```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,821
COMMITMENTS
   1,938      362        0   42,617   44,359   44,555   44,721      266      100

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,656)
     144        0        0    1,506    1,656    1,650    1,656        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.8      0.0     95.1     99.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        0       35       39       37       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,007
COMMITMENTS
     200      120       50   20,697   20,711   20,947   20,881       60      126

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      188      188      188      188      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.6      0.2     98.5     98.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       29       29       31       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,267
COMMITMENTS
       0      309      524    5,852    5,586    6,376    6,419      891      848

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        159)
       0      -39       17       60      132       77      110       82       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      7.2     80.5     76.9     87.7     88.3     12.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       27       25       28       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,440
COMMITMENTS
     337      401      500    9,141    9,399    9,978   10,300    1,462    1,140

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        169)
     -10      -14        0      -35      107      -45       93      214       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      3.5      4.4     79.9     82.2     87.2     90.0     12.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        3       36       36       39       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,641
COMMITMENTS
      52      172       36    7,997    7,904    8,085    8,112      556      529

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        258)
      15       50        0       99       72      114      122      144      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.0      0.4     92.5     91.5     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        5        3       45       55       48       61
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,063
COMMITMENTS
     115        0       83    4,712    4,818    4,910    4,901    1,153    1,162

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        111)
       0        0        0      211      119      211      119     -100       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.4     77.7     79.5     81.0     80.8     19.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       20       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,848
COMMITMENTS
     780        0        0    1,364    2,399    2,144    2,399      704      449

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        -54)
       0        0        0      -24      -59      -24      -59      -30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      0.0      0.0     47.9     84.2     75.3     84.2     24.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       17       14       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,328
COMMITMENTS
       0        0        0    8,313    8,278    8,313    8,278       15       50

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        109)
       0        0        0      109      109      109      109        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      369,865
COMMITMENTS
  49,122   16,133   67,456  213,467  254,289  330,045  337,878   39,820   31,987

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         56)
   3,434   -2,657      606   -4,182    3,150     -141    1,100      197   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      4.4     18.2     57.7     68.8     89.2     91.4     10.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      38       24       49       76       75      138      133
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       84,361
COMMITMENTS
     176    5,867   24,758   53,069   48,854   78,003   79,479    6,358    4,882

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        232)
    -133      299     -111      274     -172       30       16      202      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      7.0     29.3     62.9     57.9     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,405
COMMITMENTS
   1,401      200      700   18,077   20,160   20,178   21,060    1,227      345

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        838)
      75      150        0    1,232      878    1,307    1,028     -469     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.9      3.3     84.5     94.2     94.3     98.4      5.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        3        4       44       47       50       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,966
COMMITMENTS
   1,040    2,750       75   21,286   19,231   22,401   22,056    1,565    1,910

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        626)
       0      600        0      876      176      876      776     -250     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     11.5      0.3     88.8     80.2     93.5     92.0      6.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        1       28       27       32       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,890
COMMITMENTS
   6,409       50      300   10,941   15,458   17,650   15,808      240    2,082

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:       -105)
    -180        0        0       75     -105     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      0.3      1.7     61.2     86.4     98.7     88.4      1.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11       16       14       17
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,718
COMMITMENTS
       0        0        0    7,009    7,392    7,009    7,392      709      326

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       60       60       60       60       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.8     95.8     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      946,347
COMMITMENTS
 141,261  210,389  332,877  380,909  352,309  855,047  895,575   91,300   50,772

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:    -33,580)
 -12,144  -24,517  -11,696  -13,238   -1,326  -37,078  -37,539    3,498    3,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     22.2     35.2     40.3     37.2     90.4     94.6      9.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      82      105      130       88       76      255      235
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,776
COMMITMENTS
     728       25    2,097   69,136   70,611   71,961   72,733    6,815    6,043

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        428)
     -62        0        0      188      428      126      428      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      2.7     87.8     89.6     91.3     92.3      8.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       25       27       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,572
