```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,827
COMMITMENTS
   1,737      630        0   43,006   44,179   44,743   44,809       84       18

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,482)
     384        0        0    1,047    1,517    1,431    1,517       51      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.4      0.0     95.9     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        0       36       40       38       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,037
COMMITMENTS
     100        0        0   20,605   20,677   20,705   20,677      332      360

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,556)
       0        0        0    1,298    1,256    1,298    1,256      258      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     97.9     98.3     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       27       30       28       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,993
COMMITMENTS
       0      446      377    5,585    5,026    5,962    5,849    1,031    1,144

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        277)
       0       15      -11      655      231      644      235     -367       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      5.4     79.9     71.9     85.3     83.6     14.7     16.4

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 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,261
COMMITMENTS
     372      196      491    9,255    9,680   10,118   10,367    1,143      894

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        689)
      15       19      -15      704      743      704      747      -15      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.7      4.4     82.2     86.0     89.8     92.1     10.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        4       41       44       46       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,201
COMMITMENTS
      30      192       74    8,348    8,187    8,452    8,453      749      748

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        600)
       0        8      -35      434      428      399      401      201      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.1      0.8     90.7     89.0     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        2       47       55       49       59
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,378
COMMITMENTS
      76        0       80    3,767    3,709    3,923    3,789    1,455    1,589

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         97)
      15        0        0       95       62      110       62      -13       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      1.5     70.0     69.0     72.9     70.5     27.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       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 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,615
COMMITMENTS
       0        0        0    8,605    8,595    8,605    8,595       10       20

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        702)
       0        0        0      702      702      702      702        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     99.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,267
COMMITMENTS
  55,345   15,619   40,677  185,175  231,361  281,197  287,657   41,070   34,610

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -1,055)
  -2,465    3,328   -1,217    4,131   -6,398      449   -4,287   -1,504    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      4.8     12.6     57.5     71.8     87.3     89.3     12.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      49       25       49       74       79      148      135
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,287
COMMITMENTS
     975      443      487   19,687   20,323   21,149   21,253    1,138    1,034

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         60)
     100      -50      -50      240    1,535      290    1,435     -230   -1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.0      2.2     88.3     91.2     94.9     95.4      5.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        6        5       46       47       53       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,169
COMMITMENTS
     575    1,800       75   17,991   16,174   18,641   18,049    1,528    2,120

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        621)
       0     -300        0      621    1,071      621      771        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      8.9      0.4     89.2     80.2     92.4     89.5      7.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       25       23       27       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,195
COMMITMENTS
   6,289       50      300    9,546   13,763   16,135   14,113       60    2,082

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
     300        0        0     -300        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      0.3      1.9     58.9     85.0     99.6     87.1      0.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      750,106
COMMITMENTS
  83,931  251,215  256,682  323,134  187,492  663,747  695,389   86,359   54,717

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     32,667)
   1,021    8,386   19,401    4,820   -3,187   25,242   24,600    7,425    8,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     33.5     34.2     43.1     25.0     88.5     92.7     11.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      81       78      112       95       70      243      209
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,057
COMMITMENTS
   2,027       63    2,291   62,193   61,714   66,511   64,068    6,546    8,989

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -186)
     209       63     -187     -422      -62     -400     -186      214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.1      3.1     85.1     84.5     91.0     87.7      9.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       19       18       22       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,276
COMMITMENTS
   2,461        0    4,695   35,730   30,553   42,886   35,248    5,390   13,028

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -208)
   1,018        0     -817      703    2,942      904    2,125   -1,112   -2,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      9.7     74.0     63.3     88.8     73.0     11.2     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       11       15       14       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,505
COMMITMENTS
   2,149    2,869      400   67,464   65,801   70,013   69,070   10,492   11,435

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      6,733)
       0        0        0    9,422    9,628    9,422    9,628   -2,689   -2,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.6      0.5     83.8     81.7     87.0     85.8     13.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       27       28       30       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,632
COMMITMENTS
       0        0        0   71,747   79,261   71,747   79,261   14,885    7,371

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,749)
       0        0        0    1,870      958    1,870      958     -121      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.8     91.5     82.8     91.5     17.2      8.5

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 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,021
COMMITMENTS
   4,177      957    5,539   67,829   77,863   77,545   84,359   13,476    6,662

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      3,501)
   2,874   -2,982    1,425     -359    3,223    3,940    1,666     -439    1,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.1      6.1     74.5     85.5     85.2     92.7     14.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        4       23       22       27       27
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,456
COMMITMENTS
   1,611    8,959    5,155   88,573   78,674   95,339   92,788    6,117    8,668

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        501)
      45       48      -31      170       46      184       63      317      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.8      5.1     87.3     77.5     94.0     91.5      6.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       16       23       20       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       30,993
