```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,587
COMMITMENTS
     956      225      157   35,284   36,136   36,397   36,518      190       69

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,752)
     191     -124      -11   -5,866   -5,563   -5,686   -5,698      -66      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.6      0.4     96.4     98.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        1       36       35       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,445
COMMITMENTS
     250      120       75   23,030   23,130   23,355   23,325       90      120

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,824)
    -250        0        0   -1,559   -1,804   -1,809   -1,804      -15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.5      0.3     98.2     98.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       29       31       31       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,185
COMMITMENTS
     322      216      472    5,640    5,723    6,434    6,411      751      774

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -542)
    -131        0        0     -274     -491     -405     -491     -137      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.0      6.6     78.5     79.7     89.5     89.2     10.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       23       21       24       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,037
COMMITMENTS
     165       59      576    9,057    9,159    9,798    9,794    1,239    1,243

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,319)
    -354       59      -41   -1,255   -1,505   -1,650   -1,487      331      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.5      5.2     82.1     83.0     88.8     88.7     11.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        4       36       40       40       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,137
COMMITMENTS
     240      125      130    7,017    7,020    7,387    7,275      750      862

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,010)
       9      125     -130     -957   -1,061   -1,078   -1,066       68       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.5      1.6     86.2     86.3     90.8     89.4      9.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        1       46       52       47       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,972
COMMITMENTS
     690        0        0    1,720    2,606    2,410    2,606      562      366

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -424)
     -90        0        0     -279     -422     -369     -422      -55       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      0.0      0.0     57.9     87.7     81.1     87.7     18.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       20       17       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,297
COMMITMENTS
       0        0        0    1,400    1,437    1,400    1,437      897      860

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -426)
       0        0        0     -481     -335     -481     -335       55      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     60.9     62.6     60.9     62.6     39.1     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       13       12       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,889
COMMITMENTS
       0        0        0    7,829    7,829    7,829    7,829       60       60

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -546)
       0        0        0     -496     -546     -496     -546      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      347,272
COMMITMENTS
  48,276   15,186   62,562  192,160  236,858  302,998  314,606   44,274   32,666

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      4,695)
   2,118   -2,223    2,007   -2,616    3,676    1,510    3,460    3,185    1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      4.4     18.0     55.3     68.2     87.3     90.6     12.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      36       20       46       65       71      124      121
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       79,214
COMMITMENTS
   1,271    4,737   22,760   49,218   47,238   73,249   74,734    5,965    4,480

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      2,413)
    -213   -1,150    1,571      864    1,687    2,222    2,108      191      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      6.0     28.7     62.1     59.6     92.5     94.3      7.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,067
COMMITMENTS
     500        0      525   17,479   17,622   18,504   18,147      563      920

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,350)
     200      -90      -75   -5,275   -5,255   -5,150   -5,420     -200       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      2.8     91.7     92.4     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        0        4       40       45       46       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,725
COMMITMENTS
     905    1,200      100   18,380   19,265   19,385   20,565    2,340    1,160

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,240)
      85    1,200     -100   -1,175   -2,340   -1,190   -1,240      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.5      0.5     84.6     88.7     89.2     94.7     10.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       24       28       28       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,274
COMMITMENTS
   5,029       50      771   12,234   15,638   18,034   16,459      240    1,815

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -440)
     -15        0        0     -425     -440     -440     -440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      0.3      4.2     66.9     85.6     98.7     90.1      1.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       16       16       18
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,777
COMMITMENTS
       0        0        0    7,159    7,511    7,159    7,511      618      266

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -334)
       0        0        0     -295     -323     -295     -323      -39      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.1     96.6     92.1     96.6      7.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       14       13       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      942,669
COMMITMENTS
 140,745  226,197  342,872  372,022  334,605  855,639  903,674   87,030   38,995

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      3,956)
 -12,391   -1,571   16,912    7,093   -3,377   11,614   11,965   -7,658   -8,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     24.0     36.4     39.5     35.5     90.8     95.9      9.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      88       94      118       87       75      249      221
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,207
COMMITMENTS
     760      120    2,601   73,636   73,426   76,997   76,147    4,210    5,060

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -4,227)
