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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,539
COMMITMENTS
   1,353      630        0   41,114   41,897   42,467   42,527       72       12

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,605)
       0        0        0   -5,425   -5,537   -5,425   -5,537     -180      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.5      0.0     96.7     98.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        0       34       40       35       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,062
COMMITMENTS
     100        0        0   18,890   19,002   18,990   19,002       72       60

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,822)
     -50     -120        0   -1,799   -1,666   -1,849   -1,786       27      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.1     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       24       28       25       28
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,725
COMMITMENTS
       0      431      388    4,952    4,815    5,340    5,634    1,385    1,091

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -470)
       0      -39        0     -543     -468     -543     -507       73       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      5.8     73.6     71.6     79.4     83.8     20.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       18       19       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,200
COMMITMENTS
     352      202      506    7,946    8,328    8,804    9,036    1,396    1,164

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,239)
    -103       13      -14   -1,133   -1,109   -1,250   -1,110       11     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.0      5.0     77.9     81.6     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        4       37       41       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,166
COMMITMENTS
      30      162      114    7,467    7,351    7,611    7,627      555      539

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,049)
      -7      -74       17   -1,757   -1,705   -1,747   -1,762     -302     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.0      1.4     91.4     90.0     93.2     93.4      6.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        3       44       56       47       61
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,572
COMMITMENTS
       0        0        0    7,562    7,552    7,562    7,552       10       20

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -535)
       0        0        0     -530     -535     -530     -535       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     99.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,574
COMMITMENTS
  58,960   13,548   41,267  170,599  234,449  270,826  289,264   44,748   26,310

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -4,905)
    -493   -1,709    3,033      203   -4,881    2,743   -3,557   -7,648   -1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.3     13.1     54.1     74.3     85.8     91.7     14.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       25       49       72       81      147      136
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,722
COMMITMENTS
     714      393      587   17,863   16,943   19,164   17,923      558    1,799

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -6,774)
    -127       -2     -148   -5,299   -6,376   -5,574   -6,526   -1,200     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.0      3.0     90.6     85.9     97.2     90.9      2.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        5        6       46       45       53       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,698
COMMITMENTS
     700    2,700      225   17,245   14,503   18,170   17,428    1,528    2,270

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,042)
    -225        0        0   -1,755   -2,002   -1,980   -2,002      -62      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     13.7      1.1     87.5     73.6     92.2     88.5      7.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       23       20       27       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,895
COMMITMENTS
   5,389       50      300   10,146   13,463   15,835   13,813       60    2,082

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -790)
    -555        0        0     -155     -790     -710     -790      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      0.3      1.9     63.8     84.7     99.6     86.9      0.4     13.1

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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      689,411
COMMITMENTS
  73,392  231,042  242,835  304,460  175,623  620,687  649,500   68,724   39,911

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -33,186)
  -2,956      856    6,290    4,541   -5,350    7,875    1,796  -41,061  -34,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     33.5     35.2     44.2     25.5     90.0     94.2     10.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      73       76      105       91       71      228      197
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,202
COMMITMENTS
   1,942        0    2,400   62,624   61,909   66,966   64,309    6,236    8,893

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,910)
     105        0     -274   -3,402   -5,264   -3,571   -5,538     -339    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      3.3     85.5     84.6     91.5     87.9      8.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        3       19       18       22       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,484
COMMITMENTS
   1,443        0    5,512   35,027   27,611   41,982   33,123    6,502   15,361

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -4,220)
      94   -2,031       28   -3,616   -1,922   -3,494   -3,925     -726     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0     11.4     72.2     56.9     86.6     68.3     13.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       11       13       14       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,294
COMMITMENTS
   1,955    2,869      400   52,330   49,419   54,685   52,688   13,609   15,606

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,927)
    -314    2,869     -270   -2,998   -5,961   -3,582   -3,362     -345     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.2      0.6     76.6     72.4     80.1     77.1     19.9     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       23       26       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,487
COMMITMENTS
       0        0        0   69,697   77,695   69,697   77,695   13,790    5,792

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,250)
       0        0        0   -1,549   -1,832   -1,549   -1,832     -701     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.5     93.1     83.5     93.1     16.5      6.9

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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,727
COMMITMENTS
     817    2,835    4,969   68,440   74,170   74,226   81,974   12,501    4,753

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,544)
     577     -474     -117   -5,012   -4,448   -4,552   -5,039     -992     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      5.7     78.9     85.5     85.6     94.5     14.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       22       21       24       25
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,061
COMMITMENTS
     836    8,672    5,033   88,466   77,898   94,335   91,603    5,726    8,458

