```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,149
COMMITMENTS
   1,497      630        0   42,441   43,436   43,938   44,066      211       83

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -7,160)
    -291      -62        0   -6,909   -7,181   -7,200   -7,243       40       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.4      0.0     96.1     98.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        0       38       40       40       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,877
COMMITMENTS
     150      120       25   19,657   19,636   19,832   19,781       45       96

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,583)
     -50        0      -25   -1,493   -1,528   -1,568   -1,553      -15      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.6      0.1     98.9     98.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       27       28       29       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,880
COMMITMENTS
       0      440      403    4,994    5,038    5,397    5,881    1,483      999

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -460)
       0      126     -121     -938     -632   -1,059     -627      599      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      5.9     72.6     73.2     78.4     85.5     21.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       19       19       20       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,326
COMMITMENTS
     321      208      525    8,331    8,342    9,177    9,075    1,149    1,251

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,381)
     -25     -168       25   -1,283   -1,459   -1,283   -1,602      -98      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.0      5.1     80.7     80.8     88.9     87.9     11.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       37       38       41       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,146
COMMITMENTS
      27      133       77    7,391    7,566    7,495    7,776      651      370

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,373)
     -25      -59       41   -1,433   -1,161   -1,417   -1,179       44     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.6      0.9     90.7     92.9     92.0     95.5      8.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        3       44       54       47       59
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,622
COMMITMENTS
       0        0        0    7,547    7,512    7,547    7,512       75      110

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,021)
       0        0        0   -1,081   -1,081   -1,081   -1,081       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     98.6     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       14       18       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,800
COMMITMENTS
  48,790   16,610   66,906  205,112  244,327  320,807  327,842   39,992   32,958

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        491)
   2,528   -4,212    3,997   -6,926     -374     -401     -589      891    1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      4.6     18.5     56.8     67.7     88.9     90.9     11.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      41       29       50       64       74      130      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       85,083
COMMITMENTS
      62    4,598   24,035   53,295   49,724   77,391   78,357    7,691    6,726

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -341)
    -173   -1,203     -786     -698       24   -1,657   -1,965    1,317    1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.4     28.2     62.6     58.4     91.0     92.1      9.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        7       13       13       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,108
COMMITMENTS
   1,303      250      550   17,627   19,507   19,480   20,307    1,628      801

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -4,625)
    -148      150     -250   -3,753   -4,556   -4,151   -4,656     -474       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.2      2.6     83.5     92.4     92.3     96.2      7.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        4       45       41       51       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,035
COMMITMENTS
     930    2,700       75   18,395   16,250   19,400   19,025    1,635    2,010

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,006)
    -110      -50        0   -2,966   -3,056   -3,076   -3,106       70      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     12.8      0.4     87.4     77.3     92.2     90.4      7.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        1       23       20       26       23
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,544
COMMITMENTS
   4,744       50      300   11,185   14,037   16,229   14,387      315    2,157

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -401)
     -15        0        0     -461     -476     -476     -476       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      0.3      1.8     67.6     84.8     98.1     87.0      1.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,566
COMMITMENTS
       0        0        0    6,890    7,356    6,890    7,356      676      210

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -215)
       0        0        0     -165      -89     -165      -89      -50     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.1     97.2     91.1     97.2      8.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      909,535
COMMITMENTS
 152,288  214,436  304,040  361,859  338,273  818,187  856,750   91,348   52,786

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     19,250)
   5,157     -767    6,143    3,140    8,794   14,440   14,170    4,810    5,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     23.6     33.4     39.8     37.2     90.0     94.2     10.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      80       90      122       81       72      240      213
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,443
COMMITMENTS
   1,103        0    2,258   65,416   66,228   68,777   68,486    6,666    6,957

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,892)
     584      -25     -297   -4,030   -5,171   -3,743   -5,493     -149    1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      3.0     86.7     87.8     91.2     90.8      8.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        3       20       20       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,961
COMMITMENTS
   2,114        0      400   49,709   46,245   52,223   46,645   13,738   19,316

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -4,437)
    -306        0     -186   -8,256  -10,009   -8,748  -10,195    4,311    5,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.6     75.4     70.1     79.2     70.7     20.8     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       21       22       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,145
COMMITMENTS
       0        0        0   66,201   74,935   66,201   74,935   14,944    6,210

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -4,654)
       0        0        0  -10,038   -4,984  -10,038   -4,984    5,384      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.6     92.3     81.6     92.3     18.4      7.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,324
COMMITMENTS
       0    3,877    4,175   69,733   71,639   73,908   79,691   11,416    5,633

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -4,778)
       0    1,426     -216   -8,479   -5,721   -8,695   -4,511    3,917     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      4.9     81.7     84.0     86.6     93.4     13.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        3       22       21       25       24
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,064
COMMITMENTS
       0   10,809    5,421   91,999   81,709   97,420   97,939    8,644    8,125

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -6,802)