  -1,077     -130      867   -3,334   -4,509   -3,544   -3,772     -683     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.1      3.2     90.7     90.4     94.8     93.8      5.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       26       27       29       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,556
COMMITMENTS
     552    4,567    4,074   37,591   25,380   42,217   34,021    7,339   15,535

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,373)
    -248   -7,334    2,157   -6,407   -1,411   -4,498   -6,588     -875    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      9.2      8.2     75.9     51.2     85.2     68.7     14.8     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        3       17       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,636
COMMITMENTS
   3,615        0      892   64,332   63,658   68,839   64,550    6,797   11,086

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -7,687)
  -1,745        0     -552   -4,734   -6,732   -7,031   -7,284     -656     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      1.2     85.1     84.2     91.0     85.3      9.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       26       27       30       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,742
COMMITMENTS
       0        0        0   75,807   79,427   75,807   79,427   10,935    7,315

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,197)
       0        0        0   -4,336   -3,995   -4,336   -3,995     -861   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     91.6     87.4     91.6     12.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       22       24       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,059
COMMITMENTS
   5,226    1,096    4,903   65,125   73,211   75,254   79,210    7,805    3,849

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,051)
    -590      -68     -405   -4,254   -3,546   -5,249   -4,019      198   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.3      5.9     78.4     88.1     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        4       25       26       29       31
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,723
COMMITMENTS
       0    5,071    6,305   96,303   91,890  102,608  103,266    6,115    5,457

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -8,564)
       0     -604     -995   -7,963   -6,572   -8,958   -8,171      394     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      5.8     88.6     84.5     94.4     95.0      5.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        3       19       28       22       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,700
COMMITMENTS
       0    5,743    1,637   30,977   22,579   32,614   29,959    2,086    4,741

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,041)
       0     -462        0   -1,706   -1,133   -1,706   -1,595     -335     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.6      4.7     89.3     65.1     94.0     86.3      6.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,564
COMMITMENTS
  11,812    7,377    9,788   45,976   47,302   67,576   64,467    3,988    7,097

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      3,275)
   8,987     -755     -463   -4,653    5,002    3,871    3,784     -596     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     10.3     13.7     64.2     66.1     94.4     90.1      5.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,434
COMMITMENTS
       0        0        0   33,659   41,373   33,659   41,373   15,775    8,061

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,798)
    -150        0     -310   -4,518   -2,770   -4,978   -3,080    2,180      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     68.1     83.7     68.1     83.7     31.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,242
COMMITMENTS
   5,943      259    5,902   73,085   80,812   84,930   86,973    7,312    5,269

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -6,306)
  -2,832      -83     -209   -3,502   -4,785   -6,543   -5,077      237   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.3      6.4     79.2     87.6     92.1     94.3      7.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        5       26       31       31       36
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,863,218
COMMITMENTS
  33,501  122,478  629,554  1195831  1107926  1858887  1859958    4,332    3,260

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      9,867)
      26  -13,546   11,388   -1,266   12,384   10,148   10,226     -281     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.6     33.8     64.2     59.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      29       41       62       58       60      124      127
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,860
COMMITMENTS
   1,225    4,248    4,476   51,018   43,233   56,719   51,957    4,141    8,903

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -4,552)
     480      846     -605   -4,009   -4,236   -4,134   -3,995     -418     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      7.0      7.4     83.8     71.0     93.2     85.4      6.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,333
COMMITMENTS
       0    5,216        0  115,201  108,709  115,201  113,925    2,132    3,408

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -8,746)
  -1,240   -1,116        0   -9,514   -7,316  -10,754   -8,432    2,008     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0     98.2     92.6     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       18       17       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,214
COMMITMENTS
   8,101   12,831    3,555  198,698  195,348  210,354  211,734    6,860    5,480

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -8,619)
  -1,269    2,836   -1,760   -6,266   -9,944   -9,295   -8,868      676      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.9      1.6     91.5     89.9     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        5       40       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,195
COMMITMENTS
     467        0    3,895  130,807  136,429  135,169  140,324    9,026    3,871

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -7,049)
    -633   -2,030    1,274   -5,141   -6,332   -4,500   -7,088   -2,549       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.7     90.7     94.6     93.7     97.3      6.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       31       27       33       29
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      259,825
COMMITMENTS
  14,818      726   12,626  214,306  231,516  241,750  244,868   18,075   14,957

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -7,988)
  -1,574     -338     -550   -5,728   -5,510   -7,852   -6,398     -136   -1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.3      4.9     82.5     89.1     93.0     94.2      7.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        5       37       39       42       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,802
COMMITMENTS
   1,062    1,485      951   73,948   74,439   75,961   76,875    6,841    5,927