COMMITMENTS
       0    4,649    1,905   26,770   21,105   28,675   27,659    2,318    3,334

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,008)
       0    1,485     -461    1,457     -202      996      822       12      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.0      6.1     86.4     68.1     92.5     89.2      7.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       16       14       18       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,420
COMMITMENTS
   6,292    6,409    4,618   75,128   80,969   86,038   91,996   11,382    5,424

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      2,815)
     308      820     -190    2,880    3,133    2,998    3,763     -183     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      6.6      4.7     77.1     83.1     88.3     94.4     11.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        4       23       26       27       30
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,359
COMMITMENTS
   2,480    2,420        0  101,777   98,004  104,257  100,424    3,102    6,935

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        234)
       0        0        0    1,386    1,170    1,386    1,170   -1,152     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.3      0.0     94.8     91.3     97.1     93.5      2.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       18       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      222,827
COMMITMENTS
  11,921   10,153    3,350  198,804  204,006  214,075  217,509    8,752    5,318

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      2,403)
   2,984      338   -1,243     -420    2,876    1,321    1,971    1,082      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.6      1.5     89.2     91.6     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        1        4       40       38       46       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      145,857
COMMITMENTS
   4,298      859    2,378  126,354  137,420  133,030  140,657   12,827    5,200

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,763)
  -1,328        0   -1,193    3,942    2,118    1,421      925      342      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.6      1.6     86.6     94.2     91.2     96.4      8.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       28       24       30       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      245,474
COMMITMENTS
   8,198        0   16,335  202,989  217,926  227,522  234,261   17,952   11,213

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -1,129)
  -6,899        0    1,294    3,714     -454   -1,891      840      762   -1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      6.7     82.7     88.8     92.7     95.4      7.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        4       34       36       38       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,724
COMMITMENTS
     960        0    2,304   44,280   47,816   47,544   50,120    8,180    5,604

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
    -428        0        0      428        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      4.1     79.5     85.8     85.3     89.9     14.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       15       16       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,476
COMMITMENTS
     242    1,258      682   58,525   59,863   59,449   61,803    6,027    3,673

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -116)
       0        0        0      -26      -26      -26      -26      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.9      1.0     89.4     91.4     90.8     94.4      9.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       14       18       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,884,473
COMMITMENTS
 582,510  117,883  866,825  1400409  1880786  2849744  2865494   34,729   18,979

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     17,123)
 -16,419   10,588   19,085   13,639   -9,414   16,305   20,259      818   -3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      4.1     30.1     48.5     65.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      41       20       57      105      101      171      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      997,707
COMMITMENTS
 158,123  145,946  173,638  661,338  675,552  993,099  995,136    4,608    2,571

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     56,752)
  43,846    6,457    4,796    8,683   45,380   57,325   56,633     -573      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     14.6     17.4     66.3     67.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       28       40       43       40       89       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,493
COMMITMENTS
      70      701       47    2,286    1,599    2,403    2,347       90      146

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        306)
      16      147      -25      351      124      342      246      -36       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     28.1      1.9     91.7     64.1     96.4     94.1      3.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       14       12       16       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,384
COMMITMENTS
   1,780      216      804   36,926   39,083   39,510   40,103      874      281

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        756)
     662       80     -180      240      856      722      756       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      2.0     91.4     96.8     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       35       29       41       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,243
COMMITMENTS
       0       44        0    6,945    7,117    6,945    7,161      298       82

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     95.9     98.3     95.9     98.9      4.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       14       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,461
COMMITMENTS
      26       80      478   17,947   17,850   18,451   18,408    1,010    1,053

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        774)
     -30        0      -10      736      700      696      690       78       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      2.5     92.2     91.7     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       19       24       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,156
COMMITMENTS
       0    1,110      500   29,969   30,366   30,469   31,976    1,687      180

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        -74)
       0       -4        4     -156      -70     -152      -70       78       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      1.6     93.2     94.4     94.8     99.4      5.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,206
COMMITMENTS
     758        0        0   11,670   12,092   12,428   12,092      778    1,114

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         48)
       0        0        0      100       24      100       24      -52       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      0.0     88.4     91.6     94.1     91.6      5.9      8.4

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 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,914
COMMITMENTS
     702        0        0   13,467   14,272   14,169   14,272      745      642

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         74)
     702        0        0     -740      -56      -38      -56      112      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      0.0     90.3     95.7     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       21       21       23       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| 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:       12,058
COMMITMENTS
       0        0        0   10,868   11,324   10,868   11,324    1,190      734

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0     -124     -132     -124     -132       34       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.1     93.9     90.1     93.9      9.9      6.1

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
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,869