COMMITMENTS
     820    1,626    4,494   38,013   30,378   43,327   36,498    8,245   15,074

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      5,163)
     376     -829       97    3,262    6,387    3,735    5,655    1,428     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.2      8.7     73.7     58.9     84.0     70.8     16.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       18       18       21       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,602
COMMITMENTS
   2,420        0      586   57,967   56,314   60,973   56,900    9,629   13,702

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -60        0      -60        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.8     82.1     79.8     86.4     80.6     13.6     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       24       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,046
COMMITMENTS
       0        0        0   73,923   78,124   73,923   78,124   10,123    5,922

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        122)
       0        0        0      122      122      122      122        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.0     93.0     88.0     93.0     12.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       24       24       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,258
COMMITMENTS
       0    4,140    3,791   78,503   76,963   82,294   84,894    7,964    5,364

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,493)
       0    1,389     -420    1,739      605    1,319    1,574      174      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      4.2     87.0     85.3     91.2     94.1      8.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       27       27       29       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,017
COMMITMENTS
       0    3,515    9,338   95,752   89,654  105,090  102,507    5,927    8,510

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      2,708)
       0     -778    1,037    2,642      880    3,679    1,139     -971    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      8.4     86.2     80.8     94.7     92.3      5.3      7.7

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 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,807
COMMITMENTS
       0    4,789    2,845   30,563   23,743   33,408   31,377    2,399    4,430

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:       -453)
       0   -1,553      342     -981      758     -639     -453      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      7.9     85.4     66.3     93.3     87.6      6.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,008
COMMITMENTS
       0        0        0   34,706   42,528   34,706   42,528   14,302    6,480

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     70.8     86.8     70.8     86.8     29.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       19       22       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,246
COMMITMENTS
   2,351    6,786    4,894   84,708   84,854   91,953   96,534    9,293    4,712

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      3,424)
    -246    1,739      -49    3,894    1,727    3,599    3,417     -175        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      6.7      4.8     83.7     83.8     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        5       27       34       32       39
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,889,368
COMMITMENTS
  57,902  141,206  623,156  1205999  1123102  1887057  1887463    2,311    1,905

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     -4,581)
      80   12,466   -2,035   -2,558  -14,710   -4,513   -4,279      -69     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.5     33.0     63.8     59.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      40       42       69       61       68      135      146
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,789
COMMITMENTS
   1,364    2,356      496   77,650   76,754   79,510   79,606      279      183

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.0      0.6     97.3     96.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       13       12       16
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,159
COMMITMENTS
   1,424    8,255    2,533   53,055   41,186   57,012   51,974    5,147   10,185

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:       -808)
       0   -1,099       48   -2,255      234   -2,207     -817    1,399        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     13.3      4.1     85.4     66.3     91.7     83.6      8.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       10       14       12       16
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:        5,270
COMMITMENTS
   1,393      566    1,690    1,414    2,531    4,497    4,788      773      482

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:       -812)
     312     -544      109   -1,313     -202     -892     -637       80     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     10.7     32.1     26.8     48.0     85.3     90.8     14.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        7        8        7       20       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,581
COMMITMENTS
   1,364    4,756      496  111,709  107,041  113,569  112,293    2,012    3,288

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.1      0.4     96.6     92.6     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       19       17       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,163
COMMITMENTS
   9,446   10,015    6,159  202,533  204,822  218,138  220,996    9,025    6,167

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,355)
     973   -2,197    1,134     -752    2,232    1,355    1,169        0      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.4      2.7     89.2     90.2     96.0     97.3      4.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        1        4       38       39       44       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,769
COMMITMENTS
       0      825    4,089  134,740  142,926  138,829  147,840   11,940    2,929

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        780)
  -1,253       28      837    2,084       12    1,668      877     -888      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      2.7     89.4     94.8     92.1     98.1      7.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        2       32       29       34       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      263,579
COMMITMENTS
  18,749        0   13,323  214,270  237,424  246,342  250,747   17,237   12,832

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,363)
   3,534        0      785     -214    3,085    4,105    3,870   -2,742   -2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      5.1     81.3     90.1     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        0        4       39       42       44       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,841
