -39 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 11.2 0.0 97.1 88.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 1 41 50 43 54 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,322 COMMITMENTS 904 0 0 23,331 24,102 24,235 24,102 87 220 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,498) 204 0 0 -2,688 -2,491 -2,484 -2,491 -14 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 95.9 99.1 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 0 26 31 28 31 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,496 COMMITMENTS 122 216 79 3,534 4,084 3,735 4,379 1,761 1,117 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -561) -10 0 0 -605 -608 -615 -608 54 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.9 1.4 64.3 74.3 68.0 79.7 32.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 18 18 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,678 COMMITMENTS 915 168 114 6,175 7,174 7,204 7,456 1,474 1,222 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,170) -217 -81 -57 -805 -700 -1,079 -838 -91 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 1.9 1.3 71.2 82.7 83.0 85.9 17.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 2 34 38 38 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,898 COMMITMENTS 477 437 352 5,625 5,599 6,454 6,388 444 510 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,633) 159 105 -269 -1,418 -1,548 -1,528 -1,712 -105 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 6.3 5.1 81.5 81.2 93.6 92.6 6.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 4 6 47 53 54 61 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,579 COMMITMENTS 0 0 0 1,300 1,168 1,300 1,168 279 411 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -556) -30 -25 0 -524 -466 -554 -491 -2 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 82.3 74.0 82.3 74.0 17.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 16 16 16 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,822 COMMITMENTS 45 35 85 1,240 1,284 1,370 1,404 452 418 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -445) -15 -5 -10 -278 -261 -303 -276 -142 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.9 4.7 68.1 70.5 75.2 77.1 24.8 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 20 22 22 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,487 COMMITMENTS 100 0 200 12,867 13,137 13,167 13,337 320 150 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,028) -400 0 200 -3,008 -3,283 -3,208 -3,083 180 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 1.5 95.4 97.4 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 22 20 23 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 449,980 COMMITMENTS 72,631 24,573 90,406 244,385 305,900 407,422 420,879 42,558 29,101 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 20,954) 24,214 -329 13,932 -19,677 7,386 18,469 20,989 2,485 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.5 20.1 54.3 68.0 90.5 93.5 9.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 53 24 48 75 89 148 147 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 117,488 COMMITMENTS 88 9,770 26,305 85,753 77,066 112,146 113,142 5,341 4,346 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 7,685) -432 -27 2,221 5,558 4,892 7,347 7,086 337 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.3 22.4 73.0 65.6 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 7 8 12 12 20 20 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,175 COMMITMENTS 63 944 887 15,225 14,329 16,175 16,160 0 15 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,676) -387 -141 -363 -2,926 -3,172 -3,676 -3,676 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.8 5.5 94.1 88.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 2 6 7 47 45 54 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,176 COMMITMENTS 1,520 0 75 7,260 8,570 8,855 8,645 321 531 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,581) 550 0 -225 -1,724 -1,236 -1,399 -1,461 -182 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.0 0.8 79.1 93.4 96.5 94.2 3.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 1 21 19 26 20 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,036 COMMITMENTS 153 245 192 2,621 1,930 2,966 2,367 1,070 1,669 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -350) -74 117 -132 -368 -468 -574 -483 224 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 6.1 4.8 64.9 47.8 73.5 58.6 26.5 41.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 18 18 21 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 868,489 COMMITMENTS 167,667 296,291 233,505 385,541 292,074 786,712 821,870 81,776 46,619 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,483) 5,324 11,415 -6,102 -3,737 -7,148 -4,515 -1,835 5,998 3,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 34.1 26.9 44.4 33.6 90.6 94.6 9.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 90 102 135 87 74 258 244 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,895 COMMITMENTS 0 0 0 49,606 46,029 49,606 46,029 7,289 10,866 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,379) 0 0 0 -5,768 -5,758 -5,768 -5,758 389 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.2 80.9 87.2 80.9 12.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 17 16 17 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,702 COMMITMENTS 0 0 0 52,518 59,137 52,518 59,137 10,184 3,565 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,708) 0 0 0 -1,356 -1,552 -1,356 -1,552 -352 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 83.8 94.3 83.8 94.3 16.