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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,918
COMMITMENTS
     945      375        0   39,864   40,542   40,809   40,917      109        1

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      3,310)
     -11      150     -157    3,541    3,385    3,373    3,378      -63      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.9      0.0     97.4     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        0       37       36       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,731
COMMITMENTS
     250      120       50   22,235   22,461   22,535   22,631      196      100

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        -96)
       0        0      -25     -192      -51     -217      -76      121      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.5      0.2     97.8     98.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       31       32       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,536
COMMITMENTS
     277      216      472    6,113    6,173    6,862    6,861      674      675

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         93)
     -45        0        0      138      136       93      136        0      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.9      6.3     81.1     81.9     91.1     91.0      8.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       26       23       27       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,770
COMMITMENTS
     210      154      602    9,823    9,968   10,635   10,724    1,135    1,046

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        343)
      45       18        7      294      333      346      358       -3      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.3      5.1     83.5     84.7     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        6       39       43       45       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,003
COMMITMENTS
      13      155       32    8,227    8,044    8,272    8,231      731      772

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        568)
    -265        0     -115      955      724      575      609       -7      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.7      0.4     91.4     89.3     91.9     91.4      8.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        2        1       48       54       49       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,071
COMMITMENTS
     750        0        0    1,834    2,650    2,584    2,650      487      421

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         72)
       0        0        0      162       27      162       27      -90       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.0      0.0     59.7     86.3     84.1     86.3     15.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       20       18       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,347
COMMITMENTS
       0        0        0    1,475    1,432    1,475    1,432      872      915

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5        0       -5        0        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     62.8     61.0     62.8     61.0     37.2     39.0

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,614
COMMITMENTS
       0        0        0    8,554    8,554    8,554    8,554       60       60

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       18       21       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      365,964
COMMITMENTS
  51,842   17,571   65,572  204,316  252,571  321,730  335,714   44,234   30,250

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      6,246)
    -515    1,558     -749    8,219    5,161    6,955    5,971     -710      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.8     17.9     55.8     69.0     87.9     91.7     12.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      44       20       43       67       73      127      126
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       86,586
COMMITMENTS
   1,006    4,965   25,824   53,213   50,893   80,042   81,681    6,544    4,905

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      6,554)
      21      135    2,356    3,729    3,651    6,106    6,142      447      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.7     29.8     61.5     58.8     92.4     94.3      7.6      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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,340
COMMITMENTS
     700        0      475   20,658   20,701   21,833   21,176      507    1,164

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,319)
     200        0     -100    1,325    1,375    1,425    1,275     -106       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      2.1     92.5     92.7     97.7     94.8      2.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        0        3       42       49       47       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,450
COMMITMENTS
     905    1,800      100   20,105   20,390   21,110   22,290    2,340    1,160

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,515)
       0      600        0    1,515      915    1,515    1,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      7.7      0.4     85.7     87.0     90.0     95.1     10.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       25       27       29       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,024
COMMITMENTS
   6,079       50      696   12,009   16,313   18,784   17,059      240    1,965

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         75)
     675        0     -225     -375      150       75      -75        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      0.3      3.7     63.1     85.7     98.7     89.7      1.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       11       16       15       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,152
COMMITMENTS
       0       50        0    2,050    2,052    2,050    2,102      102       50

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     95.3     95.4     95.3     97.7      4.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       18       15       19
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,922
COMMITMENTS
       0        0        0    7,304    7,630    7,304    7,630      618      292

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       70       65       70       65       -6       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.2     96.3     92.2     96.3      7.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      993,062
COMMITMENTS
 156,726  245,800  349,366  385,701  349,052  891,793  944,218  101,269   48,844

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     29,183)
  -1,847   17,357   -4,469   28,308   11,188   21,991   24,075    7,191    5,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     24.8     35.2     38.8     35.1     89.8     95.1     10.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      93       95      130       88       73      260      231
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,802
COMMITMENTS
     630      297    2,334   69,832   72,855   72,796   75,486    8,006    5,316