    -399    1,311     -475   -8,444   -7,099   -9,318   -6,263    2,516     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      5.1     86.7     77.0     91.9     92.3      8.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        2       16       24       18       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,910
COMMITMENTS
   3,025    2,797    4,792   77,218   84,712   85,035   92,301   11,875    4,609

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -6,518)
     976      752   -2,089   -8,314   -5,632   -9,427   -6,969    2,909      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.9      4.9     79.7     87.4     87.7     95.2     12.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        4       24       30       28       34
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,641,036
COMMITMENTS
  53,684  116,624  514,075  1068419  1005720  1636178  1636419    4,858    4,617

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     35,074)
   2,460    6,174   14,867   16,322   12,451   33,649   33,492    1,425    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      7.1     31.3     65.1     61.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      36       44       67       56       63      129      138
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,245
COMMITMENTS
   2,480    3,020        0   99,821   95,144  102,301   98,164    3,944    8,081

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:    -18,132)
  -4,092   -1,364     -496  -16,214  -20,762  -20,802  -22,622    2,670    4,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.8      0.0     94.0     89.6     96.3     92.4      3.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       15       18       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,755
COMMITMENTS
  10,625   10,583    4,615  198,322  201,234  213,562  216,432    8,193    5,323

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -9,658)
  -2,943   -1,484      179   -8,126   -7,358  -10,890   -8,663    1,232     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.8      2.1     89.4     90.7     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        1        4       37       38       44       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,156
COMMITMENTS
   4,084      952    3,213  124,143  136,931  131,440  141,096   12,716    3,060

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -6,582)
     481      155     -333   -6,668   -6,530   -6,520   -6,708      -62      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.7      2.2     86.1     95.0     91.2     97.9      8.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       29       27       32       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      251,130
COMMITMENTS
  23,711        0   10,259  200,284  227,137  234,254  237,396   16,876   13,734

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:    -13,052)
   4,344        0   -3,202  -13,457  -12,600  -12,315  -15,802     -737    2,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      4.1     79.8     90.4     93.3     94.5      6.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        4       34       36       38       40
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,910,014
COMMITMENTS
 648,403   88,367  888,633  1338953  1913130  2875989  2890130   34,025   19,884

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -8,857)
    -598      615  -22,029    6,477    5,196  -16,150  -16,218    7,293    7,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      3.0     30.5     46.0     65.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      38       23       55      103      102      168      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      947,811
COMMITMENTS
 110,572  127,372  178,086  654,469  639,092  943,127  944,550    4,684    3,261

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     26,970)
     430   -6,081   12,501   14,202   20,246   27,133   26,666     -163      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     13.4     18.8     69.1     67.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       17       36       42       42       84       84
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,850
COMMITMENTS
       0      316       58    1,692    1,349    1,750    1,723      100      127

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -235)
       0      -45       20     -313     -226     -293     -251       58       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.1      3.1     91.5     72.9     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        1        9       10       10       14
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      128,238
COMMITMENTS
   1,637    1,486    2,308  123,160  124,229  127,105  128,023    1,133      215

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      1,518)
     167      -58      -53    1,435    2,479    1,549    2,369      -31     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.2      1.8     96.0     96.9     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        5       34       33       39       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,581
COMMITMENTS
       0       44        0    7,261    7,473    7,261    7,517      320       64

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       98       98       98       98      -42      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,655
COMMITMENTS
     621        0      561   23,350   23,448   24,531   24,008    1,124    1,647

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        189)
       9       -1        3      230      -24      241      -22      -52      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      2.2     91.0     91.4     95.6     93.6      4.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       21       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,784
COMMITMENTS
       0      752      582   28,866   29,590   29,448   30,924    2,336      860

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:         73)
       0       90        0     -634     -609     -634     -519      707      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      1.8     90.8     93.1     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       22       24       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,022
COMMITMENTS
     772        0        0   11,152   11,902   11,924   11,902    1,098    1,120

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -294)
     -24        0        0     -320     -408     -344     -408       50      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     85.6     91.4     91.6     91.4      8.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       20       17       22       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,605
COMMITMENTS
       0        0        0   39,574   40,159   39,575   40,159    1,030      446

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        -33)
      -0        0        0       85      125       85      125     -118     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     98.9     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       23       22       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| 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:       12,604
COMMITMENTS
       0        0        0   12,056   12,226   12,056   12,226      548      378

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -544)
       0        0        0     -556     -524     -556     -524       12      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.7     97.0     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       20       23       20
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       20,323
COMMITMENTS
       0    1,114        0   20,154   19,040   20,154   20,154      169      169

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,743)
       0     -126        0   -1,722   -1,596   -1,722   -1,722      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      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 PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       90,695