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 16 14 16 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,432 COMMITMENTS 2,593 2,471 5,175 48,806 50,283 56,574 57,929 8,858 7,503 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,626) -1,469 -172 -885 -6,571 -7,895 -8,925 -8,952 1,299 1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 3.8 7.9 74.6 76.8 86.5 88.5 13.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 18 19 21 22 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,715 COMMITMENTS 0 5,010 2,015 49,458 36,617 51,473 43,642 7,242 15,073 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,939) -248 -769 76 -6,595 -6,534 -6,767 -7,227 1,828 2,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.5 3.4 84.2 62.4 87.7 74.3 12.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 11 17 13 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,182 COMMITMENTS 3,757 0 3,337 48,657 59,621 55,751 62,958 11,431 4,224 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,582) -1,305 -2,149 -1,242 -5,057 -4,136 -7,604 -7,527 1,022 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 5.0 72.4 88.7 83.0 93.7 17.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 19 18 22 20 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,676,395 COMMITMENTS 71,340 99,845 551,535 1046704 1019163 1669579 1670543 6,816 5,853 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 63,603) 7,111 1,100 30,790 25,641 32,245 63,542 64,135 62 -532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 6.0 32.9 62.4 60.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 49 27 59 60 60 130 125 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,758 COMMITMENTS 810 8,624 14,915 16,793 9,048 32,518 32,587 241 171 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,287) -1 47 2,538 853 617 3,389 3,203 -102 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 26.3 45.5 51.3 27.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 7 9 12 11 21 23 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,074 COMMITMENTS 840 0 0 45,428 45,738 46,268 45,738 806 1,336 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,138) 0 0 0 -8,476 -7,948 -8,476 -7,948 338 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.0 96.5 97.2 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 14 12 14 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,280 COMMITMENTS 406 8,540 3,584 120,033 112,603 124,024 124,727 6,256 5,553 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -14,645) -1,712 1,400 -1,371 -13,585 -15,498 -16,668 -15,469 2,023 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.6 2.8 92.1 86.4 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 4 28 31 32 35 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,383 COMMITMENTS 0 1,858 1,106 94,530 95,142 95,636 98,106 7,747 5,277 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,315) -609 -296 -112 -6,065 -6,365 -6,787 -6,773 -529 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 1.1 91.4 92.0 92.5 94.9 7.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 24 22 25 24 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,794 COMMITMENTS 6,168 1,612 6,704 142,380 153,261 155,252 161,577 12,542 6,217 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -15,941) -1,889 -248 -1,418 -12,859 -13,732 -16,166 -15,398 225 -543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.0 4.0 84.9 91.3 92.5 96.3 7.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 2 31 33 33 36 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,660,234 COMMITMENTS 539,433 166,802 803,388 1291864 1671489 2634685 2641679 25,549 18,555 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -52,366) -3,557 30,042 -27,145 -26,326 -57,541 -57,028 -54,644 4,662 2,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 6.3 30.2 48.6 62.8 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 37 30 60 103 89 167 154 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 891,174 COMMITMENTS 65,554 111,437 154,280 668,210 620,982 888,044 886,699 3,130 4,475 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 22,011) -226 5,694 10,058 11,195 5,282 21,027 21,034 984 977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 12.5 17.3 75.0 69.7 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 21 28 35 43 39 85 81 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,737 COMMITMENTS 1,005 390 0 6,548 6,974 7,553 7,364 184 373 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 216) 0 -15 0 283 233 283 218 -67 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 5.0 0.0 84.6 90.1 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 16 16 17 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,901 COMMITMENTS 0 1,244 0 4,669 3,480 4,669 4,724 232 177 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,314) -250 -191 0 -2,180 -2,109 -2,430 -2,300 116 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.4 0.0 95.3 71.0 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 0 23 26 23 29 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,659 COMMITMENTS 0 0 0 2,619 2,650 2,619 2,650 40 9 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -980) 0 0 0 -1,020 -956 -1,020 -956 40 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 99.7 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 17 14 17 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,409 COMMITMENTS 37 0 15 1,715 1,928 1,767 1,943 642 466 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -358) -11 0 0 -437 -303 -448 -303 90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.6 71.2 80.0 73.3 80.7 26.