COMMITMENTS
     792    1,379      933   67,639   68,390   69,364   70,702    6,477    5,139

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.8      1.2     89.2     90.2     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       15       21       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,078,817
COMMITMENTS
 620,984   79,301  1018573  1415119  1970333  3054676  3068207   24,141   10,610

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:    125,855)
   5,157   -7,198   77,831   42,876   55,380  125,864  126,013       -9     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      2.6     33.1     46.0     64.0     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      41       24       62      105      104      174      170
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,125,090
COMMITMENTS
 162,855  100,037  247,057  711,746  775,694  1121658  1122788    3,432    2,302

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     61,460)
  21,070  -18,509   21,819   18,030   61,621   60,919   64,931      541   -3,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      8.9     22.0     63.3     68.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       22       38       42       43       86       87
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,812
COMMITMENTS
      25      251       37    1,688    1,491    1,750    1,779       62       33

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        110)
      10       15        0      100       80      110       95        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     13.9      2.0     93.2     82.3     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       11       11       12       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      131,792
COMMITMENTS
   1,836    1,624    2,846  126,396  127,293  131,078  131,763      714       29

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      2,005)
     -23   -1,028      -24    2,026    3,053    1,979    2,002       26        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.2      2.2     95.9     96.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        6       36       34       42       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,035
COMMITMENTS
       0       44        0    7,673    7,885    7,673    7,929      362      106

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        -22)
       0        0        0      -22      -22      -22      -22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     95.5     98.1     95.5     98.7      4.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,998
COMMITMENTS
   2,997        0      142   23,596   26,502   26,734   26,643    1,264    1,355

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         37)
     -14        0        3       39     -225       27     -223       10      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.5     84.3     94.7     95.5     95.2      4.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       21       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,853
COMMITMENTS
       0      622      582   29,682   30,321   30,264   31,525    1,589      328

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0       76      350       76      350       44     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      1.8     93.2     95.2     95.0     99.0      5.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       24       28       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,805
COMMITMENTS
       0        0        0   23,063   23,213   23,063   23,213      742      592

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         32)
       0        0        0     -232       32     -232       32      264        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     97.5     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,410
COMMITMENTS
     796        0        0   11,556   12,442   12,352   12,442    1,058      968

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         62)
       0        0        0       48       48       48       48       14       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     86.2     92.8     92.1     92.8      7.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       21       18       23       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       39,994
COMMITMENTS
       0        0        0   38,804   39,552   38,804   39,552    1,190      442

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,050)
      -0        0        0      968    1,034      968    1,034       82       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.0     98.9     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       22       20       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| 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:       13,264
COMMITMENTS
       0        0        0   12,752   11,000   12,752   11,000      512    2,264

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        216)
       0        0        0      192      210      192      210       24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     82.9     96.1     82.9      3.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       19       22       19
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       21,866
COMMITMENTS
       0    1,140        0   21,676   20,536   21,676   21,676      190      190

CHANGES FROM 09/15/09 (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      5.2      0.0     99.1     93.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13        8       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       94,956
COMMITMENTS
       0    6,325        0   94,956   88,631   94,956   94,956        0        0

CHANGES FROM 09/15/09 (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      6.7      0.0    100.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,572,002
COMMITMENTS
       0   81,600        0  1572002  1490402  1572002  1572002        0        0

CHANGES FROM 09/15/09 (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      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      146,210
COMMITMENTS
   7,990        0        0  138,220  145,260  146,210  145,260        0      950

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.0     94.5     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       18       29       21       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,148,916
COMMITMENTS
 108,392        0        0  2040524  2148916  2148916  2148916        0        0

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     -9,296)
       0        0        0   -9,296   -9,296   -9,296   -9,296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      0.0     95.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       16       22       19       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       48,788
COMMITMENTS
      38    3,195       42   48,623   45,062   48,703   48,299       85      489

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,786)
