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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,924
COMMITMENTS
   1,125      473        0   43,506   44,288   44,631   44,761      293      163

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        452)
     180      -17        0      328      505      508      488      -56      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.1      0.0     96.8     98.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        0       38       36       39       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,868
COMMITMENTS
     250      120       50   22,493   22,578   22,793   22,748       75      120

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        -95)
       0        0        0      -95      -95      -95      -95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      0.2     98.4     98.7     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       31       30       33       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,539
COMMITMENTS
     247      216      472    6,174    6,197    6,893    6,885      646      654

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        -90)
     -30        0        0      -45      -46      -75      -46      -15      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.9      6.3     81.9     82.2     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       28       25       29       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,449
COMMITMENTS
     233      463      602   10,347   10,194   11,182   11,259    1,267    1,190

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        328)
      35      257       -2      195       31      228      286      100       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.7      4.8     83.1     81.9     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        6       39       41       45       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,129
COMMITMENTS
      23      211       53    9,436    9,298    9,512    9,562      617      567

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        556)
       0       10       -6      603      648      597      652      -41      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.1      0.5     93.2     91.8     93.9     94.4      6.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1        4        3       52       57       55       62
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,327
COMMITMENTS
     127        0       83    4,620    4,995    4,830    5,078    1,497    1,249

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:         35)
      30        0      -30       25       60       25       30       10        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      1.3     73.0     78.9     76.3     80.3     23.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       19       17       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,246
COMMITMENTS
     870        0        0    1,937    2,907    2,807    2,907      439      339

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:          9)
      60        0        0      -66        9       -6        9       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      0.0      0.0     59.7     89.6     86.5     89.6     13.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       21       20       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,425
COMMITMENTS
       0        0        0    1,568    1,502    1,568    1,502      857      923

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:         73)
       0        0        0       85       60       85       60      -12       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     64.7     61.9     64.7     61.9     35.3     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,889
COMMITMENTS
       0        0        0    8,889    8,889    8,889    8,889        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       23       19       23       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,656
COMMITMENTS
  44,810   15,490   37,984  178,529  217,410  261,323  270,884   34,333   24,772

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -18,201)
  -5,998     -783   -3,386   -4,943  -14,129  -14,327  -18,298   -3,874       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      5.2     12.8     60.4     73.5     88.4     91.6     11.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      38       25       44       69       74      128      128
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       25,080
COMMITMENTS
     993       45      750   22,756   23,385   24,499   24,180      581      900

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      1,262)
     193        0      300      671    1,402    1,164    1,702       98     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      3.0     90.7     93.2     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        1        3       44       47       49       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,540
COMMITMENTS
   1,040    1,850       75   18,685   18,155   19,800   20,080    1,740    1,460

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -2,535)
     135       50      -25   -2,045   -2,860   -1,935   -2,835     -600      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.6      0.3     86.7     84.3     91.9     93.2      8.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        1       24       26       28       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,830
COMMITMENTS
   6,889       50      300   11,401   16,398   18,590   16,748      240    2,082

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -161)
     810        0     -246     -725       85     -161     -161        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      0.3      1.6     60.5     87.1     98.7     88.9      1.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       11       16       15       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,192
COMMITMENTS
       0       50        0    2,090    2,052    2,090    2,102      102       90

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       40        0       40        0      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0     95.3     93.6     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       18       15       19
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,982
COMMITMENTS
       0        0        0    7,204    7,690    7,204    7,690      778      292

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -10        5      -10        5       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     96.3     90.3     96.3      9.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      720,062
COMMITMENTS
  91,613  261,459  226,509  315,119  185,767  633,241  673,735   86,821   46,327

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -8,114)
   1,462   -5,510   -6,975   -3,360     -222   -8,873  -12,707      759    4,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     36.3     31.5     43.8     25.8     87.9     93.6     12.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     100      101      122       85       69      252      235
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,570
COMMITMENTS
     375      460    1,793   66,897   68,691   69,065   70,944    7,505    5,626

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,386)
    -683      163     -510   -2,875   -4,349   -4,068   -4,696     -318      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.6      2.3     87.4     89.7     90.2     92.7      9.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       23       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,557
COMMITMENTS
     532    3,268    4,036   35,247   25,757   39,815   33,061    6,742   13,496

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -3,546)
    -130   -2,559    1,128   -3,901     -147   -2,903   -1,578     -643   -1,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.0      8.7     75.7     55.3     85.5     71.0     14.5     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       16       18       19       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,998
COMMITMENTS
   2,420        0      586   56,303   55,374   59,309   55,960    9,689   13,038

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -7,135)
    -450        0        0   -9,216   -8,725   -9,666   -8,725    2,531    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.8     81.6     80.3     86.0     81.1     14.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       24       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,511
COMMITMENTS
       0        0        0   77,561   81,227   77,561   81,227   10,950    7,284