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 23 25 24 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,263 COMMITMENTS 3,348 1,667 15,581 172,137 176,229 191,066 193,477 3,196 785 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,189) 842 598 -944 -7,456 -7,839 -7,559 -8,186 -630 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.9 8.0 88.6 90.7 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 6 34 28 40 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,135 COMMITMENTS 260 126 0 6,767 7,176 7,027 7,302 1,108 833 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -229) -84 0 0 -124 -231 -208 -231 -21 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.5 0.0 83.2 88.2 86.4 89.8 13.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 12 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,769 COMMITMENTS 0 702 40 15,264 14,911 15,304 15,653 1,465 1,116 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -926) 0 10 -60 -786 -692 -846 -742 -80 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.2 91.0 88.9 91.3 93.3 8.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 19 20 20 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,712 COMMITMENTS 0 2,072 200 27,228 28,132 27,428 30,404 3,284 308 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -837) 0 -58 0 -801 -643 -801 -701 -36 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.7 88.7 91.6 89.3 99.0 10.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 26 23 28 25 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,210 COMMITMENTS 358 0 180 10,031 10,796 10,569 10,976 1,641 1,234 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -564) -88 0 0 -586 -493 -674 -493 110 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.5 82.2 88.4 86.6 89.9 13.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 19 16 21 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,600 COMMITMENTS 0 1,625 0 28,600 26,975 28,600 28,600 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,604) 0 -525 0 -2,604 -2,079 -2,604 -2,604 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,276 COMMITMENTS 18 495 474 43,742 43,203 44,233 44,171 1,043 1,105 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,521) -32 30 -23 -3,145 -2,952 -3,200 -2,945 679 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 1.0 96.6 95.4 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 26 22 28 24 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| 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: 9,411 COMMITMENTS 0 0 0 8,409 8,611 8,409 8,611 1,002 800 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -592) 0 0 0 -552 -550 -552 -550 -40 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.4 91.5 89.4 91.5 10.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,581 COMMITMENTS 0 0 0 50,389 50,560 50,389 50,560 192 21 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -3,234) 0 0 0 -3,426 -3,255 -3,426 -3,255 192 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 10 11 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 763,041 COMMITMENTS 0 0 0 763,041 763,041 763,041 763,041 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -51,449) 0 0 0 -51,449 -51,449 -51,449 -51,449 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: 23) 0 0 0 15 10 15 10 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,654 COMMITMENTS 0 1,300 0 37,654 36,354 37,654 37,654 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,919) 0 -420 0 -2,919 -2,499 -2,919 -2,919 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 10 15 11 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,737 COMMITMENTS 0 0 0 33,972 34,482 33,972 34,482 765 255 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,037) 0 0 0 -2,016 -2,037 -2,016 -2,037 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 99.3 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 9 15 9 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 505,459 COMMITMENTS 0 0 0 505,459 505,459 505,459 505,459 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -21,888) 0 0 0 -21,888 -21,888 -21,888 -21,888 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: 23) 0 0 0 13 13 13 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 71,061 COMMITMENTS 0 0 0 70,996 71,061 70,996 71,061 65 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,404) 0 0 0 -6,383 -6,404 -6,383 -6,404 -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 16 16 16 16 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,223,792 COMMITMENTS 0 0 0 1223792 1223792 1223792 1223792 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -94,480) 0 0 0 -94,480 -94,480 -94,480 -94,480 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 13 17 13 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 206,213 COMMITMENTS 1,325 0 63 204,825 205,978 206,213 206,041 0 172 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -7,393) -395 -105 63 -7,061 -7,330 -7,393 -7,372 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 99.3 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 1 27 27 29 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,660,172 COMMITMENTS 0 2,040 0 3660172 3658132 3660172 3660172 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -89,956) 0 0 0 -89,956 -89,956 -89,956 -89,956 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 25 23 25 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,304 COMMITMENTS 1,380 2,135 0 56,669 55,914 58,049 58,049 255 255 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,958) 0 -105 0 -2,958 -2,853 -2,958 -2,958 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.7 0.0 97.2 95.