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         27)
     298      177     -267   -1,613      -79   -1,582     -169    1,609      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.4      2.9     86.4     90.2     90.1     93.4      9.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       26       27       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,199
COMMITMENTS
     662    6,224    2,879   38,164   25,417   41,705   34,520    7,494   14,679

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:       -397)
     -60    1,550     -897      453     -146     -504      507      107     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.7      5.9     77.6     51.7     84.8     70.2     15.2     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       17       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,097
COMMITMENTS
   2,870        0      586   65,509   64,123   68,965   64,709    7,132   11,388

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        339)
    -745        0     -306    1,055      343        4       37      335      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.8     86.1     84.3     90.6     85.0      9.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       26       28       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,071
COMMITMENTS
       0        0        0   76,136   79,756   76,136   79,756   10,935    7,315

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        151)
       0        0        0      151      151      151      151        0        0

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,440
COMMITMENTS
   2,068    3,393    5,223   75,613   76,460   82,904   85,076    6,536    4,364

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      3,108)
  -1,833    2,199     -313    4,890    1,222    2,744    3,108      364        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.8      5.8     84.5     85.5     92.7     95.1      7.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        4       27       26       31       31
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,973
COMMITMENTS
       0    3,521    7,186   97,761   92,794  104,947  103,501    6,026    7,472

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        759)
       0      422     -122      730      520      608      820      151      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      6.5     88.1     83.6     94.6     93.3      5.4      6.7

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,406
COMMITMENTS
       0    5,481    2,105   30,219   22,607   32,324   30,193    3,082    5,213

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        554)
       0      -28      140        0      120      140      232      414      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      5.9     85.3     63.9     91.3     85.3      8.7     14.7

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,878
COMMITMENTS
  14,172    2,883   10,894   46,489   53,674   71,555   67,451    4,323    8,427

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -2,720)
      -9   -2,140     -832   -2,092     -604   -2,933   -3,576      213      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      3.8     14.4     61.3     70.7     94.3     88.9      5.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       17       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,406
COMMITMENTS
       0        0        0   34,631   42,345   34,631   42,345   15,775    8,061

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     68.7     84.0     68.7     84.0     31.3     16.0

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,056
COMMITMENTS
   4,987    1,573    4,988   75,121   82,076   85,096   88,637    8,960    5,419

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,165)
     259      614     -147      315      698      427    1,165      738        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.7      5.3     79.9     87.3     90.5     94.2      9.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        5       25       30       30       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,953,915
COMMITMENTS
  49,173  145,395  659,696  1240201  1144343  1949070  1949435    4,845    4,481

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     60,145)
  12,621   10,618   20,767   26,400   27,846   59,787   59,230      357      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.4     33.8     63.5     58.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      36       36       65       59       61      127      131
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,524
COMMITMENTS
   1,011    6,538    3,158   54,214   43,801   58,383   53,497    4,141    9,027

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,176)
       0    1,284     -676    1,852      568    1,176    1,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     10.5      5.1     86.7     70.1     93.4     85.6      6.6     14.4

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,539
COMMITMENTS
     884    4,240      976  115,547  110,915  117,407  116,131    2,132    3,408

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        706)
     884     -976      976   -1,154      706      706      706        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.5      0.8     96.7     92.8     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       20       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,483
COMMITMENTS
   9,828   13,770    2,925  200,141  198,620  212,894  215,315    7,589    5,168

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      4,070)
   2,210    1,522   -1,276    3,136    4,192    4,070    4,438        0     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.2      1.3     90.8     90.1     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        5       40       38       46       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,772
COMMITMENTS
     448        0    3,826  135,246  142,178  139,520  146,004   10,252    3,768

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:       -672)
     123      -29      -91     -649     -541     -617     -661      -55      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.6     90.3     94.9     93.2     97.5      6.8      2.5