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      1,166)
       0        0        0    1,156    1,166    1,156    1,166       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.6     91.8     87.6     91.8     12.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       23       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,445
COMMITMENTS
       0    3,261    4,071   79,718   78,830   83,789   86,162    7,656    5,283

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      1,154)
  -1,632    1,617     -532    2,751      194      587    1,279      567     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      4.5     87.2     86.2     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       28       27       31       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,834
COMMITMENTS
       0    3,505    7,073   98,668   93,057  105,741  103,635    6,093    8,199

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        994)
       0   -1,078      684      -18      602      666      208      328      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      6.3     88.2     83.2     94.6     92.7      5.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       20       28       22       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,340
COMMITMENTS
       0    5,032    2,346   29,781   22,989   32,127   30,367    2,213    3,973

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -1,482)
       0     -421       81     -694      182     -613     -158     -869   -1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      6.8     86.7     66.9     93.6     88.4      6.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       16       14       18       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,678
COMMITMENTS
       0        0        0   32,901   40,097   32,901   40,097   14,777    7,581

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -3,152)
       0        0        0   -2,032   -2,852   -2,032   -2,852   -1,120     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     69.0     84.1     69.0     84.1     31.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,275
COMMITMENTS
   5,107    5,978    4,338   85,913   85,664   95,358   95,980    5,917    5,295

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      2,813)
    -484    3,501     -237    3,534     -452    2,813    2,812        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.9      4.3     84.8     84.6     94.2     94.8      5.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       29       35       34       40
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,074
COMMITMENTS
   1,362    8,453    2,485   52,356   38,929   56,203   49,867    3,871   10,207

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -3,985)
     339      369     -350   -3,704   -5,184   -3,715   -5,165     -270    1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     14.1      4.1     87.2     64.8     93.6     83.0      6.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       12       14       14       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,869
COMMITMENTS
   1,364    3,640      496  106,997  103,445  108,857  107,581    2,012    3,288

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -8,970)
     480     -600     -480   -8,970   -7,650   -8,970   -8,730        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.3      0.4     96.5     93.3     98.2     97.0      1.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       17       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,263
COMMITMENTS
   9,379    9,919    6,120  194,767  197,449  210,266  213,488    8,997    5,775

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,936)
     714   -1,750    1,484   -8,391   -4,759   -6,193   -5,025    1,257       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.5      2.8     88.8     90.1     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       38       37       44       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,483
COMMITMENTS
   1,115      425    2,801  129,919  140,231  133,835  143,457   12,648    3,026

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,984)
     203      425     -919   -3,634   -4,260   -4,350   -4,754     -634     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      1.9     88.7     95.7     91.4     97.9      8.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       27       33       29
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      256,961
COMMITMENTS
  17,725    1,297   11,544  207,741  230,534  237,010  243,375   19,951   13,586

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -12,352)
   3,893     -454   -2,704  -13,448   -8,708  -12,259  -11,866      -93     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.5      4.5     80.8     89.7     92.2     94.7      7.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       37       38       42       42
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,841
COMMITMENTS
     792    1,379      933   67,639   68,390   69,364   70,702    6,477    5,139

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -6,042)
    -270     -106      -18   -5,390   -5,130   -5,678   -5,254     -364     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.8      1.2     89.2     90.2     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       15       21       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,925,876
COMMITMENTS
 599,907  101,152  919,434  1381098  1893864  2900439  2914450   25,437   11,426

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -75,098)
   4,510    3,090   -9,004  -69,358  -68,473  -73,852  -74,387   -1,246     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      3.5     31.4     47.2     64.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      37       28       57      104      101      171      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,008,893
COMMITMENTS
 104,860   88,912  232,963  668,140  681,213  1005963  1003088    2,930    5,805

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:   -106,629)
 -46,013    9,726  -46,149  -14,455  -74,938 -106,617 -111,361      -12    4,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      8.8     23.1     66.2     67.5     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      24       22       32       42       43       80       83
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,655
COMMITMENTS
     110      110       41    1,212    1,185    1,363    1,336      292      319

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:         17)
      60       15       41     -101      -45        0       11       17        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      6.6      2.5     73.2     71.6     82.4     80.7     17.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       16       14       18       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,884
COMMITMENTS
     682      316      294   35,260   35,657   36,236   36,267      648      617

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -280)
    -456     -648      120      -88     -313     -424     -841      144      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.9      0.8     95.6     96.7     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        3       35       31       40       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,496
COMMITMENTS
     344        0        0    8,748    9,369    9,092    9,369      404      127

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:         21)
       0        0        0        0        0        0        0       21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     92.1     98.7     95.7     98.7      4.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       12       18       13       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,227
COMMITMENTS
   2,940        0       58   15,975   19,074   18,973   19,132    1,254    1,095