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 24 20 26 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,645 COMMITMENTS 24,624 66,240 0 1053021 1011405 1077645 1077645 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -35,886) -816 -1,920 0 -35,070 -33,966 -35,886 -35,886 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 6.1 0.0 97.7 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 0 26 23 28 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,072 COMMITMENTS 1,625 0 0 57,403 59,072 59,028 59,072 44 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,913) -525 0 0 -2,432 -2,913 -2,957 -2,913 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 97.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 24 27 25 27 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,787 COMMITMENTS 130 650 0 10,571 9,882 10,701 10,532 86 255 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -819) 0 42 -42 -735 -777 -777 -777 -42 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.0 0.0 98.0 91.6 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 15 14 16 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,210 COMMITMENTS 510 0 0 34,381 34,381 34,891 34,381 319 829 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -450) 0 0 0 -450 -450 -450 -450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 97.6 97.6 99.1 97.6 0.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 11 18 11 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 513,294 COMMITMENTS 0 29,225 0 513,294 484,069 513,294 513,294 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -39,168) 0 -9,600 0 -39,168 -29,568 -39,168 -39,168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 9 13 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,102,858 COMMITMENTS 29,986 24,409 10,466 1062406 1067983 1102858 1102858 0 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -50,703) -8,839 72 -1,224 -40,640 -49,551 -50,703 -50,703 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.2 0.9 96.3 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 24 25 27 27 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,818 COMMITMENTS 179 470 1,129 23,494 23,918 24,802 25,517 1,016 301 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,035) 59 195 -15 -1,247 -1,314 -1,203 -1,134 168 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.8 4.4 91.0 92.6 96.1 98.8 3.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 6 32 29 39 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,725 COMMITMENTS 450 0 0 13,026 12,928 13,476 12,928 249 797 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,119) 405 0 0 -1,083 -1,044 -678 -1,044 -441 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.0 94.9 94.2 98.2 94.2 1.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 14 16 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,237 COMMITMENTS 186 105 192 8,637 8,596 9,015 8,893 222 344 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -254) 59 0 -50 -280 -324 -271 -374 17 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.1 2.1 93.5 93.1 97.6 96.3 2.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 19 29 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,846 COMMITMENTS 0 0 0 9,336 9,192 9,336 9,192 510 654 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -21) 0 0 0 -288 79 -288 79 267 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.8 93.4 94.8 93.4 5.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 21 19 21 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,386 COMMITMENTS 180 0 0 4,070 4,263 4,250 4,263 136 123 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -413) 50 0 -50 -407 -333 -407 -383 -6 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 92.8 97.2 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 14 19 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,782,936 COMMITMENTS 333,429 135,153 946,190 1410333 1612807 2689952 2694150 92,984 88,786 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 132,981) 31,339 -11,955 67,499 32,989 70,019 131,827 125,564 1,154 7,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.9 34.0 50.7 58.0 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 172 116 202 97 107 370 336 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,490 COMMITMENTS 75,231 20,293 42,052 66,176 119,871 183,459 182,216 1,031 2,274 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,163) 4,736 -2,535 -1,437 -7,490 -165 -4,191 -4,137 29 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 11.0 22.8 35.9 65.0 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 17 13 25 26 40 46 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,530 COMMITMENTS 27,807 13,918 14,798 156,517 150,793 199,122 179,509 33,408 53,021 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -6,300) 1,018 -3,376 -959 -12,499 -2,946 -12,440 -7,281 6,140 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 6.0 6.4 67.3 64.8 85.6 77.2 14.4 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 5 23 23 29 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 144,883 COMMITMENTS 18,501 4,641 40,022 83,134 96,809 141,657 141,471 3,226 3,412 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 7,888) 231 -2,310 7,390 -122 2,548 7,499 7,629 389 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 3.2 27.6 57.4 66.8 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 27 9 29 25 26 63 56 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 618,740 COMMITMENTS 39,078 4,527 106,964 458,307 490,276 604,348 601,767 14,392 16,973 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,332) 4,389 2,550 5,658 -520 -171 9,527 8,038 -8,196 -6,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.7 17.3 74.1 79.2 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 2 11 36 37 47 48 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,924 COMMITMENTS 50 5,137 958 35,891 30,756 36,899 36,851 25 73 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -12,924) -150 -2,350 200 -12,974 -10,774 -12,924 -12,924 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 13.9 2.6 97.2 83.