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,827)
       0     -119       -9   -5,468   -5,658   -5,477   -5,786     -350      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.8      1.1     89.3     89.9     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       19       17       22       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,822,772
COMMITMENTS
 663,764  101,632  816,856  1312056  1891576  2792676  2810064   30,096   12,708

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:   -143,689)
  52,875  -23,068  -80,707 -120,482  -42,581 -148,314 -146,356    4,625    2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      3.6     28.9     46.5     67.0     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      41       22       54       99       97      162      152
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,041,936
COMMITMENTS
 144,553   61,005  265,833  629,058  714,000  1039444  1040838    2,492    1,098

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:   -131,526)
 -58,814   12,193  -27,588  -12,550 -106,333  -98,952 -121,728  -32,574   -9,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      5.9     25.5     60.4     68.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       18       35       43       43       85       86
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      122,865
COMMITMENTS
   2,307    3,066    2,667  117,039  116,822  122,012  122,555      853      310

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -14,691)
    -291     -808   -4,805   -9,928   -9,333  -15,024  -14,947      333      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.5      2.2     95.3     95.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       37       34       43       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,579
COMMITMENTS
       0       80        0    8,196    8,393    8,196    8,473      383      106

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,321)
       0       80        0    1,344    1,264    1,344    1,344      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     95.5     97.8     95.5     98.8      4.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       12       16       12       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,416
COMMITMENTS
   2,898        9      166   25,974   29,067   29,038   29,242    1,378    1,174

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,679)
     134       -3     -300   -2,567   -2,554   -2,733   -2,857       54      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      0.5     85.4     95.6     95.5     96.1      4.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,867
COMMITMENTS
     100      580      600   28,596   30,025   29,296   31,205    2,571      662

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -751)
      20      -20      -10   -1,051     -777   -1,041     -807      290       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.8      1.9     89.7     94.2     91.9     97.9      8.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       24       21       26       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,475
COMMITMENTS
       0        0        0   23,993   23,795   23,993   23,795      482      680

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,230)
       0        0        0   -1,222   -1,142   -1,222   -1,142       -8      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     97.2     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,404
COMMITMENTS
     820        0        0   11,060   12,498   11,880   12,498    1,524      906

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -292)
     -20      -16      -32     -210     -248     -262     -296      -30        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     82.5     93.2     88.6     93.2     11.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       18       19       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,987
COMMITMENTS
       1        0        0   30,915   31,573   30,917   31,573    1,071      414

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        741)
       0        0        0      917      751      917      751     -176      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.6     98.7     96.7     98.7      3.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       19       22       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| 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:       12,182
COMMITMENTS
       0        0        0   11,684   10,804   11,684   10,804      498    1,378

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -104)
       0        0        0      -74     -266      -74     -266      -30      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.9     88.7     95.9     88.7      4.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       19       23       19
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      490,328
COMMITMENTS
   4,080   19,200   12,240  474,008  458,888  490,328  490,328        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -49,256)
 -11,760   -4,240   -3,280  -34,216  -41,736  -49,256  -49,256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.9      2.5     96.7     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       13        5       15        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       97,787
COMMITMENTS
       0    7,208    4,677   93,110   85,902   97,787   97,787        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -4,707)
    -683        3     -463   -3,561   -4,247   -4,707   -4,707        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      4.8     95.2     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       14       11       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,620,448
COMMITMENTS
       0  139,360   39,280  1581168  1441808  1620448  1620448        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -69,184)
       0      752   -4,512  -64,672  -65,424  -69,184  -69,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      2.4     97.6     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       14       11       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      153,153
COMMITMENTS
   9,481       86    5,546  138,126  146,466  153,153  152,098        0    1,055

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -12,642)
  -1,998     -736        0  -10,644  -11,791  -12,642  -12,527        0     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.1      3.6     90.2     95.6    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        1       17       26       22       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,241,923
COMMITMENTS
 177,744        0   43,905  2020274  2198018  2241923  2241923        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:   -126,568)
   2,256        0  -11,280 -117,544 -115,288 -126,568 -126,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      2.0     90.1     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       16       20       20       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       41,321