COMMITMENTS
       0    5,905        0   90,695   84,790   90,695   90,695        0        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -5,061)
       0     -420        0   -5,061   -4,641   -5,061   -5,061        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.0    100.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       14       15       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,503,650
COMMITMENTS
       0   77,760        0  1503650  1425890  1503650  1503650        0        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:    -68,352)
       0   -3,840        0  -68,352  -64,512  -68,352  -68,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      141,991
COMMITMENTS
   7,019        0        0  134,972  141,025  141,991  141,025        0      966

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -8,696)
  -1,071        0        0   -7,625   -8,712   -8,696   -8,712        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     95.1     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       19       28       22       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,132,978
COMMITMENTS
 111,928        0        0  2021050  2132978  2132978  2132978        0        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:    -83,328)
   3,536        0        0  -86,864  -83,328  -83,328  -83,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      0.0     94.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       17       21       20       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       45,197
COMMITMENTS
      80    3,090        0   45,053   41,639   45,133   44,729       64      468

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,591)
      42     -105      -42   -3,570   -3,423   -3,570   -3,570      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.8      0.0     99.7     92.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       14       18       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,837
COMMITMENTS
   1,312        0      110   46,415   47,727   47,837   47,837        0        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:         40)
      22     -210        0       18      250       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.2     97.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       24       25       26       26
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      833,268
COMMITMENTS
  28,303   23,400    1,152  803,813  808,716  833,268  833,268        0        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     22,103)
   1,152        0   -1,152   22,103   23,255   22,103   22,103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.8      0.1     96.5     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       21       21       23       23
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,724
COMMITMENTS
     330       84       20   17,860   18,414   18,210   18,518      514      206

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,412)
      54        0      -54   -2,369   -2,378   -2,369   -2,432      -43       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.4      0.1     95.4     98.3     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       34       30       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,741
COMMITMENTS
     310        0        0    7,948    8,216    8,258    8,216      483      525

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -755)
     -27        0        0     -681     -834     -708     -834      -47       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     90.9     94.0     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       20       23       20
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,224
COMMITMENTS
     280        0      160   12,518   13,014   12,958   13,174      266       50

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,649)
     -10        0       25   -1,613   -1,634   -1,598   -1,609      -51      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      1.2     94.7     98.4     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       21       18       22       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,522
COMMITMENTS
       0      430      184    8,996    8,652    9,180    9,266      342      256

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        641)
       0      200     -156    1,699    1,291    1,543    1,335     -902     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      1.9     94.5     90.9     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       27       25       28       26
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,089
COMMITMENTS
       0       60       60    3,654    3,713    3,714    3,833      375      256

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        -34)
       0     -140      -20     -134      101     -154      -59      120       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      1.5     89.4     90.8     90.8     93.7      9.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       16       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,903,926
COMMITMENTS
 234,594  104,154  979,905  1575375  1700758  2789874  2784817  114,052  119,109

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:    113,581)
   3,983   -3,557   28,714   53,530   45,394   86,226   70,551   27,355   43,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      3.6     33.7     54.2     58.6     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     151       97      187       90      100      324      307
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,308
COMMITMENTS
   4,939   24,308   20,260   65,527   46,728   90,726   91,296    2,582    2,013

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,044)
     196   -1,068     -386   -1,881     -557   -2,071   -2,011       27      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     26.1     21.7     70.2     50.1     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6       13       16       20       29       33
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      210,853
COMMITMENTS
  35,149   35,364      893  137,591  129,427  173,633  165,684   37,220   45,169

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -5,825)
     287      658      236   -7,329   -5,987   -6,806   -5,093      981     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     16.8      0.4     65.3     61.4     82.3     78.6     17.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        4       26       26       31       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,244
COMMITMENTS
  32,481   10,643   48,302  116,198  138,738  196,981  197,683    3,264    2,561

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      7,610)
   4,024     -306    1,216    2,609    6,891    7,849    7,801     -240     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      5.3     24.1     58.0     69.3     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       15       38       30       30       73       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      599,822
COMMITMENTS
  43,390    2,639   73,639  458,059  502,134  575,087  578,411   24,735   21,411

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:        450)
     154       41    1,356   -1,425   -1,142       84      255      366      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.4     12.3     76.4     83.7     95.9     96.4      4.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        1       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,475
COMMITMENTS
     152    2,030      200   68,818   67,565   69,170   69,795    1,305      680

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -9,892)
       0      220     -195   -9,492   -9,812   -9,687   -9,787     -205     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.9      0.3     97.6     95.9     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        6        3       45       51       50       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,898
COMMITMENTS
