```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,151
COMMITMENTS
   1,959      660        0   44,808   46,174   46,767   46,834      384      317

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        516)
       0       30        0      213      181      213      211      303      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.4      0.0     95.0     97.9     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        0       37       41       39       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,468
COMMITMENTS
     100        0        0   20,336   20,408   20,436   20,408       32       60

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -36      -35      -36      -35        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.4     99.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       30       30       31       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,543
COMMITMENTS
     476      216      182    5,675    6,080    6,333    6,478    1,210    1,065

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        474)
     476     -245     -185       30      918      321      488      153      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.9      2.4     75.2     80.6     84.0     85.9     16.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       20       22       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,707
COMMITMENTS
     411      105      465   10,313   10,724   11,189   11,294    1,518    1,413

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        830)
    -102       25      -71      633      372      460      326      370      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.8      3.7     81.2     84.4     88.1     88.9     11.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        3       41       45       46       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,120
COMMITMENTS
      35      154       64    9,149    9,225    9,248    9,443      872      677

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        390)
       0       10       -5      280      366      275      371      115       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.5      0.6     90.4     91.2     91.4     93.3      8.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        2        2       49       58       51       61
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,174
COMMITMENTS
       0        0        0    9,164    9,094    9,164    9,094       10       80

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        299)
       0        0        0      299      239      299      239        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.1     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       18       19       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,065
COMMITMENTS
  48,958   22,348   60,335  204,648  245,669  313,940  328,352   49,124   34,713

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -4,960)
   1,839     -304   -2,602   -4,938   -3,436   -5,700   -6,341      740    1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      6.2     16.6     56.4     67.7     86.5     90.4     13.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      41       24       45       66       76      131      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       87,616
COMMITMENTS
   1,004    5,601   24,733   57,480   53,228   83,217   83,563    4,399    4,054

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -3,160)
     494        3     -153   -1,564   -1,538   -1,223   -1,689   -1,938   -1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      6.4     28.2     65.6     60.8     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        5        9       16       16       25       25
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       25,311
COMMITMENTS
   1,064      393      737   21,322   22,947   23,123   24,077    2,188    1,234

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,608)
      39        0        0      769    1,308      808    1,308      800      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.6      2.9     84.2     90.7     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        6        6       45       51       54       58
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,152
COMMITMENTS
     375    1,200      375   16,936   15,572   17,686   17,147    1,466    2,005

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -2,142)
    -200     -150      150   -2,030   -2,027   -2,080   -2,027      -62     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      6.3      2.0     88.4     81.3     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       25       24       27       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,171
COMMITMENTS
   5,434       50      300    9,407   12,739   15,141   13,089       30    2,082

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -565)
    -255        0        0     -280     -565     -535     -565      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      0.3      2.0     62.0     84.0     99.8     86.3      0.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       15       13       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,183
COMMITMENTS
     738        0      337    2,947    3,142    4,022    3,479    1,161    1,704

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        224)
      81        0       98        8       97      187      195       37       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      0.0      6.5     56.9     60.6     77.6     67.1     22.4     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        3       15       17       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      910,468
COMMITMENTS
 150,093  221,524  320,123  356,398  315,742  826,614  857,388   83,854   53,080

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     18,389)
  -5,299    2,532    6,748    7,333       24    8,783    9,304    9,606    9,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     24.3     35.2     39.1     34.7     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      77       80      110       95       75      242      204
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,586
COMMITMENTS
   2,956       98    1,585   58,604   59,251   63,145   60,934    6,441    8,652

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -4,076)
     223        0     -481   -3,713   -3,356   -3,971   -3,837     -105     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.1      2.3     84.2     85.1     90.7     87.6      9.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       17       22       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,851
COMMITMENTS
   1,656    2,869      400   64,722   62,975   66,778   66,244   11,073   11,607

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -6,221)