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      264,884
COMMITMENTS
  13,304    1,413   13,849  217,746  234,632  244,899  249,894   19,985   14,990

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      2,404)
    -128      372      452      806      817    1,130    1,641    1,274      763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.5      5.2     82.2     88.6     92.5     94.3      7.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        5       38       39       43       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,883
COMMITMENTS
   1,062    1,485      951   73,029   73,520   75,042   75,956    6,841    5,927

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.8      1.2     89.2     89.8     91.6     92.8      8.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       19       16       22       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,973,913
COMMITMENTS
 605,131  110,744  940,139  1399831  1909548  2945101  2960431   28,812   13,482

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:    119,798)
 -50,260   16,918  107,753   62,206   -4,517  119,699  120,154       99     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      3.7     31.6     47.1     64.2     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       26       57      102       99      168      159
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,083,418
COMMITMENTS
 152,784   64,912  279,660  647,855  736,946  1080299  1081518    3,119    1,900

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     27,434)
   1,680    1,131   15,425   10,019   10,383   27,124   26,939      310      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.0     25.8     59.8     68.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       21       37       43       43       89       87
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      130,761
COMMITMENTS
   2,561    3,160    3,108  124,612  124,477  130,281  130,745      480       16

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      2,958)
      93     -108      280    2,569    2,826    2,942    2,998       16      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      2.4      2.4     95.3     95.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        7       37       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,963
COMMITMENTS
     344        0        0    8,236    8,857    8,580    8,857      383      106

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         40)
       0      -80        0       40      120       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.0     91.9     98.8     95.7     98.8      4.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       12       18       13       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,109
COMMITMENTS
   2,899        0      157   25,745   28,846   28,801   29,003    1,308    1,106

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:       -167)
       1       -0       -9      -69      -90      -77      -99      -90      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.5     85.5     95.8     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       20       25       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,091
COMMITMENTS
     100      580      600   28,744   30,249   29,444   31,429    2,647      662

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      148      224      148      224       76        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.8      1.9     89.6     94.3     91.8     97.9      8.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       24       22       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,835
COMMITMENTS
       0        0        0   24,353   24,155   24,353   24,155      482      680

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        264)
       0        0        0      264      264      264      264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.3     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       15       17       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,394
COMMITMENTS
     820        0        0   11,060   12,494   11,880   12,494    1,514      900

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       10      -24       10      -24      -16       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     82.6     93.3     88.7     93.3     11.3      6.7

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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,188
COMMITMENTS
       1        0        0   33,136   33,656   33,136   33,656    1,051      532

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,629)
      -0        0        0    1,635    1,625    1,635    1,625       -6        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     98.4     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       20       19       21       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| 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:       12,856
COMMITMENTS
       0        0        0   12,358   11,340   12,358   11,340      498    1,516

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      380      362      380      362        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     88.2     96.1     88.2      3.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       18       22       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,571
COMMITMENTS
   1,060    1,266        0   21,300   21,094   22,360   22,360      211      211

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.6      0.0     94.4     93.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       10       13       11
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      521,708
COMMITMENTS
   4,080   19,200   12,240  505,388  490,268  521,708  521,708        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.7      2.3     96.9     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14        5       16        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       99,164
COMMITMENTS
       0    6,888    4,997   94,167   87,279   99,164   99,164        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        690)
       0        0        0      690      690      690      690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      5.0     95.0     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       15       11       16       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| 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 08/11/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      154,993
COMMITMENTS
  10,006      406    5,546  139,441  147,986  154,993  153,938        0    1,055

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,015)
       0        0        0    1,015    1,015    1,015    1,015        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.3      3.6     90.0     95.5    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 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,239,512
COMMITMENTS
 177,744        0   43,905  2017863  2195607  2239512  2239512        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,152)
       0        0        0    1,152    1,152    1,152    1,152        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       21       20       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       45,146
COMMITMENTS
      38    3,510       42   44,808   41,129   44,888   44,681      258      465

