```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,602
COMMITMENTS
     985    2,834       64   41,494   39,491   42,543   42,389       59      213

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,300)
       0      761      -50    2,340    1,579    2,290    2,290       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      6.7      0.2     97.4     92.7     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        1       42       49       44       53
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,703
COMMITMENTS
     400        0        0   32,221   32,493   32,621   32,493       82      210

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,652)
       0        0        0    1,672    1,652    1,672    1,652      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.5     99.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       32       37       33       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,871
COMMITMENTS
     146      216       55    4,355    4,418    4,556    4,689    1,315    1,182

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          3)
       0        0        0      -29       -9      -29       -9       32       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.7      0.9     74.2     75.3     77.6     79.9     22.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       21       22       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,499
COMMITMENTS
     692      271      154    7,453    7,784    8,299    8,209    1,200    1,290

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        275)
     184       70       20       66      197      270      287        5      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.9      1.6     78.5     81.9     87.4     86.4     12.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       43       41       47       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,969
COMMITMENTS
     580      454      268    6,539    6,695    7,387    7,417      582      552

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        320)
     -44       44      -17      393      273      332      300      -12       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      5.7      3.4     82.1     84.0     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       6        6        8       52       52       60       64
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,395
COMMITMENTS
     312        0       15    1,038    1,878    1,365    1,893    1,030      502

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      0.6     43.3     78.4     57.0     79.0     43.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       11       14       14       15
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,581
COMMITMENTS
       0       55        0    1,097      902    1,097      957      484      624

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       89        5       89        5      -64       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     69.4     57.1     69.4     60.5     30.6     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       14       18       15
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,904
COMMITMENTS
      60       95        0    1,441    1,250    1,501    1,345      403      559

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      5.0      0.0     75.7     65.7     78.8     70.6     21.2     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       18       18       20       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,398
COMMITMENTS
       0      400        0   15,203   14,958   15,203   15,358      195       40

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,071)
       0        0        0    1,071    1,071    1,071    1,071        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      0.0     98.7     97.1     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       26       18       26       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,945
COMMITMENTS
  53,100   33,108   38,925  180,978  219,593  273,003  291,626   43,942   25,319

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -4,887)
 -16,446    7,506   -4,774   15,252   -8,402   -5,968   -5,670    1,081      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     10.4     12.3     57.1     69.3     86.1     92.0     13.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      47       26       45       70       85      139      140
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,347
COMMITMENTS
     475    1,497      450   16,402   15,385   17,327   17,332       20       15

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -1,870)
       0      100     -275   -1,595   -1,695   -1,870   -1,870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      8.6      2.6     94.6     88.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        7        5       39       45       46       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,959
COMMITMENTS
   2,685        0       50    5,180    7,759    7,915    7,809       44      150

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        150)
     -55        0        0      175        0      120        0       30      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      0.0      0.6     65.1     97.5     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        0        1       23       22       29       23
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,112
COMMITMENTS
     146      185      301    2,587    1,831    3,034    2,317    1,078    1,795

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        198)
     -15       80       20      167       -2      172       98       26      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      4.5      7.3     62.9     44.5     73.8     56.3     26.2     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,977
COMMITMENTS
     130        0        0    2,747    2,927    2,877    2,927      100       50

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     92.3     98.3     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       16       17       17       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      749,109
COMMITMENTS
 115,307  282,315  203,355  353,577  225,971  672,239  711,641   76,870   37,468

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -32,164)
     326     -416  -17,579  -12,428   -8,822  -29,681  -26,817   -2,483   -5,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     37.7     27.1     47.2     30.2     89.7     95.0     10.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      79       97      121       85       72      246      222
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       45,564
COMMITMENTS
       0    1,415       92   35,187   38,167   35,279   39,674   10,285    5,890

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        472)
       0      -80        4        0      508        4      432      468       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.2     77.2     83.8     77.4     87.1     22.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       15       17       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,507
COMMITMENTS
       0        0        0   45,328   41,597   45,328   41,597    8,179   11,910

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        -32)
       0        0        0      -32      -32      -32      -32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.7     77.7     84.7     77.7     15.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,420
COMMITMENTS
       0        0        0   51,470   58,389   51,470   58,389   10,950    4,031

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.5     93.5     82.5     93.5     17.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       17       15       17
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,363
COMMITMENTS
   2,177    3,074    6,651   42,303   43,547   51,131   53,272   10,232    8,091

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        331)
    -305      367      339      328     -375      362      331      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.0     10.8     68.9     71.0     83.3     86.8     16.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       16       16       20       19
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,378