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -901)
     -44        0      -14     -749     -876     -807     -890      -94      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      0.3     79.0     94.3     93.8     94.6      6.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       21       18       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,399
COMMITMENTS
     120      560      590   28,584   29,685   29,294   30,835    2,105      564

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -609)
      20      -20      -10     -515     -481     -505     -511     -104      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.8      1.9     91.0     94.5     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       25       22       27       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,621
COMMITMENTS
       0        0        0   23,145   23,029   23,145   23,029      476      592

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -1,230)
       0        0        0   -1,224   -1,142   -1,224   -1,142       -6      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0     97.5     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,368
COMMITMENTS
     800        0        0   11,488   12,474   12,288   12,474    1,080      894

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -146)
     -20        0        0      -52     -140      -72     -140      -74       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.0     85.9     93.3     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       18       21       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,220
COMMITMENTS
       0        0        0   11,005   11,624   11,005   11,624    1,215      596

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -294)
       0        0        0     -520     -358     -520     -358      226       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.1     95.1     90.1     95.1      9.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       12,844
COMMITMENTS
       0        0        0   12,356   10,894   12,356   10,894      488    1,950

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -524)
       0        0        0     -514     -598     -514     -598      -10       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.2     84.8     96.2     84.8      3.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       18       22       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       21,626
COMMITMENTS
       0    1,140        0   21,436   20,296   21,436   21,436      190      190

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -945)
       0     -126        0     -924     -798     -924     -924      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     99.1     93.8     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12        8       12        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       94,304
COMMITMENTS
       0    6,325        0   94,304   87,979   94,304   94,304        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,390)
       0     -420        0   -4,390   -3,970   -4,390   -4,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0    100.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,568,816
COMMITMENTS
       0   81,600        0  1568816  1487216  1568816  1568816        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -51,632)
       0   -4,080        0  -51,632  -47,552  -51,632  -51,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      145,523
COMMITMENTS
   7,990        0        0  137,533  144,573  145,523  144,573        0      950

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -9,290)
  -1,806        0        0   -7,484   -9,185   -9,290   -9,185        0     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.0     94.5     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       18       27       21       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,154,634
COMMITMENTS
 108,392        0        0  2046242  2154634  2154634  2154634        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -84,878)
   3,672        0  -12,240  -76,310  -72,638  -84,878  -84,878        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      0.0     95.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       16       22       19       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       44,642
COMMITMENTS
      38    3,195       42   44,477   40,982   44,557   44,219       85      423

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -504)
       0     -315        0     -441     -147     -441     -462      -63      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.2      0.1     99.6     91.8     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       12       16       14
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      712,357
COMMITMENTS
       0   64,240        0  712,357  648,117  712,357  712,357        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -33,288)
       0   -2,040        0  -33,288  -31,248  -33,288  -33,288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       14       12       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       46,462
COMMITMENTS
   1,290      320        0   45,172   46,142   46,462   46,462        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -140)
  -3,930      110     -110    3,900     -140     -140     -140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.7      0.0     97.2     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       17       25       18       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      762,503
COMMITMENTS
  27,151        0    2,304  733,048  760,199  762,503  762,503        0        0

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -24,308)
 -69,886        0      -24   45,602  -24,284  -24,308  -24,308        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.3     96.1     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       18       23       20       24
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,595
COMMITMENTS
     291       84       74   21,473   22,251   21,838   22,409      757      186

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        253)
       0        0        0      253      253      253      253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.4      0.3     95.0     98.5     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       31       35       32       37
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,121
COMMITMENTS
     217        0        0    7,723    7,896    7,940    7,896      181      225

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -924)
     -20        0        0     -899   -1,041     -919   -1,041       -5      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     95.1     97.2     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,821
COMMITMENTS
     250        0      140   14,149   14,591   14,539   14,731      282       90

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -1,123)
      55        0     -120   -1,040     -973   -1,105   -1,093      -18      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.9     95.5     98.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,164,511
COMMITMENTS
 215,729  187,135  267,723  607,591  645,206  1091043  1100064   73,468   64,447

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      5,415)
  -9,475    1,463        2   19,129   10,435    9,656   11,900   -4,241   -6,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     16.1     23.0     52.2     55.4     93.7     94.5      6.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      99      103      147       82       94      271      265
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,806
COMMITMENTS
  33,608   31,421    1,043  142,080  120,358  176,731  152,822   27,075   50,984

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -8,090)
    -125   -1,929        5   -5,172   -4,991   -5,292   -6,915   -2,798   -1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     15.4      0.5     69.7     59.1     86.7     75.0     13.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        5       27       26       33       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,149
COMMITMENTS
     570    1,785      520   59,759   58,744   60,849   61,049      300      100