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      3,825)
       0        0        0    3,715    3,825    3,715    3,825      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.8      0.1     99.3     91.1     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       14       15       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      718,405
COMMITMENTS
       0   66,280        0  718,405  652,125  718,405  718,405        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0    100.0     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       14       10       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       45,606
COMMITMENTS
   5,220      210      110   40,276   45,286   45,606   45,606        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      4,989)
       0        0        0    5,499    4,989    5,499    4,989     -510        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.5      0.2     88.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       25       23       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      778,901
COMMITMENTS
  98,189        0    1,176  679,536  777,725  778,901  778,901        0        0

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     52,368)
       0        0        0   52,368   52,368   52,368   52,368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      0.0      0.2     87.2     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       19       22       21       23
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,058
COMMITMENTS
     125       84      125   20,448   21,617   20,698   21,826    1,360      232

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        760)
     105        0        5     -158      669      -48      674      808       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.4      0.6     92.7     98.0     93.8     98.9      6.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       32       35       33       37
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,153
COMMITMENTS
     230        0        0    8,702    8,964    8,932    8,964      222      189

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        177)
       0        0        0      174      181      174      181        3       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     95.1     97.9     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       20       23       20
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,699
COMMITMENTS
     230        0      365   14,794   15,179   15,389   15,544      310      155

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        212)
    -160        0      -75      387      277      152      202       60       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      2.3     94.2     96.7     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       23       22       24       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,697,869
COMMITMENTS
 222,393  105,547  924,482  1466133  1583091  2613007  2613119   84,862   84,750

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:    -90,617)
     172   -4,658  -81,746    2,039   -6,005  -79,534  -92,409  -11,082    1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      3.9     34.3     54.3     58.7     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     142       78      168       89      100      306      283
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,144
COMMITMENTS
   5,669   24,668   29,466   77,090   56,645  112,225  110,780    1,920    3,365

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      7,481)
   2,922    1,596    1,885    2,204    3,872    7,011    7,353      470      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     21.6     25.8     67.5     49.6     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        6       12       15       19       29       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      207,832
COMMITMENTS
  32,305   32,534      994  148,998  125,572  182,297  159,100   25,535   48,732

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,433)
     398   -8,170   -2,334    3,659   11,833    1,723    1,329     -290      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     15.7      0.5     71.7     60.4     87.7     76.6     12.3     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        3       29       28       33       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,736
COMMITMENTS
  29,028    9,928   53,195  114,507  134,615  196,730  197,737    4,006    2,999

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:    -10,522)
  -4,525      452   -8,311    2,430   -2,451  -10,406  -10,310     -116     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.9     26.5     57.0     67.1     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      27       15       38       29       29       69       69
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      607,653
COMMITMENTS
  42,358   11,631   74,120  469,031  501,033  585,509  586,783   22,144   20,870

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,093)
   2,303   -6,038   -8,616    5,850   15,779     -462    1,125    1,555      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      1.9     12.2     77.2     82.5     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        3       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,564
COMMITMENTS
     545      775      345   65,464   65,334   66,354   66,454      210      110

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      6,100)
    -900       50   -2,000    8,975    8,100    6,075    6,150       25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.2      0.5     98.3     98.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        6        4       43       45       48       52
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,227
COMMITMENTS
  23,878   42,525   16,282  136,077  116,021  176,237  174,828    6,990    8,399

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,244)
   1,611   -3,425   -4,078    3,905    9,304    1,438    1,801     -194     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     23.2      8.9     74.3     63.3     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       17       20       26       25       49       49
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,557
COMMITMENTS
  12,397    4,795    2,282   27,396   36,881   42,075   43,958    3,482    1,599

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:     -1,808)
    -385      320   -1,195     -744   -1,203   -2,324   -2,078      516      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     10.5      5.0     60.1     81.0     92.4     96.5      7.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        6       15       17       23       24
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,330
COMMITMENTS
   4,956    2,080    1,626   70,911   83,832   77,493   87,538   32,837   22,792