       0        0        0    1,786    1,720    1,786    1,720        0       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      6.5      0.1     99.7     92.4     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       19       14       20       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      725,621
COMMITMENTS
       0   64,240        0  725,621  661,381  725,621  725,621        0        0

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      9,344)
       0        0        0    9,344    9,344    9,344    9,344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0    100.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       14       13       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,564
COMMITMENTS
   1,290      320        0   46,069   47,244   47,359   47,564      205        0

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      170      375      170      375      205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.7      0.0     96.9     99.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        0       22       26       23       28
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      805,804
COMMITMENTS
  27,151   23,400    2,304  776,349  780,100  805,804  805,804        0        0

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     11,222)
       0        0        0   11,222   11,222   11,222   11,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.9      0.3     96.3     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       23       23       25
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,894
COMMITMENTS
     276       84       74   20,017   20,550   20,367   20,708      527      186

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        -28)
       0        0        0      -28      -28      -28      -28       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.4      0.4     95.8     98.4     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       36       34       38
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,340
COMMITMENTS
     337        0        0    8,644    9,054    8,981    9,054      359      287

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        155)
     120        0        0     -113      184        7      184      149      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     92.5     96.9     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,854
COMMITMENTS
     325        0      135   14,112   14,629   14,572   14,764      282       90

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:       -110)
     -10        0       10     -110     -110     -110     -100        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.9     95.0     98.5     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,019
COMMITMENTS
       0      275      307    6,370    5,726    6,677    6,308      342      711

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        491)
       0        0       75      499      371      574      446      -83       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      4.4     90.8     81.6     95.1     89.9      4.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       24       20       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,695,585
COMMITMENTS
 234,735   85,898  898,261  1481226  1636434  2614222  2620594   81,363   74,992

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:   -119,979)
   5,494   -2,719  -68,666  -53,040  -40,864 -116,213 -112,249   -3,766   -7,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.2     33.3     55.0     60.7     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     135       84      167       89      100      308      274
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,530
COMMITMENTS
   7,477   24,085   20,653   63,822   46,590   91,952   91,328    1,579    2,202

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     -9,619)
  -2,007   -1,117   -2,659   -3,955   -5,849   -8,621   -9,625     -997        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     25.8     22.1     68.2     49.8     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        6       13       14       17       28       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,410
COMMITMENTS
  34,319   34,586      889  151,503  128,938  186,711  164,413   29,699   51,997

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      3,929)
     -93     -234     -169    3,189    2,126    2,927    1,723    1,002    2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     16.0      0.4     70.0     59.6     86.3     76.0     13.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        3       28       27       32       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      194,061
COMMITMENTS
  28,280   10,225   47,564  114,346  133,336  190,190  191,126    3,871    2,935

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     -8,500)
     601     -445   -7,135   -1,066     -472   -7,600   -8,052     -900     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      5.3     24.5     58.9     68.7     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      28       16       38       28       29       70       69
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      612,487
COMMITMENTS
  43,672    2,656   72,792  472,063  515,324  588,527  590,772   23,960   21,715

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     12,523)
     565     -215    2,208    9,570   10,272   12,343   12,265      180      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.4     11.9     77.1     84.1     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        1       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,582
COMMITMENTS
     152    1,760      420   72,935   71,952   73,507   74,132    1,075      450

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      5,250)
       0      -75       75    4,925    5,300    5,000    5,300      250      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.4      0.6     97.8     96.5     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        5        5       44       47       51       53
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      168,540
COMMITMENTS
  19,258   43,636   11,049  132,243  105,459  162,550  160,144    5,990    8,396

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:     -3,094)
    -440   -1,191   -2,341      520      956   -2,261   -2,576     -833     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     25.9      6.6     78.5     62.6     96.4     95.0      3.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       17       17       25       24       44       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,384
COMMITMENTS
   1,784    3,225    1,982   31,855   30,635   35,621   35,842    4,763    4,542

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,438)
     -80        0      300      350      350      570      650      868      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      8.0      4.9     78.9     75.9     88.2     88.8     11.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        5       14       15       19       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,364