     334        0        0   -7,136   -6,269   -6,802   -6,269      581       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.7      0.5     83.1     80.9     85.8     85.1     14.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       26       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,008
COMMITMENTS
       0        0        0   73,488   79,509   73,488   79,509   13,520    7,499

CHANGES FROM 11/24/09 (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     84.5     91.4     84.5     91.4     15.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       22       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,729
COMMITMENTS
   3,691    1,444    6,042   70,808   79,158   80,541   86,644   12,188    6,085

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        344)
       0        0        0    1,846      527    1,846      527   -1,502     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.6      6.5     76.4     85.4     86.9     93.4     13.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        4       25       24       29       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,948
COMMITMENTS
     632    5,994    5,084   89,481   81,500   95,197   92,578    6,751    9,370

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,573)
     263   -2,513      332     -214    2,292      381      111    1,192    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.9      5.0     87.8     79.9     93.4     90.8      6.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       19       26       23       29
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,985
COMMITMENTS
   7,595    5,132    4,401   75,477   83,720   87,473   93,253   12,512    6,732

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,069)
    -856        0      525      544      544      213    1,069      856        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.1      4.4     75.5     83.7     87.5     93.3     12.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        4       23       27       27       31
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,559,614
COMMITMENTS
  49,500  113,914  474,953  1030337  965,089  1554790  1553956    4,824    5,658

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     27,492)
   2,057   -4,935   11,682   14,127   20,699   27,866   27,446     -374       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      7.3     30.5     66.1     61.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      44       28       56       57       58      123      120
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,628
COMMITMENTS
       0    1,800        0   94,350   89,110   94,350   90,910    3,278    6,718

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -13,327)
  -6,076     -620        0   -7,427  -12,490  -13,503  -13,110      176     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     96.6     91.3     96.6     93.1      3.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       16       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      212,502
COMMITMENTS
   7,898    8,803    4,132  188,831  194,437  200,861  207,372   11,641    5,130

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -12,794)
  -2,540   -1,358      211  -13,270  -11,186  -15,599  -12,333    2,805     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      4.1      1.9     88.9     91.5     94.5     97.6      5.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        1        5       38       38       45       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,844
COMMITMENTS
   4,685      524    2,125  124,605  135,470  131,415  138,119   12,429    5,725

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -6,798)
     -58     -335     -587   -5,915   -6,527   -6,560   -7,449     -238      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.4      1.5     86.6     94.2     91.4     96.0      8.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       26       25       28       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      235,844
COMMITMENTS
   5,227      290   16,478  197,291  208,849  218,996  225,617   16,848   10,227

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -11,060)
    -958      290     -827   -8,079   -9,625   -9,864  -10,162   -1,196     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.1      7.0     83.7     88.6     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        4       33       35       37       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,758,769
COMMITMENTS
 541,314  113,586  831,570  1349499  1794046  2722383  2739202   36,386   19,567

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:   -143,238)
 -23,968   -8,516  -44,943  -62,347  -81,674 -131,258 -135,133  -11,980   -8,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      4.1     30.1     48.9     65.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       25       54      101       93      161      152
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      902,950
COMMITMENTS
 111,014  148,748  153,206  634,432  598,566  898,652  900,520    4,298    2,430

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     11,409)
   1,553   10,490      245    9,424    1,155   11,222   11,890      187     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     16.5     17.0     70.3     66.3     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       20       33       41       39       80       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,354
COMMITMENTS
      80      692       47    2,123    1,496    2,250    2,235      104      119

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -640)
      21     -108      -33     -587     -452     -599     -593      -41      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     29.4      2.0     90.2     63.6     95.6     94.9      4.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       11       12       13       16
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,384
COMMITMENTS
       0        0        0    1,327    1,621    1,327    1,621    1,057      763

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        264)
       0        0        0      136      174      136      174      128       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     55.7     68.0     55.7     68.0     44.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       24       23       24
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      131,067
COMMITMENTS
   1,625    2,761    5,152  123,444  122,825  130,221  130,739      846      328

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -7,438)
     101      358     -306   -7,330   -7,523   -7,535   -7,470       97       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.1      3.9     94.2     93.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        5       35       33       42       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,201
COMMITMENTS
       0       44        0    6,903    7,075    6,903    7,119      298       82