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -6,126)
     836   -1,099     -456   -5,866   -3,828   -5,486   -5,383     -640     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      8.7      5.0     88.4     77.9     94.3     91.5      5.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       16       23       19       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,972
COMMITMENTS
       0    3,208    2,353   25,313   21,263   27,666   26,824    2,306    3,148

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,514)
       0      198     -566   -2,899   -2,216   -3,465   -2,584      951       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.7      7.9     84.5     70.9     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       14       18       16
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,310
COMMITMENTS
   3,606    3,977    3,532   71,637   77,167   78,775   84,676   12,535    6,634

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,438)
     477      425      229   -5,983   -6,516   -5,277   -5,862     -161      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.4      3.9     78.5     84.5     86.3     92.7     13.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       25       25       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,476
COMMITMENTS
   2,480    2,420        0   99,549   95,992  102,029   98,412    5,447    9,064

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,437)
       0     -600        0   -3,116   -1,820   -3,116   -2,420    1,679      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.3      0.0     92.6     89.3     94.9     91.6      5.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       16       18       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,601
COMMITMENTS
   7,258   11,850    4,819  198,863  197,108  210,940  213,777    6,661    3,824

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,448)
  -1,685   -1,601      404   -7,415   -9,191   -8,696  -10,388   -1,752      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.4      2.2     91.4     90.6     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        2        4       39       38       45       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,876
COMMITMENTS
   4,517      859    2,818  124,960  135,080  132,295  138,757   10,581    4,119

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -7,597)
    -160     -156     -290   -7,272   -7,181   -7,722   -7,627      125       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.6      2.0     87.5     94.5     92.6     97.1      7.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       29       26       32       29
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,289
COMMITMENTS
  20,589        0   12,759  193,095  217,396  226,443  230,155   15,846   12,134

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,534)
    -555     -178   -2,425   -9,576   -9,734  -12,556  -12,337    2,022    1,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      5.3     79.7     89.7     93.5     95.0      6.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        0        5       33       34       38       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,668
COMMITMENTS
   1,388        0    2,304   43,796   47,816   47,488   50,120    8,180    5,548

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -330)
    -258        0      -10      396      233      128      223     -458     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      4.1     78.7     85.9     85.3     90.0     14.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       15       16       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,852,888
COMMITMENTS
 596,639   79,598  858,126  1364065  1894000  2818830  2831724   34,058   21,164

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -95,125)
 -32,390  -21,785  -19,722  -48,136  -58,764 -100,248 -100,271    5,123    5,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      2.8     30.1     47.8     66.4     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       24       52      102       98      166      153
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      931,766
COMMITMENTS
 112,642  121,077  172,273  632,984  628,518  917,899  921,868   13,867    9,898

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:   -107,832)
 -56,203  -26,607  -21,233  -43,497  -64,259 -120,933 -112,099   13,101    4,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     13.0     18.5     67.9     67.5     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       21       37       41       39       84       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,755
COMMITMENTS
       0      496       45    1,590    1,087    1,635    1,628      120      127

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -449)
       0       53       -7     -522     -507     -529     -461       80       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.3      2.6     90.6     61.9     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       12       14       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,630
COMMITMENTS
     538      216      924   36,149   37,209   37,611   38,349    1,019      281

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -739)
     -32      -40      -60     -752     -619     -844     -719      105      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.6      2.4     93.6     96.3     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        4       35       29       41       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,069
COMMITMENTS
       0       44        0    6,771    6,943    6,771    6,987      298       82

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -598)
       0        0        0     -576     -616     -576     -616      -22       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     95.8     98.2     95.8     98.8      4.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,021
COMMITMENTS
      56       80      488   17,565   17,484   18,109   18,052      912      969

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -499)
     -22        0        0     -385     -482     -407     -482      -92      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.4      2.6     92.3     91.9     95.2     94.9      4.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,094
COMMITMENTS
       0    1,234      436   29,754   30,240   30,190   31,910    1,904      184

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        -37)
       0       70      -30      452       23      422       63     -459     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      1.4     92.7     94.2     94.1     99.4      5.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       23       28       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,080
COMMITMENTS
     758        0        0   11,492   11,990   12,250   11,990      830    1,090

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -312)
     -14        0        0     -320     -202     -334     -202       22     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     87.9     91.7     93.7     91.7      6.3      8.3

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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,818
COMMITMENTS
       0        0        0   14,195   14,310   14,195   14,310      623      508

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        656)
       0        0        0    1,112      424    1,112      424     -456      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.8     96.6     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       22       21       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| 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:       11,712
COMMITMENTS
       0        0        0   11,012   11,324   11,012   11,324      700      388