COMMITMENTS
       0    4,042    1,080   44,748   33,642   45,828   38,764    7,550   14,614

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      2.0     83.8     63.0     85.9     72.6     14.1     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       10       15       12       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,252
COMMITMENTS
   3,525    1,859    4,205   47,728   55,353   55,458   61,417   11,794    5,835

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         15)
    -388        0      389        0     -428        1      -39       14       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.8      6.3     71.0     82.3     82.5     91.3     17.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       18       17       22       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,552
COMMITMENTS
     620        0        0   44,404   45,510   45,024   45,510    1,528    1,042

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        682)
     620        0        0        0      620      620      620       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     95.4     97.8     96.7     97.8      3.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       17       15       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,337
COMMITMENTS
       0   12,157    2,346  111,606  101,146  113,952  115,649    6,385    4,688

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        343)
       0    1,216     -484      771     -591      287      141       56      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.1      1.9     92.7     84.1     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       27       30       30       33
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,218
COMMITMENTS
       0      575    1,911   91,206   92,400   93,117   94,886    7,101    5,332

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         62)
       0     -124      124        0        0      124        0      -62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      1.9     91.0     92.2     92.9     94.7      7.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,866
COMMITMENTS
   7,686        0    6,904  136,285  150,837  150,875  157,741   12,991    6,125

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,325)
   2,868        0     -829      446    2,123    2,485    1,294   -1,160       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      4.2     83.2     92.0     92.1     96.3      7.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        2       29       33       32       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,667,401
COMMITMENTS
 471,162  101,396  834,103  1341435  1712343  2646700  2647842   20,701   19,559

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     23,087)
 -27,243  -21,553   29,677   21,170   14,976   23,604   23,100     -517      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.8     31.3     50.3     64.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      39       29       61      116       98      184      162
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,048,886
COMMITMENTS
 189,585  118,714  196,813  658,285  729,519  1044683  1045046    4,203    3,840

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     62,027)
  58,078   16,769    4,222     -388   40,799   61,912   61,790      115      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     11.3     18.8     62.8     69.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       24       42       41       42       89       90
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,760
COMMITMENTS
     915      390        0    6,650    7,220    7,565    7,610      195      150

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        140)
       0        0        0       80      125       80      125       60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.0      0.0     85.7     93.0     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,530
COMMITMENTS
       0      924        0    7,335    6,464    7,335    7,388      195      142

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        494)
    -150        0        0      617      464      467      464       27       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3      0.0     97.4     85.8     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       27       25       27       26
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,418
COMMITMENTS
       0        0        0    2,389    2,393    2,389    2,393       29       25

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       55       20       55       20      -25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.0     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,708
COMMITMENTS
      75      208       45    1,933    1,415    2,053    1,668      655    1,040

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        228)
      20       27        0      146       66      166       93       62      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.7      1.7     71.4     52.3     75.8     61.6     24.2     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       17       19       18       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,303
COMMITMENTS
      89        0       31    1,665    1,881    1,785    1,912      518      391

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         -2)
      31      -25       -6      -57       26      -32       -5       30        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      1.3     72.3     81.7     77.5     83.0     22.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       24       26       26       28
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,846
COMMITMENTS
   6,030      310    1,186   32,014   40,084   39,230   41,580    2,616      266

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        432)
     432        0       88      112      564      632      652     -200     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.7      2.8     76.5     95.8     93.7     99.4      6.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        4       32       29       37       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,352
COMMITMENTS
     176      171        0    7,046    7,242    7,222    7,413    1,130      939

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        217)
       0       87        0      174       46      174      133       43       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.0      0.0     84.4     86.7     86.5     88.8     13.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       13       13       14       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,848
COMMITMENTS
       0      762       52   14,488   14,038   14,540   14,852    1,308      996

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        192)
       0       20       12      220      118      232      150      -40       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.3     91.4     88.6     91.7     93.7      8.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       23       22       25       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,989
COMMITMENTS
     679        0        0    8,298    9,208    8,977    9,208    2,012    1,781

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        122)
      12        0        0      108       98      120       98        2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      0.0     75.5     83.8     81.7     83.8     18.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,612
COMMITMENTS
      44    2,026      290   27,178   27,770   27,512   30,086    3,100      526

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        194)
    -126       78       90      210       30      174      198       20       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.6      0.9     88.8     90.7     89.9     98.3     10.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       27       24       30       27
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,018
COMMITMENTS
     190      256       78   10,832   11,460   11,100   11,794    1,918    1,224

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        166)
       0       34      -26       52      158       26      166      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.0      0.6     83.2     88.0     85.3     90.6     14.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       22       17       24       19