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     95.9     98.3     95.9     98.9      4.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       15       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,322
COMMITMENTS
      16      599      585   21,369   20,696   21,970   21,880    1,352    1,442

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,968)
      -1       -1       -5   -2,324   -2,147   -2,330   -2,153      362      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.6      2.5     91.6     88.7     94.2     93.8      5.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       23       19       26       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,373
COMMITMENTS
       0    1,100      490   29,348   29,645   29,838   31,235    1,535      138

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -641)
       0      -10      -10     -569     -559     -579     -579      -62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.6     93.5     94.5     95.1     99.6      4.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,308
COMMITMENTS
     720        0        0   11,556   11,986   12,276   11,986    1,032    1,322

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -174)
     -30        0       -8     -150     -158     -188     -166       14       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     86.8     90.1     92.2     90.1      7.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       17       20       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,958
COMMITMENTS
      70        0      738   43,954   44,896   44,761   45,634    1,197      324

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -502)
     -24        0       -1     -864     -450     -888     -450      386      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      1.6     95.6     97.7     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       22       24       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,584
COMMITMENTS
       0        0        0   10,366   10,664   10,366   10,664    1,218      920

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -542)
       0        0        0     -546     -692     -546     -692        4      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.5     92.1     89.5     92.1     10.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       19,359
COMMITMENTS
       0      762        0   19,232   18,470   19,232   19,232      127      127

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        490)
       0     -220        0      510      730      510      510      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     99.3     95.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12        8       12        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       51,129
COMMITMENTS
     220      400        0   50,174   50,629   50,394   51,029      735      100

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -3,120)
       0        0        0   -3,020   -3,120   -3,020   -3,120     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      0.0     98.1     99.0     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       20        9       21       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      855,778
COMMITMENTS
       0   31,040        0  855,778  824,738  855,778  855,778        0        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -30,521)
       0        0        0  -30,521  -30,521  -30,521  -30,521        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       96,501
COMMITMENTS
       0    5,275        0   96,501   91,186   96,501   96,461        0       40

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -5,300)
       0     -300        0   -5,300   -5,000   -5,300   -5,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0    100.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,616,042
COMMITMENTS
       0   69,830        0  1616042  1546212  1616042  1616042        0        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -75,388)
       0   -4,010        0  -75,388  -71,378  -75,388  -75,388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       12       18       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      171,119
COMMITMENTS
   6,217        0        0  164,862  170,484  171,079  170,484       40      635

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -2,970)
    -560        0        0   -2,450   -2,870   -3,010   -2,870       40     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     96.3     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        0       21       29       23       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,754,120
COMMITMENTS
 103,205        0        0  2650915  2754120  2754120  2754120        0        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -15,792)
  -4,411        0        0  -11,381  -15,792  -15,792  -15,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       19       22       22       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,493
COMMITMENTS
      80    3,090        0   62,391   58,977   62,471   62,067       22      426

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        280)
       0        0        0      300      300      300      300      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      0.0     99.8     94.4    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,032,176
COMMITMENTS
       0   81,875        0  1032176  950,301  1032176  1032176        0        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -24,192)
       0   -2,005        0  -24,192  -22,187  -24,192  -24,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       56,231
COMMITMENTS
   6,410      579       45   49,521   55,567   55,976   56,191      255       40

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -3,340)
  -2,560        0        0     -780   -3,340   -3,340   -3,340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      1.0      0.1     88.1     98.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,026,976
COMMITMENTS
 129,300   35,400        0  897,676  991,576  1026976  1026976        0        0

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -18,446)
       0        0        0  -18,446  -18,446  -18,446  -18,446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      3.4      0.0     87.4     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,783
COMMITMENTS
     255       84       20   16,976   17,493   17,251   17,597      531      185

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        144)
     -25        0        0      171      129      146      129       -2       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.5      0.1     95.5     98.4     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       31       34       32       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,970
COMMITMENTS