COMMITMENTS
      38    3,510       42   41,093   37,084   41,173   40,636      148      685

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,109)
       0     -345        0   -2,086   -1,938   -2,086   -2,283      -23      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.5      0.1     99.4     89.7     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       13       15       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       40,492
COMMITMENTS
   5,330        0        0   34,652   40,492   39,982   40,492      510        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,866)
  -1,426        0        0     -440   -1,866   -1,866   -1,866        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.0      0.0     85.6    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       20       24       22       24
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      727,238
COMMITMENTS
 101,327        0      408  625,503  726,830  727,238  727,238        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -20,179)
 -23,880        0      408    3,293  -20,587  -20,179  -20,179        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.0      0.1     86.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       18       21       20       22
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,069
COMMITMENTS
       0       84      140   20,604   21,729   20,744   21,953    1,325      116

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,350)
       0        0        0    1,335    1,390    1,335    1,390       15      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.6     93.4     98.5     94.0     99.5      6.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       32       36       33       38
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,922
COMMITMENTS
     230        0        0    8,473    8,729    8,703    8,729      219      193

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        151)
     -20        0        0       26      187        6      187      145      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     95.0     97.8     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       20       22       20
 
 
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE                Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,273
COMMITMENTS
     250        0       65   17,578   18,198   17,893   18,263      380       10

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        368)
     -15        0       65      433      330      483      395     -115      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.4     96.2     99.6     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       17       19       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,628
COMMITMENTS
     390        0      440   13,538   14,073   14,368   14,513      260      115

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        -64)
     -40        0      225     -230     -289      -45      -64      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      3.0     92.5     96.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       23       21       24       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,795,507
COMMITMENTS
 228,294  114,221  980,862  1485028  1611274  2694184  2706357  101,322   89,149

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    112,951)
  19,711  -16,956   73,259    8,626   47,060  101,597  103,363   11,354    9,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      4.1     35.1     53.1     57.6     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     138       82      172       87      101      307      286
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,388
COMMITMENTS
   3,037   20,894   28,136   72,843   53,398  104,016  102,429    1,372    2,959

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -147)
    -764     -680      832     -241     -216     -173      -65       25      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     19.8     26.7     69.1     50.7     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        6       11       15       19       28       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,987
COMMITMENTS
  35,452   38,705    3,587  143,668  114,382  182,707  156,674   22,280   48,313

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -6,956)
  -1,197      139       78   -2,919   -6,111   -4,038   -5,894   -2,918   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     18.9      1.7     70.1     55.8     89.1     76.4     10.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        6       27       27       34       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      214,117
COMMITMENTS
  38,603    9,170   61,578  109,572  139,765  209,753  210,513    4,364    3,604

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     12,807)
   2,925     -688    2,873    6,513   10,458   12,311   12,643      495      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      4.3     28.8     51.2     65.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      27       19       42       28       26       71       71
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      607,550
COMMITMENTS
  38,476   17,710   82,379  466,091  486,769  586,946  586,858   20,604   20,693

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        257)
   2,655     -105     -111   -3,776   -2,860   -1,232   -3,076    1,488    3,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.9     13.6     76.7     80.1     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,355
COMMITMENTS
   1,245      700    2,720   54,235   54,780   58,200   58,200      155      155

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -9,008)
    -945      100      690   -8,743   -9,788   -8,998   -8,998      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.2      4.7     92.9     93.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        5        6       40       44       47       52
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,765
COMMITMENTS
  18,463   43,682   23,356  130,159  102,926  171,978  169,964    6,787    8,801

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      3,393)
     649      398      783    2,009    2,295    3,441    3,476      -48      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     24.4     13.1     72.8     57.6     96.2     95.1      3.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7       19       23       25       24       49       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,944
COMMITMENTS
  12,569    3,475    3,727   25,829   36,668   42,125   43,870    3,819    2,074

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        789)
     -64      350     -666    1,428    1,626      698    1,310       91     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      7.6      8.1     56.2     79.8     91.7     95.5      8.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        7       13       16       23       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,784
COMMITMENTS
  10,435    1,330    7,013   58,456   77,719   75,904   86,062   32,880   22,722