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -536)
       0        0        0     -556     -526     -556     -526       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.0     96.7     94.0     96.7      6.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       21       23       21
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,649
COMMITMENTS
       0      982        0   18,502   17,520   18,502   18,502      147      147

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,874)
       0     -132        0   -1,852   -1,720   -1,852   -1,852      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     99.2     93.9     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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       52,468
COMMITMENTS
       0        0        0   51,633   52,368   51,633   52,368      835      100

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,046)
    -264      -44        0   -1,672   -2,002   -1,936   -2,046     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     99.8     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        9       19        9
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      858,979
COMMITMENTS
       0   31,040        0  858,979  827,939  858,979  858,979        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -31,752)
       0        0        0  -31,752  -31,752  -31,752  -31,752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       14        7       14       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       90,909
COMMITMENTS
       0    5,575        0   90,909   85,334   90,909   90,909        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,440)
       0     -330        0   -3,440   -3,110   -3,440   -3,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,497,740
COMMITMENTS
       0   73,840        0  1497740  1423900  1497740  1497740        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -65,766)
       0   -3,920        0  -65,766  -61,846  -65,766  -65,766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      165,316
COMMITMENTS
   6,557        0        0  158,759  164,581  165,316  164,581        0      735

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -7,190)
    -462        0        0   -6,708   -7,060   -7,170   -7,060      -20     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     96.0     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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,581,887
COMMITMENTS
 107,616        0        0  2474271  2581887  2581887  2581887        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:   -102,784)
  -4,312        0        0  -98,472 -102,784 -102,784 -102,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     95.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       20       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       61,448
COMMITMENTS
      80    3,090        0   61,326   57,912   61,406   61,002       42      446

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,756)
       0        0        0   -1,734   -1,734   -1,734   -1,734      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.0      0.0     99.8     94.2     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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,034,928
COMMITMENTS
       0   83,880        0  1034928  951,048  1034928  1034928        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,726)
       0   21,560        0  -10,726  -32,286  -10,726  -10,726        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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       51,422
COMMITMENTS
   1,290      579       45   49,832   50,758   51,167   51,382      255       40

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      2,272)
    -247      149      -65    2,584    2,188    2,272    2,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.1      0.1     96.9     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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      923,657
COMMITMENTS
  36,020   35,400        0  887,637  888,257  923,657  923,657        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     29,528)
   5,845     -872   -3,920   27,603   34,320   29,528   29,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.8      0.0     96.1     96.2    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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,874
COMMITMENTS
     330      195       20   18,075   18,498   18,425   18,713      449      161

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        192)
       0      111        0      192       81      192      192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.0      0.1     95.8     98.0     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       28       31       29       34
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,366
COMMITMENTS
     305        0       25    6,526    6,911    6,856    6,936      510      430

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,118)
      -5        0       25   -1,093   -1,168   -1,073   -1,143      -45       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.3     88.6     93.8     93.1     94.2      6.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       23       20       25       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,965
COMMITMENTS
     224        0      131   11,359   11,743   11,714   11,874      251       91

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,204)
     -45        0       -5   -1,118   -1,194   -1,168   -1,199      -36       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      1.1     94.9     98.1     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       18       23       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,615
COMMITMENTS
       0      432      130   11,980   11,946   12,110   12,508      505      107

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        526)
       0        0        0      567      500      567      500      -41       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.0     95.0     94.7     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       27       29       29       31
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,579
COMMITMENTS
       0      170       85    5,000    5,109    5,085    5,364      494      215

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -321)
       0      110       15     -410     -240     -395     -115       74     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      1.5     89.6     91.6     91.1     96.1      8.9      3.9

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 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,191,055
COMMITMENTS
 277,025  173,208  262,921  578,797  694,916  1118743  1131045   72,312   60,010

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -29,485)
  -8,450   -2,648  -13,349    5,406   22,782  -16,393    6,785  -13,092  -36,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.5     22.1     48.6     58.3     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     132       97      149       88      100      299      274
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,986
COMMITMENTS
  37,797   32,867    1,818  138,280  126,327  177,895  161,012   28,091   44,974

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -14,883)
     303   -3,899      -21  -10,661  -12,807  -10,379  -16,727   -4,504    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     16.0      0.9     67.1     61.3     86.4     78.2     13.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        5       30       30       36       38
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       76,968
COMMITMENTS
     302    1,685      200   75,241   74,653   75,743   76,538    1,225      430

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,158)
     150     -445     -150   -2,008   -1,538   -2,008   -2,133   -1,150   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.2      0.3     97.8     97.0     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        3       44       53       49       58
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,037
COMMITMENTS
  19,396   48,541   12,670  134,448  104,036  166,514  165,247    6,523    7,790