     200        0       60    6,050    6,500    6,310    6,560      660      410

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -784)
     -25        0        0     -714     -734     -739     -734      -45      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.9     86.8     93.3     90.5     94.1      9.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       20       25       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,021
COMMITMENTS
     220        0      120   10,450   10,796   10,790   10,916      231      105

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,029)
     -15        0      -10     -990   -1,028   -1,015   -1,038      -14        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      1.1     94.8     98.0     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       24       18       25       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,358
COMMITMENTS
      83      170      113   14,501   14,850   14,697   15,133      661      225

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        838)
       0      -75       89      619      794      708      808      130       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.1      0.7     94.4     96.7     95.7     98.5      4.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       28       30       30       31
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,754
COMMITMENTS
       0      310        0   14,320   13,132   14,320   13,442    6,434    7,312

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     10,505)
       0       25      -25    4,335    3,253    4,310    3,253    6,195    7,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     69.0     63.3     69.0     64.8     31.0     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       14       16       15
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,076
COMMITMENTS
       0      220       15    5,671    5,470    5,686    5,705      390      371

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -528)
       0       95      -70     -438     -533     -508     -508      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.2     93.3     90.0     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       18       18       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,508,198
COMMITMENTS
 252,116  102,592  792,818  1355686  1525859  2400620  2421269  107,579   86,929

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     55,067)
   4,687   -1,395   29,285   13,217    7,295   47,189   35,185    7,878   19,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      4.1     31.6     54.1     60.8     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     131       87      177       84      100      306      289
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,161
COMMITMENTS
   3,679   26,440   16,400   62,323   41,746   82,403   84,587    6,758    4,574

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      2,343)
     205      785      340    1,850    1,036    2,394    2,161      -51      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     29.7     18.4     69.9     46.8     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        7        9       10       12       19       21
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,160
COMMITMENTS
  38,706   28,408    1,804  143,921  131,660  184,431  161,872   19,729   42,288

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -7,231)
   1,107   -5,050     -744   -6,958   -3,756   -6,595   -9,550     -636    2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     13.9      0.9     70.5     64.5     90.3     79.3      9.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        6       31       30       39       37
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,419
COMMITMENTS
  32,660    5,467   40,514   93,201  121,073  166,375  167,053    5,045    4,366

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      6,568)
   1,689     -528    1,349    2,438    5,021    5,475    5,842    1,092      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      3.2     23.6     54.4     70.6     97.1     97.5      2.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      26       10       29       23       23       58       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      642,044
COMMITMENTS
  39,184    3,862   71,917  510,702  548,510  621,803  624,289   20,241   17,755

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -18,096)
  -5,049    1,043   -1,197  -12,459  -18,786  -18,705  -18,940      609      845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.6     11.2     79.5     85.4     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        3       11       35       36       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,171
COMMITMENTS
     100    1,235      250   77,940   77,333   78,290   78,818    1,881    1,353

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:    -10,117)
     -82     -200      -25  -10,163  -10,215  -10,270  -10,440      153      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.5      0.3     97.2     96.5     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        3        2       46       52       48       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,602
COMMITMENTS
  16,441   29,969    9,860  100,795   85,726  127,096  125,555    5,506    7,047

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        887)
     999      387     -241     -134      296      624      442      263      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     22.6      7.4     76.0     64.6     95.8     94.7      4.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       13       14       24       24       43       41
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,263
COMMITMENTS
     516    3,916    2,359   22,013   19,271   24,888   25,546    2,375    1,717

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,482)
     166      481      391      622      266    1,179    1,138      303      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     14.4      8.7     80.7     70.7     91.3     93.7      8.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        4       14       16       19       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,270
COMMITMENTS
   1,976    1,339    1,739   67,112   76,074   70,827   79,152   29,443   21,118

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -5,740)
      -4     -911        0   -7,529   -3,982   -7,533   -4,893    1,793     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.3      1.7     66.9     75.9     70.6     78.9     29.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       25       24       28       26
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,551
COMMITMENTS
       0    2,130        0   38,536   36,221   38,536   38,351       15      200

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -3,706)
