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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,144
COMMITMENTS
   1,353      630        0   46,539   47,434   47,892   48,064      252       80

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        987)
       0        0        0      863      925      863      925      124       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.3      0.0     96.7     98.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        0       39       41       40       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,884
COMMITMENTS
     150      120        0   20,689   20,668   20,839   20,788       45       96

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        484)
       0        0        0      484      484      484      484        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.6      0.0     99.1     99.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       28       29       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,195
COMMITMENTS
       0      470      388    5,495    5,283    5,883    6,141    1,312    1,054

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        235)
       0       15        0      410      215      410      230     -175        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      5.4     76.4     73.4     81.8     85.4     18.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       21       20       22       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,439
COMMITMENTS
     455      189      520    9,079    9,437   10,054   10,146    1,385    1,293

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        266)
      22      -92      -25      100      222       97      105      169      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.7      4.5     79.4     82.5     87.9     88.7     12.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        5       39       44       45       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,215
COMMITMENTS
      37      236       97    9,224    9,056    9,358    9,389      857      826

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        470)
       0       43       25      421      277      446      345       24      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.3      0.9     90.3     88.7     91.6     91.9      8.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       1        3        3       51       60       54       65
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,840
COMMITMENTS
      58        0       83    4,226    4,416    4,367    4,499    1,473    1,341

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      1.4     72.4     75.6     74.8     77.0     25.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       19       19       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,107
COMMITMENTS
       0        0        0    8,092    8,087    8,092    8,087       15       20

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         70)
       0        0        0      130      160      130      160      -60      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       16       20       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      320,479
COMMITMENTS
  59,453   15,257   38,234  170,396  239,330  268,083  292,821   52,396   27,658

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      4,751)
   4,141     -388   -1,758   -8,854    3,807   -6,471    1,661   11,222    3,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      4.8     11.9     53.2     74.7     83.7     91.4     16.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      49       26       49       65       77      142      131
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       26,496
COMMITMENTS
     841      395      735   23,162   23,319   24,738   24,449    1,758    2,047

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,545)
      50      145       75    1,545    1,200    1,670    1,420     -125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.5      2.8     87.4     88.0     93.4     92.3      6.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        4        5       50       46       57       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,740
COMMITMENTS
     925    2,700      225   19,000   16,505   20,150   19,430    1,590    2,310

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150        0      150        0        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     12.4      1.0     87.4     75.9     92.7     89.4      7.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       23       21       27       25
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,685
COMMITMENTS
   5,944       50      300   10,301   14,253   16,545   14,603      140    2,082

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0        0        0        0        0     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      0.3      1.8     61.7     85.4     99.2     87.5      0.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,923
COMMITMENTS
   1,132        0      238    2,453    3,139    3,823    3,377    1,100    1,546

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         66)
      14        0       -8       98      -57      104      -65      -38      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.0      4.8     49.8     63.8     77.7     68.6     22.3     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       13       16       17       19
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,497
COMMITMENTS
       0      127        0    2,420    1,820    2,420    1,947       77      550

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     96.9     72.9     96.9     78.0      3.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       17       13       17       16
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,952
COMMITMENTS
       0        0        0    7,180    7,724    7,180    7,724      772      228

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         66)
       0        0        0       51       63       51       63       15        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     97.1     90.3     97.1      9.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      722,597
COMMITMENTS
  76,348  230,186  236,545  299,919  180,973  612,812  647,704  109,785   74,893

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -8,638)
 -13,403  -11,605   -8,355     -880  -11,680  -22,638  -31,640   14,000   23,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     31.9     32.7     41.5     25.0     84.8     89.6     15.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      72       73      102       84       66      218      189
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,112
COMMITMENTS
   1,837        0    2,674   66,026   67,173   70,537   69,847    6,575    7,265

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          0)
    -120        0      120        0        0        0      120        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      3.5     85.6     87.1     91.5     90.6      8.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        3       20       20       23       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,704
COMMITMENTS
   1,349    2,031    5,484   38,643   29,533   45,476   37,048    7,228   15,656

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,605)
     240      720      -27      788      972    1,001    1,665      604      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.9     10.4     73.3     56.0     86.3     70.3     13.7     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       13       16       16       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,221
COMMITMENTS
   2,269        0      670   55,328   55,380   58,267   56,050   13,954   16,171

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,646)
    -889        0      270    4,357    5,084    3,738    5,354      -92   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.9     76.6     76.7     80.7     77.6     19.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       23       26       26       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,737
COMMITMENTS
       0        0        0   71,246   79,527   71,246   79,527   14,491    6,210