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -4,516)
   2,794     -540     -415   -6,047   -2,730   -3,668   -3,685     -848     -831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.2      6.4     53.7     71.4     69.8     79.1     30.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       21       20       25       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,357
COMMITMENTS
   3,195      948      325   38,762   40,867   42,282   42,140       75      217

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -5,185)
     -10     -210     -290   -4,870   -4,740   -5,170   -5,240      -15       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.2      0.8     91.5     96.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        1       28       32       30       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,778
COMMITMENTS
  14,018    2,759      448    2,870   16,326   17,336   19,533    2,442      245

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,413)
   1,023       47      144       46    1,432    1,213    1,623      200     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9     13.9      2.3     14.5     82.5     87.7     98.8     12.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      81       12        7       17       29      104       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       23,272
COMMITMENTS
  14,046    2,045      250    5,150   20,140   19,446   22,435    3,826      837

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        983)
   1,213     -773       45     -450    1,954      808    1,226      175     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4      8.8      1.1     22.1     86.5     83.6     96.4     16.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      56       11        1       10       27       66       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      263,329
COMMITMENTS
  63,369    6,416   45,705  136,047  198,016  245,121  250,136   18,208   13,193

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     12,690)
   4,105    1,458    6,678      736    7,641   11,519   15,777    1,171   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      2.4     17.4     51.7     75.2     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      62       19       43       73       94      155      142
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,925
COMMITMENTS
   1,329        0      250   13,866   16,155   15,445   16,405    5,480    4,520

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,488)
    -201     -167      -43   -2,074   -2,204   -2,318   -2,414     -170      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      1.2     66.3     77.2     73.8     78.4     26.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       13       16       15       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,138
COMMITMENTS
   1,954        0      150    6,901    8,738    9,005    8,888      133      250

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,610)
     550     -100     -250   -1,943   -1,260   -1,643   -1,610       33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      0.0      1.6     75.5     95.6     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        0        1       29       26       35       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,095
COMMITMENTS
   2,975        0        0   34,429   38,093   37,404   38,093      691        2

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,814)
     220        0        0   -2,950   -2,813   -2,730   -2,813      -84       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     90.4    100.0     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        0       34       29       37       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,382
COMMITMENTS
     976        0       23   18,077   17,992   19,076   18,015      306    1,367

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,141)
     -23        0       -8   -2,141   -2,086   -2,172   -2,094       31      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      0.1     93.3     92.8     98.4     92.9      1.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       22       15       24       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,256
COMMITMENTS
     150        0       50   15,056   15,206   15,256   15,256        0        0

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,600)
       0      -50        0   -2,600   -2,550   -2,600   -2,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.3     98.7     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       27       26       29       27
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,420
COMMITMENTS
     298      283        9    3,007    3,439    3,314    3,731    1,106      689

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -415)
     167     -104        0     -258     -195      -91     -299     -324     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      6.4      0.2     68.0     77.8     75.0     84.4     25.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       18       19       20       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,079
COMMITMENTS
     145        0        0   14,027   14,409   14,172   14,409      907      670

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,754)
     -50        0        0   -2,510   -2,879   -2,560   -2,879     -194      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     93.0     95.6     94.0     95.6      6.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       10       22       10
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,710
COMMITMENTS
   2,369      952       98   18,708   20,432   21,175   21,482      535      228

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,546)
    -123     -256      -16   -2,236   -2,283   -2,375   -2,555     -171        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      4.4      0.5     86.2     94.1     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        2       27       29       32       33
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,977
COMMITMENTS
      45       90        0    9,818    9,735    9,863    9,825      114      152

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -1,500)
       0       90        0   -1,436   -1,510   -1,436   -1,420      -64      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.9      0.0     98.4     97.6     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       27       19       28       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,326
COMMITMENTS
   6,797       11    1,729   46,087   56,400   54,613   58,140    4,713    1,186

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -2,741)
   1,222      -25     -416   -3,125   -2,241   -2,319   -2,682     -422      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.0      2.9     77.7     95.1     92.1     98.0      7.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        3       32       38       38       41
```

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Updated August 7, 2009