COMMITMENTS
       0      982        0   18,722   17,740   18,722   18,722      147      147

CHANGES FROM 11/09/09 (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      5.2      0.0     99.2     94.0     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13        8       13       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,289
COMMITMENTS
     220      400        0   53,234   53,789   53,454   54,189      835      100

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
       0      400        0        0     -400        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.7      0.0     98.1     99.1     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       20       10       21       11
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      886,299
COMMITMENTS
       0   31,040        0  886,299  855,259  886,299  886,299        0        0

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      3,880)
       0        0        0    3,880    3,880    3,880    3,880        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:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      100,476
COMMITMENTS
       0    5,575        0  100,178   94,861  100,178  100,436      298       40

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      2,375)
       0        0        0    2,077    2,335    2,077    2,335      298       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      0.0     99.7     94.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       15       17       17
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,650,680
COMMITMENTS
       0   73,840        0  1650680  1576840  1650680  1650680        0        0

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     40,908)
       0        0        0   40,908   40,908   40,908   40,908        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.0    100.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       12       16       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      173,819
COMMITMENTS
   6,777        0        0  167,042  173,084  173,819  173,084        0      735

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,983)
     440        0        0    1,543    1,983    1,983    1,983        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     96.1     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       21       28       24       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,765,151
COMMITMENTS
 107,616        0        0  2657535  2765151  2765151  2765151        0        0

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     74,488)
       0        0        0   74,488   74,488   74,488   74,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     96.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       20       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,213
COMMITMENTS
      80    3,090        0   62,091   58,677   62,171   61,767       42      446

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.0      0.0     99.8     94.3     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,032,968
COMMITMENTS
       0   83,880        0  1032968  949,088  1032968  1032968        0        0

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -1,960)
       0        0        0   -1,960   -1,960   -1,960   -1,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      0.0    100.0     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       51,911
COMMITMENTS
   3,850      579       45   47,761   51,247   51,656   51,871      255       40

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
   2,560        0        0   -2,560        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.1      0.1     92.0     98.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      966,164
COMMITMENTS
  82,660   35,400        0  883,504  930,764  966,164  966,164        0        0

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      9,803)
  46,640        0        0  -36,837    9,803    9,803    9,803        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.7      0.0     91.4     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| 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
     280       84       20   15,773   16,284   16,073   16,388      471      156

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.5      0.1     95.3     98.4     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       29       31       30       33
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,396
COMMITMENTS
     285        0        0    6,391    6,921    6,676    6,921      720      475

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -90      -60      -90      -60       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     86.4     93.6     90.3     93.6      9.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       21       25       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,991
COMMITMENTS
     235        0      155   11,381   11,770   11,771   11,925      220       66

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         22)
      11        0       24       22       22       57       46      -35      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      1.3     94.9     98.2     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       25       19       26       20
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,701
COMMITMENTS
      83      310       24   13,133   13,187   13,240   13,521      461      180

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,375)
      83       50     -122    1,282    1,368    1,243    1,296      132       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.3      0.2     95.9     96.2     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       27       28       29       29
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,705
COMMITMENTS
       0      285       25    8,391    8,335    8,416    8,645      289       60

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,626)
       0        0        0    1,771    1,596    1,771    1,596     -145       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.3     96.4     95.7     96.7     99.3      3.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       16       15       17
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,867
COMMITMENTS
       0      240       55    5,402    5,351    5,457    5,646      410      221

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        328)
       0       70      -30      442      252      412      292      -84       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.9     92.1     91.2     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       20       18       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,250,074
COMMITMENTS
 250,170  163,822  249,372  609,511  722,123  1109053  1135317  141,021  114,757

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     15,122)
 -19,709  -18,012   -3,268    1,375    2,916  -21,602  -18,364   36,724   33,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     13.1     19.9     48.8     57.8     88.7     90.8     11.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     114       87      144       84      100      282      259
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,968
COMMITMENTS
  38,162   34,276    2,293  147,092  129,732  187,547  166,301   20,421   41,667

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,618)
     276    1,022       60    8,690    1,723    9,026    2,805   -7,408   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     16.5      1.1     70.7     62.4     90.2     80.0      9.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        6       32       32       39       40
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,223
COMMITMENTS
     182    1,435      275   83,913   83,458   84,370   85,168    1,853    1,055

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      7,340)
       0     -175       75    7,212    7,390    7,287    7,290       53       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.7      0.3     97.3     96.8     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        3        2       48       54       51       59
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      149,746
COMMITMENTS
  22,434   30,497   15,736  105,304   95,207  143,474  141,440    6,272    8,306