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      5,538)
      91    4,984      567    4,903     -234    5,561    5,317      -23      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     28.1      7.3     77.7     60.1     96.2     95.5      3.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       18       17       24       24       45       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,045
COMMITMENTS
   2,234    2,825    3,479   30,685   32,091   36,398   38,395    3,647    1,650

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      1,800)
    -550        0    1,300      800      800    1,550    2,100      250     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.1      8.7     76.6     80.1     90.9     95.9      9.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        7       14       15       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,703
COMMITMENTS
   4,045    2,885    1,785   65,111   78,309   70,941   82,979   31,762   19,724

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,907)
    -570     -150      -90   -5,848   -1,921   -6,508   -2,161      601   -3,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.8      1.7     63.4     76.2     69.1     80.8     30.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       23       21       27       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,552
COMMITMENTS
       0    1,343        0   37,422   36,067   37,422   37,410      130      142

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,461)
       0      -25        0   -3,396   -3,476   -3,396   -3,501      -65       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     99.7     96.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        0       25       36       25       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,255
COMMITMENTS
  14,282    1,746      191    5,115   19,876   19,588   21,813    2,667      442

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -439)
    -507     -139       78      283     -342     -146     -403     -293      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2      7.8      0.9     23.0     89.3     88.0     98.0     12.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      82       12        5       15       31      101       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,269
COMMITMENTS
  21,025    1,721        6    5,535   28,869   26,566   30,596    4,703      673

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -380)
     221      344      -36       87      -61      272      247     -652     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2      5.5      0.0     17.7     92.3     85.0     97.8     15.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      86       11        2       11       31       98       43
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      251,089
COMMITMENTS
  84,909   15,388   20,806  124,305  199,269  230,020  235,463   21,069   15,626

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      3,337)
   5,083    1,023   -1,390   12,557    5,434   16,250    5,067  -12,913   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      6.1      8.3     49.5     79.4     91.6     93.8      8.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      73       18       43       72       80      163      127
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,384
COMMITMENTS
   1,704        0      440   15,388   16,457   17,532   16,897    4,852    5,487

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,054)
    -290        0       -4   -2,145   -2,921   -2,439   -2,925     -615     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      2.0     68.7     73.5     78.3     75.5     21.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       19       19       22       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,189
COMMITMENTS
   1,454        0       50    6,182    7,633    7,686    7,683      503      506

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,418)
    -675      -50     -100   -1,478   -2,003   -2,253   -2,153     -165     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      0.0      0.6     75.5     93.2     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        0        1       26       29       32       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,915
COMMITMENTS
   2,619        0        0   38,055   41,605   40,674   41,605    1,241      310

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -259)
    -250        0        0       84     -259     -166     -259      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      0.0     90.8     99.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       32       31       34       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,820
COMMITMENTS
     460        0        0   18,080   17,560   18,540   17,560      280    1,260

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,530)
    -455        0        0   -3,025   -3,530   -3,480   -3,530      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     96.1     93.3     98.5     93.3      1.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       15       25       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,790
COMMITMENTS
   2,200       50      150   12,340   13,540   14,690   13,740      100    1,050

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -550)
     300        0        0     -850     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.3      1.0     83.4     91.5     99.3     92.9      0.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        1       25       27       29       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,765
COMMITMENTS
     399       90        0    2,334    3,044    2,733    3,134    1,032      631

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -371)
      32      -31        0     -224        6     -192      -25     -179     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      2.4      0.0     62.0     80.8     72.6     83.2     27.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       19       18       21       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,068
COMMITMENTS
     420        0        0   14,403   15,058   14,823   15,058      245       10

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,526)
       0        0        0   -3,441   -3,511   -3,441   -3,511      -85      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     95.6     99.9     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,654
COMMITMENTS
   2,367      260       27   14,775   17,286   17,169   17,573      485       81

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,150)
    -384      -98        0   -1,662   -1,985   -2,046   -2,083     -104      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      1.5      0.2     83.7     97.9     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        2       28       32       34       35
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,410
COMMITMENTS
     934      178        0    8,440    9,172    9,374    9,350       36       60

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,066)
     -27      -89      -18     -898     -846     -943     -953     -123     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      1.9      0.0     89.7     97.5     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       22       23       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/03/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,256
COMMITMENTS
  12,811      390    1,178   37,694   50,828   51,683   52,396    2,573    1,860

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,968)
     326      -30     -352   -2,120   -2,114   -2,146   -2,496     -822     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.7      2.2     69.5     93.7     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        2        3       30       36       38       41
```

----

Updated November 6, 2009