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,410
COMMITMENTS
       0    1,100        0   26,155   25,055   26,155   26,155      255      255

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0     99.0     94.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,155
COMMITMENTS
     132       20       12   13,071   13,113   13,215   13,145      940    1,010

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.1      0.1     92.3     92.6     93.4     92.9      6.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       26       22       27       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,225
COMMITMENTS
       0        0        0    8,113    8,391    8,113    8,391    1,112      834

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0      -20      -24      -20      -24       16       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.9     91.0     87.9     91.0     12.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,001
COMMITMENTS
       0      510        0   49,491   49,405   49,491   49,915      510       86

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        277)
       0        0        0      129      255      129      255      148       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     99.0     98.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       11       14       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      733,248
COMMITMENTS
       0    9,360        0  733,248  723,888  733,248  733,248        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        775)
       0        0        0      775      775      775      775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       10       16       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,297
COMMITMENTS
       0      880        0   35,297   34,417   35,297   35,297        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,682
COMMITMENTS
     440        0        0   34,477   35,682   34,917   35,682      765        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.6    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       10       16       10
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      521,052
COMMITMENTS
       0        0        0  521,052  521,052  521,052  521,052        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,880)
       0        0        0    1,880    1,880    1,880    1,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       14       14       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,301
COMMITMENTS
       0        0        0   67,257   67,301   67,257   67,301       44        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       15       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,387
COMMITMENTS
       0        0        0  1146387  1146387  1146387  1146387        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      211,606
COMMITMENTS
   1,431        0      315  209,860  211,002  211,606  211,317        0      289

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      138        0      138        0        0      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.1     99.2     99.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       25       27       27       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,697,036
COMMITMENTS
       0    1,540        0  3697036  3695496  3697036  3697036        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,360)
       0        0        0    3,360    3,360    3,360    3,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       23       26       23       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,394
COMMITMENTS
   1,642    1,725      132   60,620   60,052   62,394   61,909        0      485

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        193)
       0     -400      132       61      231      193      -37        0      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.8      0.2     97.2     96.2    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       26       21       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,192,057
COMMITMENTS
  34,795   67,320        0  1157262  1124737  1192057  1192057        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     26,875)
       0    1,520        0   26,875   25,355   26,875   26,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.6      0.0     97.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       27       26       29       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,174
COMMITMENTS
   2,120      223      301   56,602   58,650   59,023   59,174      151        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       82       82       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.4      0.5     95.7     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       26       27       29       29
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,997
COMMITMENTS
      88      440        0    9,100    9,233    9,188    9,673      809      324

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        278)
       0        0        0       23      209       23      209      255       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.4      0.0     91.0     92.4     91.9     96.8      8.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       14       15       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,298
COMMITMENTS
     510        0        0   16,278   16,469   16,788   16,469      510      829

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     94.1     95.2     97.1     95.2      2.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       13       18       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      471,678
COMMITMENTS
       0   19,025        0  471,678  452,653  471,678  471,678        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,099,963
COMMITMENTS
  19,786   28,400    7,610  1072567  1063953  1099963  1099963        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,760)
       0        0        0    3,760    3,760    3,760    3,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.6      0.7     97.5     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       26       28       29       30
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      428,474
COMMITMENTS
       0    7,755    7,610  420,864  413,109  428,474  428,474        0        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,518)
  -6,005        0        0    7,523   24,918    1,518   24,918        0  -23,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      1.8     98.2     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       10       14       11
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,172
COMMITMENTS
     120        0      300   24,513   25,411   24,933   25,711    1,239      461

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         85)
      75     -126        0       50      103      125      -23      -40      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      1.1     93.7     97.1     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       35       32       38       33
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,667
COMMITMENTS
     535        0        0   15,853   16,031   16,388   16,031      279      636

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         39)
     -95        0      -25       54       49      -66       24      105       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     95.1     96.2     98.3     96.2      1.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       16       17       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,580
COMMITMENTS
       0        0        0    8,841    8,727    8,841    8,727      739      853

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        177)
       0        0        0      177       57      177       57        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.3     91.1     92.3     91.1      7.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       27       21       27       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,557
COMMITMENTS
       0        0        0    9,911    9,845    9,911    9,845      646      712