COMMITMENTS
   4,923    1,805    1,611   74,042   80,521   80,576   83,937   27,788   24,427

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:         49)
       0     -283       68      -50     -588       18     -803       31      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.7      1.5     68.3     74.3     74.4     77.5     25.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       20       25       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,833
COMMITMENTS
     400    1,428        0   42,223   41,253   42,623   42,681      210      152

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      0.0     98.6     96.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        0       28       34       29       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,181
COMMITMENTS
  15,911    2,747       93    4,449   19,979   20,453   22,819    2,728      362

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,060)
     882      192     -100      102    1,027      884    1,119      176      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.6     11.9      0.4     19.2     86.2     88.2     98.4     11.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      84       12        1       18       28      103       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       30,270
COMMITMENTS
  20,408    2,184      214    4,293   26,489   24,915   28,887    5,355    1,383

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,219)
   1,311     -392      182     -176    1,055    1,317      845      -98      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4      7.2      0.7     14.2     87.5     82.3     95.4     17.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      78       11        4        9       33       90       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      237,411
COMMITMENTS
  50,985   12,287   31,355  139,871  179,917  222,211  223,559   15,200   13,851

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      2,400)
   3,827     -282      156   -1,654    1,398    2,328    1,272       72    1,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      5.2     13.2     58.9     75.8     93.6     94.2      6.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      55       24       42       73       84      151      133
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,870
COMMITMENTS
   1,290        0      328   16,390   17,973   18,008   18,301    4,862    4,569

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,917)
      27        0      108    1,572    1,858    1,707    1,966      210      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      1.4     71.7     78.6     78.7     80.0     21.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       17       21       19       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,474
COMMITMENTS
   2,104       50      150    8,437   10,368   10,691   10,568      783      906

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        150)
    -100       50       50      300      250      250      350     -100     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.4      1.3     73.5     90.4     93.2     92.1      6.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       32       34       37       37
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,550
COMMITMENTS
   2,820        0       60   34,501   38,489   37,381   38,549    1,169        1

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:      1,205)
      75        0        0      963    1,205    1,038    1,205      167        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.2     89.5     99.8     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       33       32       36       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,601
COMMITMENTS
     820        0      195   19,661   21,081   20,676   21,276    1,925    1,325

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        605)
     -75        0     -150      280      755       55      605      550        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.9     87.0     93.3     91.5     94.1      8.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       26       16       29       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,636
COMMITMENTS
     100      100        0   16,407   16,236   16,507   16,336      129      300

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        179)
    -350        0        0      400      179       50      179      129        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.6      0.0     98.6     97.6     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        0       27       31       28       32
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,205
COMMITMENTS
     334      220        0    2,702    3,302    3,036    3,522    1,169      683

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:          7)
      -6        8        0      138      -30      132      -22     -125       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      5.2      0.0     64.3     78.5     72.2     83.8     27.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       19       19       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,874
COMMITMENTS
     300        0        0   15,167   15,854   15,467   15,854      407       20

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        856)
       0        0        0      856    1,306      856    1,306        0     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     95.5     99.9     97.4     99.9      2.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       17       24       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,799
COMMITMENTS
   2,361      714       82   17,965   19,739   20,408   20,535      391      264

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        237)
     -57        0        0      351      294      294      294      -57      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      3.4      0.4     86.4     94.9     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        2       29       33       34       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,851
COMMITMENTS
     333      357       19    9,229    9,243    9,581    9,619      270      232

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        506)
      66        0        0      500      506      566      506      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.6      0.2     93.7     93.8     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       28       23       29       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,170
COMMITMENTS
  10,500      270    1,937   41,236   53,342   53,673   55,549    2,497      621

CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST:        145)
     914        0      300   -1,234     -155      -20      145      165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      0.5      3.4     73.4     95.0     95.6     98.9      4.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        1        4       33       36       43       41
```

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Updated September 25, 2008