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -270)
       0        0        0     -119     -270     -119     -270     -151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.1     92.8     83.1     92.8     16.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       21       19       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,271
COMMITMENTS
     240    3,309    5,086   73,452   78,618   78,778   87,013   13,493    5,258

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,784)
     240     -612      320     -523    1,500       37    1,208    1,747      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.6      5.5     79.6     85.2     85.4     94.3     14.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        3       22       22       26       27
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,187
COMMITMENTS
       0    9,771    5,489   94,332   81,726   99,821   96,986    6,366    9,201

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        117)
       0     -911      207      152       87      359     -617     -242      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      5.2     88.8     77.0     94.0     91.3      6.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       18       24       21       27
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,486
COMMITMENTS
       0    3,010    2,919   28,212   23,479   31,131   29,408    1,355    3,078

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -802)
       0   -1,806       56     -345    1,376     -289     -374     -513     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.3      9.0     86.8     72.3     95.8     90.5      4.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,748
COMMITMENTS
   3,129    3,552    3,303   77,620   83,683   84,052   90,538   12,696    6,210

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        349)
   1,445     -979     -775     -337    1,565      333     -189       16      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.7      3.4     80.2     86.5     86.9     93.6     13.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        3       25       29       28       32
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,419
COMMITMENTS
   1,170    7,993    4,168   54,662   39,958   60,000   52,119    4,419   12,300

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     12.4      6.5     84.9     62.0     93.1     80.9      6.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2        9       14       11       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,913
COMMITMENTS
   2,480    3,020        0  102,665   97,812  105,145  100,832    3,768    8,081

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        956)
       0        0        0    1,862      956    1,862      956     -906        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.8      0.0     94.3     89.8     96.5     92.6      3.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       17       20       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      228,049
COMMITMENTS
   8,943   13,451    4,415  206,278  206,299  219,636  224,165    8,413    3,884

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        762)
  -1,475    2,492     -253    3,981      325    2,253    2,564   -1,491   -1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.9      1.9     90.5     90.5     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        6       39       38       47       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,473
COMMITMENTS
   4,677    1,015    3,108  132,232  142,261  140,017  146,384   10,456    4,089

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      4,284)
    -257      174      334    5,119    3,776    5,196    4,284     -912        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.7      2.1     87.9     94.5     93.1     97.3      6.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        2       30       29       33       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      252,823
COMMITMENTS
  21,144      178   15,184  202,671  227,130  238,999  242,492   13,824   10,331

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,908)
  -3,846        0    4,569    4,081      244    4,804    4,813     -896     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.1      6.0     80.2     89.8     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        1        6       35       37       42       43
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,998
COMMITMENTS
   1,646        0    2,314   43,400   47,583   47,360   49,897    8,638    6,101

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        576)
     598        0     -215      129      552      512      337       64      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      4.1     77.5     85.0     84.6     89.1     15.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       15       16       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,948,013
COMMITMENTS
 629,029  101,383  877,848  1412201  1952764  2919078  2931995   28,935   16,018

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      5,277)
  -4,163   14,207    3,661   23,546    6,388   23,044   24,256  -17,767  -18,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      3.4     29.8     47.9     66.2     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      40       26       57      112      104      179      166
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,039,598
COMMITMENTS
 168,845  147,684  193,506  676,481  692,777  1038832  1033967      766    5,631

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     57,649)
  27,168    7,366   21,777   12,380   24,680   61,325   53,823   -3,676    3,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     14.2     18.6     65.1     66.6     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      34       20       42       46       45       97       90
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,204
COMMITMENTS
       0      443       52    2,112    1,594    2,164    2,089       40      115

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -129)
       0       65       12      242      188      254      265     -383     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.1      2.4     95.8     72.3     98.2     94.8      1.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       13       13       14       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       39,369
COMMITMENTS
     570      256      984   36,901   37,828   38,455   39,068      914      301

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -225)
    -188      -20      128     -188     -450     -248     -342       23      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.7      2.5     93.7     96.1     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       33       30       38       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,667
COMMITMENTS
       0       44        0    7,347    7,559    7,347    7,603      320       64

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     95.8     98.6     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,520
COMMITMENTS
      78       80      488   17,950   17,966   18,516   18,534    1,004      986

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -366)
    -420       80       30       24     -534     -366     -424        0       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.4      2.5     92.0     92.0     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,131
COMMITMENTS
       0    1,164      466   29,302   30,217   29,768   31,847    2,363      284

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        -71)
       0       36        0       -2       11       -2       47      -69     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      1.5     91.2     94.0     92.6     99.1      7.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       25       24       27       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,392
COMMITMENTS
     772        0        0   11,812   12,192   12,584   12,192      808    1,200