  20,270   43,864   13,761  134,142  107,085  168,173  164,710    5,725    9,188

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      2,448)
   1,275   -2,185    1,804     -203    1,948    2,876    1,567     -428      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     25.2      7.9     77.1     61.6     96.7     94.7      3.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       17       18       25       25       46       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,273
COMMITMENTS
   2,493    3,525    2,326   32,580   32,675   37,399   38,526    3,874    2,747

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -185)
     403        0     -694      725    1,740      434    1,046     -619   -1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      8.5      5.6     78.9     79.2     90.6     93.3      9.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        6       15       16       22       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,508
COMMITMENTS
   4,755    2,001    1,645   68,924   78,112   75,324   81,758   30,184   23,750

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,641)
    -168      136        0   -8,934   -3,251   -9,102   -3,115    5,461     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      1.6     65.3     74.0     71.4     77.5     28.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       20       20       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,613
COMMITMENTS
       0    1,368        0   39,418   37,843   39,418   39,211      195      402

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,485)
    -400      -60        0   -3,070   -3,725   -3,470   -3,785      -15      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0     99.5     95.5     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        0       26       37       26       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,223
COMMITMENTS
  13,850    2,493       65    4,278   18,024   18,193   20,582    3,030      641

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      1,129)
     813       11        0     -216      802      597      813      532      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.3     11.7      0.3     20.2     84.9     85.7     97.0     14.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      82       15        1       14       29       97       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       29,743
COMMITMENTS
  19,956    2,001       34    4,844   26,597   24,834   28,632    4,909    1,111

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      1,152)
     699      115     -306        8    1,101      401      910      751      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1      6.7      0.1     16.3     89.4     83.5     96.3     16.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      82       12        2       15       30       99       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,381
COMMITMENTS
  50,202   14,206   23,604  127,917  163,044  201,723  200,854   15,658   16,527

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      3,562)
   6,593   -1,039    1,730   -7,253    1,004    1,071    1,694    2,491    1,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.5     10.9     58.8     75.0     92.8     92.4      7.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       26       34       71       83      135      128
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,702
COMMITMENTS
   1,124        0      285   14,620   14,212   16,029   14,497    4,673    6,205

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,280)
    -232        0      -43   -2,020   -3,856   -2,295   -3,899       15    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      1.4     70.6     68.7     77.4     70.0     22.6     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       15       15       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,766
COMMITMENTS
   2,004      100       50    6,217    8,048    8,271    8,198      495      568

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,655)
    -100       50     -100   -2,267   -2,367   -2,467   -2,417     -188     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.1      0.6     70.9     91.8     94.4     93.5      5.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        1       24       33       29       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,635
COMMITMENTS
   2,720      180       60   32,717   36,330   35,497   36,570    1,138       65

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,951)
    -200      180        0   -2,715   -3,190   -2,915   -3,010      -36       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.5      0.2     89.3     99.2     96.9     99.8      3.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       33       28       36       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,875
COMMITMENTS
     915        0        0   17,750   17,615   18,665   17,615      210    1,260

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -4,006)
     195        0     -195   -2,456   -3,746   -2,456   -3,941   -1,550      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.0     94.0     93.3     98.9     93.3      1.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       25       16       27       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,096
COMMITMENTS
     100       50        0   12,996   12,746   13,096   12,796        0      300

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -3,735)
       0      -50        0   -3,735   -3,685   -3,735   -3,735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.4      0.0     99.2     97.3    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       24       26       25       27
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,848
COMMITMENTS
     372      121        0    2,245    2,784    2,617    2,905    1,231      943

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -543)
     -28      -99        0     -555     -677     -583     -776       40      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      3.1      0.0     58.3     72.3     68.0     75.5     32.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       15       15       17       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,486
COMMITMENTS
     300        0        0   13,851   14,486   14,151   14,486      335        0

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,669)
       0        0        0   -2,597   -2,639   -2,597   -2,639      -72      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     95.6    100.0     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       18       24       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,581
COMMITMENTS
   2,407      358        0   15,830   18,038   18,237   18,396      344      185

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -2,407)
    -113     -356      -82   -2,108   -1,827   -2,303   -2,265     -104     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      1.9      0.0     85.2     97.1     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        0       26       31       30       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,874
COMMITMENTS
     495      267       18    8,039    8,280    8,552    8,565      322      309

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:       -991)
     244      -90       -1   -1,286     -977   -1,043   -1,068       52       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      3.0      0.2     90.6     93.3     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       18       22       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,309
COMMITMENTS
  10,507      270    2,571   39,252   51,682   52,330   54,523    2,979      786

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:     -1,812)
     -29        0      439   -2,254   -2,152   -1,844   -1,713       32      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.5      4.6     71.0     93.4     94.6     98.6      5.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        1        3       31       34       39       38
```

----

Updated October 9, 2008