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -6,591)
   3,977  -16,288    4,255  -14,358    5,447   -6,126   -6,586     -465       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     20.4     10.5     70.3     63.6     95.8     94.5      4.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       13       17       26       25       51       44
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,902
COMMITMENTS
     496    2,641    1,480   19,641   17,805   21,617   21,926    2,285    1,976

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -9,479)
  -2,088       -1     -909   -5,392   -8,787   -8,389   -9,697   -1,090      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     11.0      6.2     82.2     74.5     90.4     91.7      9.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       13       15       17       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,392
COMMITMENTS
   1,980    2,250    1,739   74,080   79,691   77,799   83,680   27,593   21,712

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,366)
       0     -524      198    5,826      -98    6,024     -424   -4,658    1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.1      1.7     70.3     75.6     73.8     79.4     26.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       26       23       29       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,162
COMMITMENTS
       0    1,218        0   42,082   40,047   42,082   41,265       80      897

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      4,395)
       0      180        0    4,445    3,460    4,445    3,640      -50      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0     99.8     95.0     99.8     97.9      0.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        0       26       37       26       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,534
COMMITMENTS
  14,849    1,482      416    4,101   19,946   19,366   21,844    3,168      690

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         27)
     461     -222      281     -890      -37     -148       22      175        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.9      6.6      1.8     18.2     88.5     85.9     96.9     14.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      88       12        3       19       28      108       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,656
COMMITMENTS
  23,679    1,834      205    5,412   31,596   29,296   33,635    5,360    1,021

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,882)
   1,782      252      108     -412    1,632    1,478    1,992      404     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3      5.3      0.6     15.6     91.2     84.5     97.1     15.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      90       13        3       13       32      106       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      269,477
COMMITMENTS
  79,741   18,953   24,982  142,601  209,042  247,324  252,977   22,153   16,500

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     16,877)
     778    2,823    2,659   13,294   10,693   16,731   16,175      146      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      7.0      9.3     52.9     77.6     91.8     93.9      8.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      68       22       47       79       92      169      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,083
COMMITMENTS
   1,896        0      440   15,032   16,175   17,368   16,615    5,715    6,468

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      400      647      400      647      200      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      1.9     65.1     70.1     75.2     72.0     24.8     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        3       17       18       20       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,474
COMMITMENTS
   1,454        0       75    6,492    7,993    8,021    8,068      453      406

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        235)
       0        0       25      260      410      285      435      -50     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      0.0      0.9     76.6     94.3     94.7     95.2      5.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        0        2       27       32       33       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,429
COMMITMENTS
   2,499        0        0   39,659   43,119   42,158   43,119    1,271      310

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,120)
       0        0        0    1,390    1,120    1,390    1,120     -270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     91.3     99.3     97.1     99.3      2.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       34       30       36       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,900
COMMITMENTS
   2,860        0        0   18,760   20,640   21,620   20,640      280    1,260

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,120)
   1,200        0        0      -80    1,120    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      0.0     85.7     94.2     98.7     94.2      1.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       25       15       27       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,140
COMMITMENTS
   2,500       50        0   12,490   13,840   14,990   13,890      150    1,250

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      200       50      200       50       50      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.3      0.0     82.5     91.4     99.0     91.7      1.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        0       27       29       30       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,885
COMMITMENTS
     201       90        0    2,645    3,026    2,846    3,116    1,039      769

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:         86)
       6        0        0       66      -48       72      -48       14      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.3      0.0     68.1     77.9     73.3     80.2     26.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       19       17       20       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,563
COMMITMENTS
     420        0        0   14,898   15,553   15,318   15,553      245       10

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        249)
       0        0        0      249      249      249      249        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     95.7     99.9     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       20       22       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,112
COMMITMENTS
   2,126        0       27   15,840   18,007   17,993   18,034      119       78

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -408)
       0        0        0     -312     -216     -312     -216      -96     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.0      0.1     87.5     99.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        2       30       35       35       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,717
COMMITMENTS
     262      294       58    9,361    9,305    9,681    9,657       36       60

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        223)
    -318      116       58      822      253      562      427     -339     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.0      0.6     96.3     95.8     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       22       22       24       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,797
COMMITMENTS
  10,819      598    1,338   39,115   50,370   51,272   52,306    2,525    1,491

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -894)
    -528       60      201     -273     -711     -600     -450     -294     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      1.1      2.5     72.7     93.6     95.3     97.2      4.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        3       32       37       38       42
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,984
COMMITMENTS
   5,399      550    1,602   13,341   18,447   20,342   20,599    3,642    3,385

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      2.3      6.7     55.6     76.9     84.8     85.9     15.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       12       14       17       19
```

----

Updated November 20, 2009