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        -84)
       0        0        0      -84     -164      -84     -164        0       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     88.2     91.0     94.0     91.0      6.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       17       22       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,162
COMMITMENTS
       0        0        0   13,083   13,886   13,083   13,886    1,079      276

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      296      318      296      318       24        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.4     98.1     92.4     98.1      7.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       21       21       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| 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:       12,248
COMMITMENTS
       0        0        0   11,568   11,850   11,568   11,850      680      398

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -410)
       0        0        0     -434     -410     -434     -410       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     96.8     94.4     96.8      5.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       21       23       21
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       20,523
COMMITMENTS
       0    1,114        0   20,354   19,240   20,354   20,354      169      169

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0     99.2     93.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14        8       14       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,514
COMMITMENTS
     264       44        0   53,305   54,370   53,569   54,414      945      100

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,960)
       0        0        0    3,860    3,860    3,860    3,860      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      0.0     97.8     99.7     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       19        9       20       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      890,731
COMMITMENTS
       0   31,040        0  890,731  859,691  890,731  890,731        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     46,880)
       0        0        0   46,880   46,880   46,880   46,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       20)
       0        3        0       14        7       14       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       94,349
COMMITMENTS
       0    5,905        0   94,349   88,444   94,349   94,349        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,554)
       0        0        0    3,554    3,554    3,554    3,554        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      0.0    100.0     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,563,506
COMMITMENTS
       0   77,760        0  1563506  1485746  1563506  1563506        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     59,856)
       0        0        0   59,856   59,856   59,856   59,856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      172,506
COMMITMENTS
   7,019        0        0  165,467  171,641  172,486  171,641       20      865

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      5,659)
       0        0        0    5,639    5,639    5,639    5,639       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     95.9     99.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       20       29       23       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,684,671
COMMITMENTS
 111,928        0        0  2572743  2684671  2684671  2684671        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     78,737)
       0        0        0   78,737   78,737   78,737   78,737        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     95.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       19       22       22       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       63,204
COMMITMENTS
      80    3,090        0   63,060   59,646   63,140   62,736       64      468

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -404)
       0        0        0     -404     -404     -404     -404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.9      0.0     99.8     94.4     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       13       20       14
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,045,654
COMMITMENTS
       0   62,320        0  1045654  983,334  1045654  1045654        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -4,664)
       0        0        0   -4,664   -4,664   -4,664   -4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      0.0    100.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       49,150
COMMITMENTS
   1,537      430      110   47,248   48,570   48,895   49,110      255       40

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,154)
       0      301        0      899      853      899    1,154      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.9      0.2     96.1     98.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       26       24       28       26
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      894,129
COMMITMENTS
  30,175   36,272    3,920  860,034  853,937  894,129  894,129        0        0

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     17,629)
  -1,552    9,765   -2,005   21,186    9,869   17,629   17,629        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.1      0.4     96.2     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       24       24       27       27
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,682
COMMITMENTS
     330       84       20   17,883   18,417   18,233   18,521      449      161

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.4      0.1     95.7     98.6     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       28       32       29       34
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,484
COMMITMENTS
     310        0        0    7,619    8,079    7,929    8,079      555      405

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          4)
       0        0        0        4      124        4      124        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     89.8     95.2     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       22       25       22
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,169
COMMITMENTS
     269        0      136   12,477   12,937   12,882   13,073      287       96

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:          0)
     -11        0       11        0        0        0       11        0      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      1.0     94.7     98.2     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       18       23       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,089
COMMITMENTS
       0      432      130   11,413   11,446   11,543   12,008      546       81

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,114)
       0        0       83      934    1,206    1,017    1,289       97     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      1.1     94.4     94.7     95.5     99.3      4.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       27       30       29       32
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,900
COMMITMENTS
       0       60       70    5,410    5,349    5,480    5,479      420      421

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        457)
       0      -35       15      502      312      517      292      -60      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      1.2     91.7     90.7     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       18       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,220,540
COMMITMENTS
 285,475  175,856  276,270  573,391  672,134  1135136  1124260   85,404   96,280

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      4,184)
  10,353  -24,883    5,893    4,911   24,495   21,157    5,505  -16,973   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     14.4     22.6     47.0     55.1     93.0     92.1      7.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     128      101      148       81       95      293      267
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,869
COMMITMENTS
  37,494   36,766    1,839  148,941  139,134  188,274  177,739   32,595   43,130

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      2,488)
   2,049      989      891      298    1,599    3,238    3,479     -750     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     16.6      0.8     67.4     63.0     85.2     80.5     14.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        6       29       30       36       38
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,126
COMMITMENTS
     152    2,130      350   77,249   76,191   77,751   78,671    2,375    1,455