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        -36)
  -5,479        0   -5,360   10,879    5,429       40       69      -76     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      1.5     64.3     76.0     70.2     79.3     29.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       21       25       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,027
COMMITMENTS
     800      948        0   44,152   43,862   44,952   44,810       75      217

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      2,705)
  -2,395        0     -325    5,425    3,030    2,705    2,705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.1      0.0     98.1     97.4     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        0       28       36       29       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,162
COMMITMENTS
  14,251    3,021      415    3,181   16,171   17,847   19,607    2,315      555

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:       -161)
      67     -110     -224      228     -103       71     -437     -232      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.7     15.0      2.1     15.8     80.2     88.5     97.2     11.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      79       13        3       18       28      100       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       25,878
COMMITMENTS
  16,498    2,215      250    5,005   22,406   21,753   24,871    4,125    1,007

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,614)
   1,459      148        9       75    1,486    1,543    1,643       71      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.8      8.6      1.0     19.3     86.6     84.1     96.1     15.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      56       13        1       11       28       67       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      276,150
COMMITMENTS
  64,360   12,909   46,744  148,046  204,833  259,151  264,487   16,999   11,663

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      7,316)
  -3,420    4,699      -67   12,242    2,483    8,756    7,115   -1,440      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.7     16.9     53.6     74.2     93.8     95.8      6.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      61       22       46       72       89      155      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,924
COMMITMENTS
   1,416        0      244   14,770   16,870   16,430   17,114    5,494    4,810

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        765)
       0        0        0    1,027      655    1,027      655     -262      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      1.1     67.4     76.9     74.9     78.1     25.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       14       18       16       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,015
COMMITMENTS
   2,154        0        0    9,378   11,415   11,532   11,415      483      600

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,190)
      50        0     -150    1,290    1,340    1,190    1,190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.0      0.0     78.1     95.0     96.0     95.0      4.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        0       35       32       40       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,294
COMMITMENTS
   2,895        0       12   33,681   37,280   36,588   37,292      706        2

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:       -369)
    -180        0       12     -216     -381     -384     -369       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     90.3    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       33       31       36       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,217
COMMITMENTS
     905        0      120   20,882   20,737   21,907   20,857      310    1,360

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      2,150)
     -71        0       97    2,120    2,060    2,146    2,157        4       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.5     94.0     93.3     98.6     93.9      1.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       22       16       25       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,117
COMMITMENTS
     450        0       50   17,617   17,767   18,117   17,817        0      300

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:      1,601)
     300        0        0    1,301    1,406    1,601    1,406        0      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.3     97.2     98.1    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        1       27       28       30       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,555
COMMITMENTS
     427      283        9    2,933    3,643    3,369    3,935    1,186      620

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:         76)
      45        0        0      -61       49      -16       49       92       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      6.2      0.2     64.4     80.0     74.0     86.4     26.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       19       23       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,527
COMMITMENTS
     145        0        0   14,478   14,887   14,623   14,887      904      640

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      448      475      448      475       -3      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     93.2     95.9     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       22       12       23       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,619
COMMITMENTS
   2,515      970       98   18,570   20,308   21,183   21,376      436      243

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        196)
     114       18        0      181      163      295      181      -99       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      4.5      0.5     85.9     93.9     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        2       29       31       35       36
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,002
COMMITMENTS
     266       90        1    9,461    9,705    9,728    9,796      274      206

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        263)
     114        0        1      237      351      352      352      -89      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.9      0.0     94.6     97.0     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       20       29       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,249
COMMITMENTS
   9,689       11    1,790   46,378   58,178   57,857   59,979    3,392    1,270

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        957)
   1,984        0      111      183      762    2,278      873   -1,321       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      0.0      2.9     75.7     95.0     94.5     97.9      5.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        4       32       38       39       42
```

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Updated August 21, 2008