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        521)
       0        0        0      226      506      226      506      295       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.9     93.3     93.9     93.3      6.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       21       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,331,203
COMMITMENTS
 317,663  176,217  328,275  598,938  764,560  1244876  1269052   86,327   62,151

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -68,571)
 -12,824   17,721  -19,916  -22,551  -55,872  -55,291  -58,067  -13,280  -10,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     13.2     24.7     45.0     57.4     93.5     95.3      6.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     136       82      147       86       97      301      266
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      246,709
COMMITMENTS
  28,134   16,409   14,715  167,384  159,510  210,233  190,634   36,476   56,075

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,904)
     990      443     -198      914   -1,166    1,706     -921    2,198    4,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      6.7      6.0     67.8     64.7     85.2     77.3     14.8     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        3        5       27       27       35       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,687
COMMITMENTS
     233    3,314       58   41,333   38,204   41,624   41,576       63      111

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,087)
     -75        0     -200    1,329    1,387    1,054    1,187       33     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      7.9      0.1     99.2     91.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        5        2       42       41       45       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,934
COMMITMENTS
   5,951   33,672    2,350   74,457   44,119   82,758   80,141    3,176    5,793

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -19,079)
  -1,470   -4,774   -1,889  -14,901  -12,757  -18,260  -19,420     -819      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     39.2      2.7     86.6     51.3     96.3     93.3      3.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       11       11       25       23       39       36
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,925
COMMITMENTS
   4,525      575        0   12,350   16,300   16,875   16,875       50       50

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      150      150      150      150     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      3.4      0.0     73.0     96.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       19       23       21       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,262
COMMITMENTS
  16,351    2,521      522    4,085   20,169   20,958   23,212    3,304    1,050

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        233)
  -1,216     -265      257      678     -167     -281     -175      514      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     10.4      2.2     16.8     83.1     86.4     95.7     13.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      71       21       10       23       38      102       65
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,148
COMMITMENTS
  23,959    2,293       68    5,525   30,822   29,552   33,183    4,596      965

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -1,270)
    -788      231      -40        4   -1,348     -824   -1,157     -446     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2      6.7      0.2     16.2     90.3     86.5     97.2     13.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      82       14        3       17       36      102       51
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,551
COMMITMENTS
  78,753   11,260   25,814  151,424  226,607  255,991  263,681   21,560   13,870

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -8,425)
  -4,372   -4,982    1,248   -7,130   -6,541  -10,254  -10,275    1,829    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      4.1      9.3     54.6     81.6     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      67       19       37       81       86      166      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,171
COMMITMENTS
   2,402      739    1,572   16,147   17,360   20,121   19,671    4,050    4,500

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         29)
    -450       70      456      -53       21      -47      547       76     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.1      6.5     66.8     71.8     83.2     81.4     16.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        4       20       23       26       28
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,452
COMMITMENTS
     222      260       20    5,076    5,059    5,318    5,339      134      113

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.8      0.4     93.1     92.8     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       26       26       29       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       59,802
COMMITMENTS
     485    2,386       35   58,320   57,201   58,840   59,622      962      180

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      6,111)
    -300      430       -1    6,370    5,682    6,069    6,111       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.0      0.1     97.5     95.7     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       32       33       35       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,916
COMMITMENTS
     400        0        0   17,266   17,916   17,666   17,916      250        0

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,587)
    -200        0        0    1,787    1,587    1,587    1,587        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     96.4    100.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       20       22       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,774
COMMITMENTS
     850      850       50    5,474    5,724    6,374    6,624      400      150

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        425)
       0      750        0      425     -325      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     12.5      0.7     80.8     84.5     94.1     97.8      5.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        1       26       24       30       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,871
COMMITMENTS
   2,339        0       50   15,207   17,471   17,596   17,521      275      350

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,142)
     907     -300     -125      360    1,537    1,142    1,112        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      0.3     85.1     97.8     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       34       23       36       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,753
COMMITMENTS
     886      771      417   14,467   15,089   15,770   16,277      983      476

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        158)
     -50     -225      150       58      205      158      130        0       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.6      2.5     86.4     90.1     94.1     97.2      5.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        3       31       29       37       33
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,644
COMMITMENTS
      27    1,709      117   14,187   12,469   14,331   14,295      313      349

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        773)
      27       -2       -3      570      599      594      594      179      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     11.7      0.8     96.9     85.1     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        6        2       27       26       30       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,366
COMMITMENTS
   6,033    1,418    1,205   24,602   29,411   31,840   32,034      526      332

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,086)
     284       75      264      652      747    1,200    1,086     -114        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      4.4      3.7     76.0     90.9     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        6       34       32       42       39
```

----

Updated November 29, 2010