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 8 3 40 41 43 52 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,298 COMMITMENTS 5,870 33,124 4,418 90,758 62,794 101,046 100,336 4,252 4,962 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,254) 0 -838 -800 -529 274 -1,329 -1,364 75 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 31.5 4.2 86.2 59.6 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 12 11 26 25 38 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,107 COMMITMENTS 2,865 2,569 5,956 28,692 29,084 37,513 37,609 2,594 2,498 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,048) -3,270 0 200 1,063 -1,913 -2,007 -1,713 -41 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 6.4 14.9 71.5 72.5 93.5 93.8 6.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 5 15 16 22 23 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,460 COMMITMENTS 5,643 725 0 12,535 17,660 18,178 18,385 282 75 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,325) -2,631 100 -100 -1,525 -4,325 -4,256 -4,325 -69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 3.9 0.0 67.9 95.7 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 0 18 22 21 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,293 COMMITMENTS 17,394 1,820 903 5,122 23,043 23,419 25,766 2,874 527 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 490) -237 59 93 503 368 359 520 131 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 6.9 3.4 19.5 87.6 89.1 98.0 10.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 79 16 8 23 35 108 55 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,559 COMMITMENTS 25,310 1,438 202 7,171 35,769 32,683 37,409 5,876 1,150 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -92) 364 -278 35 -876 315 -477 72 385 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.6 3.7 0.5 18.6 92.8 84.8 97.0 15.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 81 8 5 18 34 103 45 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,227 COMMITMENTS 74,901 13,360 41,018 158,651 224,427 274,571 278,805 18,657 14,422 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 17,706) 19,297 -4,286 4,987 -10,371 19,437 13,913 20,137 3,793 -2,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 4.6 14.0 54.1 76.5 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 49 33 42 71 85 149 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,406 COMMITMENTS 2,540 179 1,347 11,392 13,506 15,279 15,032 6,127 6,374 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,888) 91 -873 -641 -3,481 -3,889 -4,031 -5,403 1,143 2,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.8 6.3 53.2 63.1 71.4 70.2 28.6 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 3 9 11 13 14 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,024 COMMITMENTS 200 132 436 5,287 5,456 5,923 6,024 101 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,264) -50 -250 150 -2,357 -2,164 -2,257 -2,264 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.2 7.2 87.8 90.6 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 3 29 28 33 32 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,309 COMMITMENTS 640 470 599 49,979 50,913 51,218 51,982 1,091 327 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -11,833) 70 -731 -250 -11,727 -10,502 -11,907 -11,483 74 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.9 1.1 95.5 97.3 97.9 99.4 2.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 2 37 33 40 35 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,574 COMMITMENTS 600 0 0 15,684 16,014 16,284 16,014 290 560 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,638) -200 -290 0 -5,461 -5,298 -5,661 -5,588 23 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 94.6 96.6 98.3 96.6 1.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 24 14 25 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,786 COMMITMENTS 600 150 0 5,916 6,636 6,516 6,786 270 0 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,152) 100 0 0 -1,252 -1,152 -1,152 -1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.2 0.0 87.2 97.8 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 23 21 25 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,192 COMMITMENTS 3,729 0 0 11,990 15,467 15,719 15,467 473 725 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,742) -2,076 0 -75 -3,404 -5,497 -5,555 -5,572 -187 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 0.0 0.0 74.0 95.5 97.1 95.5 2.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 0 30 21 33 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,077 COMMITMENTS 684 559 112 14,485 14,755 15,281 15,426 796 651 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,281) -272 -387 69 -1,292 -917 -1,495 -1,235 214 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.5 0.7 90.1 91.8 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 2 27 28 33 31 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,804 COMMITMENTS 599 180 143 13,623 14,117 14,365 14,440 439 364 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -1,261) -423 -116 0 -1,041 -1,308 -1,464 -1,424 203 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.2 1.0 92.0 95.4 97.0 97.5 3.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 26 22 27 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,528 COMMITMENTS 3,660 1,556 1,241 23,512 27,101 28,413 29,898 2,115 630 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -920) 1,683 263 -570 -2,302 -940 -1,189 -1,247 269 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 5.1 4.1 77.0 88.8 93.1 97.9 6.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 5 33 32 40 38
Updated October 8, 2010