       0      612        0   -3,641   -4,366   -3,641   -3,754      -65       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0    100.0     94.0    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        3        0       28       36       28       39
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,852
COMMITMENTS
       0        0        0   46,695   44,756   46,695   44,756    5,157    7,096

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -4,076)
       0        0        0   -4,189   -4,031   -4,189   -4,031      113      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.1     86.3     90.1     86.3      9.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       19       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,271
COMMITMENTS
  15,322    1,692      306    4,825   20,746   20,453   22,744    2,818      527

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        355)
     413       41       93       83      226      589      360     -234       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8      7.3      1.3     20.7     89.1     87.9     97.7     12.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      89       16        8       24       26      118       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,855
COMMITMENTS
  24,407    1,927      213    5,694   32,773   30,314   34,913    5,541      942

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        874)
     635     -262      -41      108    1,023      702      720      172      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1      5.4      0.6     15.9     91.4     84.5     97.4     15.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      89       13        5       16       32      110       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      279,710
COMMITMENTS
  76,762   19,214   36,093  145,613  209,053  258,468  264,360   21,242   15,350

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,806)
   2,852    1,713    1,354   -4,626   -2,742     -420      325    2,225    1,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      6.9     12.9     52.1     74.7     92.4     94.5      7.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      62       26       45       68       89      156      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,223
COMMITMENTS
   1,426        0      237   13,990   15,174   15,653   15,411    5,570    5,812

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,962)
    -507        0     -186   -1,115     -840   -1,808   -1,026     -154     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      1.1     65.9     71.5     73.8     72.6     26.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       17       19       20       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,100
COMMITMENTS
   1,813        0      175    7,504    9,344    9,492    9,519      608      581

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      1,059)
     359        0       50      545      934      954      984      105       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      1.7     74.3     92.5     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        0        2       29       37       35       39
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,907
COMMITMENTS
   2,499        0        0   40,073   43,582   42,572   43,582    1,335      325

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -137)
       0        0        0     -237     -137     -237     -137      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     91.3     99.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       35       29       37       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,069
COMMITMENTS
   3,010        0        0   20,905   22,815   23,915   22,815      154    1,254

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      755      635      755      635     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      0.0      0.0     86.9     94.8     99.4     94.8      0.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       25       16       28       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,947
COMMITMENTS
   2,500       50        0   13,347   14,697   15,847   14,747      100    1,200

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:        257)
       0        0        0      257      257      257      257        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      0.3      0.0     83.7     92.2     99.4     92.5      0.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        0       30       30       33       31
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,654
COMMITMENTS
     204       59       31    2,322    3,002    2,557    3,092    1,097      562

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:       -339)
     -40      -31       20     -310      -61     -330      -72       -9     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.6      0.8     63.5     82.2     70.0     84.6     30.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       17       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,318
COMMITMENTS
     420        0        0   15,653   16,308   16,073   16,308      245       10

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:         93)
       0        0        0       93       93       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     95.9     99.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       19       23       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,003
COMMITMENTS
   1,500        0        7   15,426   16,914   16,933   16,921       70       82

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -2,431)
    -273        0      -34   -2,075   -2,401   -2,382   -2,435      -49        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      0.0     90.7     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        1       31       34       36       35
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,487
COMMITMENTS
     852      389        0    7,545    7,916    8,397    8,305       90      182

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -1,806)
     366       95      -58   -2,093   -1,965   -1,785   -1,928      -21      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      4.6      0.0     88.9     93.3     98.9     97.9      1.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        0       21       20       23       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,966
COMMITMENTS
   8,655      669    1,535   38,153   47,440   48,343   49,644    2,623    1,322

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:     -2,973)
    -978      358     -267   -1,751   -2,895   -2,996   -2,804       23     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      1.3      3.0     74.9     93.1     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       35       36       41       41
```

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Updated December 4, 2009