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -7,105)
     -75    1,060      -75   -6,895   -8,105   -7,045   -7,120      -60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.9      0.9     97.7     96.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        5        4       43       47       49       54
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,445
COMMITMENTS
  19,548   44,361   14,516  138,896  112,205  172,960  171,082    6,485    8,363

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      1,769)
  -2,400      452     -225    4,543    1,346    1,918    1,573     -149      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     24.7      8.1     77.4     62.5     96.4     95.3      3.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       18       18       24       23       45       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,732
COMMITMENTS
   2,096    3,925    1,555   32,833   32,680   36,484   38,160    4,248    2,572

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -3,523)
 -10,488     -550      -97    6,440   -3,748   -4,145   -4,395      622      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      9.6      3.8     80.6     80.2     89.6     93.7     10.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        4       15       17       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,187
COMMITMENTS
   4,803    2,283    1,537   66,488   80,116   72,828   83,936   34,359   23,251

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,344)
    -153      203      -89   -4,329   -4,539   -4,571   -4,425      227       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.1      1.4     62.0     74.7     67.9     78.3     32.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       20       25       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,038
COMMITMENTS
     400    1,248        0   41,428   40,578   41,828   41,826      210      212

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -2,894)
    -400      -60        0   -2,479   -2,829   -2,879   -2,889      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.0      0.0     98.5     96.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        0       27       35       28       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,655
COMMITMENTS
  14,794    2,684      163    4,363   18,281   19,320   21,128    2,335      527

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        269)
    -374     -296      -79      827      614      374      239     -105       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     12.4      0.8     20.1     84.4     89.2     97.6     10.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      84       12        2       18       24      104       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       26,857
COMMITMENTS
  16,388    2,353      525    5,308   22,813   22,221   25,691    4,636    1,166

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -196)
    -744      -47      230      166     -584     -348     -401      152      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0      8.8      2.0     19.8     84.9     82.7     95.7     17.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      58       13        3       14       26       73       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      206,857
COMMITMENTS
  53,272   10,823   15,470  124,676  170,605  193,418  196,898   13,439    9,959

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:    -10,934)
  -8,590   -3,908   -2,039      963   -4,654   -9,666  -10,601   -1,268     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      5.2      7.5     60.3     82.5     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       22       38       67       82      144      125
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,475
COMMITMENTS
   1,224        0      201   14,498   15,700   15,923   15,901    4,552    4,574

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -3,481)
    -213        0      -43   -3,086   -3,416   -3,342   -3,459     -139      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      1.0     70.8     76.7     77.8     77.7     22.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       18       18       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,074
COMMITMENTS
   2,304        0      100    9,937   12,074   12,341   12,174      733      900

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        560)
      50        0      100      210      310      360      410      200      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      0.8     76.0     92.4     94.4     93.1      5.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        1       35       33       40       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,622
COMMITMENTS
   2,895        0       12   34,964   38,608   37,871   38,620      751        2

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        584)
       0        0        0      529      649      529      649       55      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.0     90.5    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        1       34       32       37       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,382
COMMITMENTS
     885        0      195   22,042   21,812   23,122   22,007      260    1,375

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        275)
     -85        0       75      285      185      275      260        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.8     94.3     93.3     98.9     94.1      1.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       22       16       25       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,242
COMMITMENTS
     450      100        0   18,792   18,842   19,242   18,942        0      300

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.5      0.0     97.7     97.9    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        0       27       29       29       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,982
COMMITMENTS
     400      188        0    2,472    3,166    2,872    3,354    1,110      628

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:       -607)
     -17      -95       -9     -485     -490     -511     -594      -96      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      4.7      0.0     62.1     79.5     72.1     84.2     27.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       16       17       19       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,854
COMMITMENTS
     145        0        0   16,195   16,364   16,340   16,364      514      490

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      730      805      730      805       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     96.1     97.1     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       15       24       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,106
COMMITMENTS
   2,322      714       82   16,254   17,969   18,658   18,765      448      341

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -2,751)
    -193     -256      -16   -2,617   -2,532   -2,826   -2,804       75       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      3.7      0.4     85.1     94.0     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        2       29       32       34       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,758
COMMITMENTS
     222       90        1    7,215    7,445    7,438    7,536      320      222

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -2,695)
     -44        0        0   -2,607   -2,621   -2,651   -2,621      -44      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.2      0.0     93.0     96.0     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       18       23       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/01/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,315
COMMITMENTS
   9,934        0    1,256   41,768   53,605   52,958   54,861    2,357      454

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:     -4,475)
   1,136      -11     -903   -4,520   -3,592   -4,287   -4,506     -188       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      2.3     75.5     96.9     95.7     99.2      4.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        0        4       32       38       40       42
```

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Updated September 4, 2009