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,043)
       0       25      100    2,358    2,483    2,458    2,608      585      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.7      0.4     96.4     95.1     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        7        3       48       52       53       59
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,499
COMMITMENTS
  19,305   43,557   12,103  129,545  104,270  160,953  159,930    6,546    7,569

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -1,685)
  -1,210    1,758   -3,078    2,155      -44   -2,133   -1,364      448     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     26.0      7.2     77.3     62.3     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       17       17       24       24       45       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,245
COMMITMENTS
   2,784    2,825    2,179   29,885   31,291   34,848   36,295    3,397    1,950

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -737)
       0        0     -500      314      414     -186      -86     -551     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      7.4      5.7     78.1     81.8     91.1     94.9      8.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        5       14       15       20       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,610
COMMITMENTS
   4,615    3,035    1,875   70,959   80,230   77,449   85,140   31,161   23,470

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        977)
       0      -15        8      671      492      679      485      298      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.8      1.7     65.3     73.9     71.3     78.4     28.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       23       20       27       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,013
COMMITMENTS
       0    1,368        0   40,818   39,543   40,818   40,911      195      102

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      615      615      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     99.5     96.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        0       26       37       26       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,694
COMMITMENTS
  14,789    1,885      113    4,832   20,218   19,734   22,216    2,960      478

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        447)
     418     -317       40       19      756      477      479      -30      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2      8.3      0.5     21.3     89.1     87.0     97.9     13.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      89       12        3       11       30      102       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,649
COMMITMENTS
  20,804    1,377       42    5,448   28,930   26,294   30,349    5,355    1,300

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -578)
    -629     -859      -91     -137       76     -857     -874      279      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7      4.4      0.1     17.2     91.4     83.1     95.9     16.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      85        7        3       10       31       96       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      247,752
COMMITMENTS
  79,826   14,365   22,196  111,748  193,835  213,770  230,396   33,982   17,356

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     13,854)
   5,252      844      976   -6,756   10,217     -528   12,037   14,382    1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      5.8      9.0     45.1     78.2     86.3     93.0     13.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      67       20       41       65       86      152      131
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,438
COMMITMENTS
   1,994        0      444   17,533   19,378   19,971   19,822    5,467    5,616

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,939)
     774        0     -171    1,629    3,330    2,232    3,159     -293   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      1.7     68.9     76.2     78.5     77.9     21.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       20       22       23       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,607
COMMITMENTS
   2,129       50      150    7,660    9,636    9,939    9,836      668      771

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        340)
      75     -100      100      350      525      525      525     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      0.5      1.4     72.2     90.8     93.7     92.7      6.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        2       29       36       35       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,174
COMMITMENTS
   2,869        0        0   37,971   41,864   40,840   41,864    1,334      310

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      2,857)
      24        0        0    2,768    2,602    2,792    2,602       65      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.0     90.0     99.3     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       34       31       37       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,350
COMMITMENTS
     915        0        0   21,105   21,090   22,020   21,090      330    1,260

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      2,720)
       0        0        0    2,600    2,720    2,600    2,720      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     94.4     94.4     98.5     94.4      1.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       26       16       28       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,340
COMMITMENTS
   1,900       50      150   13,190   14,090   15,240   14,290      100    1,050

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        193)
     150        0        0       43      193      193      193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.3      1.0     86.0     91.9     99.3     93.2      0.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        1       28       27       32       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,136
COMMITMENTS
     367      121        0    2,558    3,038    2,925    3,159    1,211      977

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         64)
       3        0        0       91       83       94       83      -30      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      2.9      0.0     61.8     73.5     70.7     76.4     29.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       17       17       19       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,594
COMMITMENTS
     420        0        0   17,844   18,569   18,264   18,569      330       25

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,377)
     120        0        0    1,287    1,377    1,407    1,377      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.0     96.0     99.9     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       18       25       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,804
COMMITMENTS
   2,751      358       27   16,437   19,271   19,215   19,656      589      148

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        716)
     -31        0        6      613      672      588      678      128       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      1.8      0.1     83.0     97.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        2       28       32       34       35
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,476
COMMITMENTS
     961      267       18    9,338   10,018   10,317   10,303      159      173

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      362      302      362      302      -22       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.5      0.2     89.1     95.6     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       21       25       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,224
COMMITMENTS
  12,485      420    1,530   39,814   52,942   53,829   54,892    3,395    2,332

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        602)
      -1      150        0      632      407      631      557      -29       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      0.7      2.7     69.6     92.5     94.1     95.9      5.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        2        3       31       35       38       40
```

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Updated October 30, 2009