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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,165
COMMITMENTS
   1,794      362        0   41,111   42,703   42,905   43,065      260      100

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,712)
       0      -55        0    2,744    2,850    2,744    2,795      -32      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.8      0.0     95.2     98.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        0       34       36       36       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,859
COMMITMENTS
     200      120       50   20,509   20,523   20,759   20,693      100      166

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        286)
       0        0        0      246      206      246      206       40       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.6      0.2     98.3     98.4     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       29       29       31       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,108
COMMITMENTS
       0      348      507    5,792    5,454    6,299    6,309      809      799

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       26       42       26       42       39       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      7.1     81.5     76.7     88.6     88.8     11.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       26       25       27       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,271
COMMITMENTS
     347      415      500    9,176    9,292   10,023   10,207    1,248    1,064

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        290)
      10       34        0      446      402      456      436     -166     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      3.7      4.4     81.4     82.4     88.9     90.6     11.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        3       38       38       41       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,383
COMMITMENTS
      37      122       36    7,898    7,832    7,971    7,990      412      393

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        362)
       2        0        0      354      384      356      384        6      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.5      0.4     94.2     93.4     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        4        3       47       56       50       61
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,952
COMMITMENTS
     115        0       83    4,501    4,699    4,699    4,782    1,253    1,170

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       37        4       37        4       -7       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      1.4     75.6     78.9     78.9     80.3     21.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,902
COMMITMENTS
     780        0        0    1,388    2,458    2,168    2,458      734      444

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        133)
       0        0        0       14      129       14      129      119        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      0.0      0.0     47.8     84.7     74.7     84.7     25.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       17       13       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,219
COMMITMENTS
       0        0        0    8,204    8,169    8,204    8,169       15       50

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        330)
       0        0        0      330      330      330      330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,062
COMMITMENTS
  46,114   17,456   39,085  196,946  229,918  282,145  286,459   34,917   30,603

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     10,459)
   1,891   -1,363   -1,824    9,144   11,185    9,211    7,998    1,248    2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      5.5     12.3     62.1     72.5     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       28       48       69       74      129      131
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,567
COMMITMENTS
   1,326       50      700   16,845   19,282   18,871   20,032    1,696      535

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,378)
     507       50        0    1,680    2,098    2,187    2,148      191      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.2      3.4     81.9     93.8     91.8     97.4      8.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        4       41       46       46       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,340
COMMITMENTS
   1,040    2,150       75   20,410   19,055   21,525   21,280    1,815    2,060

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        825)
       0      300        0      750      375      750      675       75      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      9.2      0.3     87.4     81.6     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        1       26       26       30       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,995
COMMITMENTS
   6,589       50      300   10,866   15,563   17,755   15,913      240    2,082

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -985)
  -1,200        0        0      215     -985     -985     -985        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      0.3      1.7     60.4     86.5     98.7     88.4      1.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11       16       14       17
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,643
COMMITMENTS
       0        0        0    6,949    7,332    6,949    7,332      694      311

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      160      136      160      136       -5       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.9     95.9     90.9     95.9      9.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      744,146
COMMITMENTS
  84,448  258,314  243,850  334,359  200,287  662,657  702,451   81,489   41,695

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     23,864)
 -11,463   -6,226   22,591   14,625    8,954   25,753   25,319   -1,889   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     34.7     32.8     44.9     26.9     89.0     94.4     11.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      78      102      119       88       71      246      223
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,348
COMMITMENTS
     790       25    2,097   68,948   70,183   71,835   72,305    6,513    6,043

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        929)
     246        0      289    1,741      942    2,276    1,231   -1,347     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      2.7     88.0     89.6     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       25       27       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,409
COMMITMENTS
     444    2,455    4,397   34,751   23,991   39,592   30,843    6,817   15,566

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        528)
      62      -91      -93      288      -28      257     -212      271      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.3      9.5     74.9     51.7     85.3     66.5     14.7     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       16       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,602
COMMITMENTS
   2,420        0      586   57,967   56,374   60,973   56,960    9,629   13,642

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0        0      -60        0      -60      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.8     82.1     79.8     86.4     80.7     13.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       24       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,924
COMMITMENTS
       0        0        0   73,801   78,002   73,801   78,002   10,123    5,922

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      214        0      214        0     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.9     92.9     87.9     92.9     12.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       24       24       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,765
COMMITMENTS
       0    2,751    4,211   76,764   76,358   80,975   83,320    7,790    5,445

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,674)
       0      422      288      966      417    1,254    1,127      420      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      4.7     86.5     86.0     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       28       27       30       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,309
COMMITMENTS
       0    4,293    8,301   93,110   88,774  101,411  101,368    6,898    6,941

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,975)
    -196    2,818      -75    1,460     -604    1,189    2,139      786     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      7.7     86.0     82.0     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       19       27       21       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,260
COMMITMENTS
       0    6,342    2,503   31,544   22,985   34,047   31,830    2,213    4,430

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        591)
       0      131      275      316       30      591      436        0      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.5      6.9     87.0     63.4     93.9     87.8      6.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,828
COMMITMENTS
       0        0        0   34,526   42,348   34,526   42,348   14,302    6,480

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,150)
       0        0        0    1,625    2,251    1,625    2,251     -475   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     70.7     86.7     70.7     86.7     29.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       19       22       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,627
COMMITMENTS
   2,597    5,047    4,943   80,619   82,932   88,159   92,922    9,468    4,705

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        203)
     122     -248      311   -2,698       16   -2,265       79    2,468      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.2      5.1     82.6     84.9     90.3     95.2      9.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        5       26       32       31       37
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,967
COMMITMENTS
   1,424    9,354    2,485   55,310   40,952   59,219   52,791    3,748   10,176

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,463)
      62    1,621        0    2,401      842    2,463    2,463        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     14.9      3.9     87.8     65.0     94.0     83.8      6.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,581
COMMITMENTS
   1,364    4,756      496  111,709  107,041  113,569  112,293    2,012    3,288

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      4,340)
       0      744        0    4,340    3,356    4,340    4,100        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.1      0.4     96.6     92.6     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       19       17       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,808
COMMITMENTS
   8,473   12,212    5,025  203,285  202,590  216,783  219,827    9,025    5,981

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,507)
  -1,187    1,222     -348    3,135      447    1,600    1,321      -93      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      5.4      2.2     90.0     89.7     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        4       38       39       44       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,117
COMMITMENTS
   1,550      425    2,955  131,784  142,711  136,289  146,091   12,828    3,026

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        558)
    -155        0      146      387      412      378      558      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      2.0     88.4     95.7     91.4     98.0      8.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      258,892
COMMITMENTS
  15,215        0   12,538  212,728  232,739  240,481  245,277   18,411   13,615

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        751)
   1,336     -490      -70     -280    1,407      986      847     -235      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      4.8     82.2     89.9     92.9     94.7      7.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        0        4       38       39       42       43
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,841
COMMITMENTS
     792    1,379      933   67,639   68,390   69,364   70,702    6,477    5,139

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.8      1.2     89.2     90.2     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       15       21       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,952,962
COMMITMENTS
 615,827   86,499  940,742  1372243  1914953  2928812  2942194   24,150   10,768

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     16,395)
  10,506  -21,405    9,178   -1,515   29,756   18,169   17,529   -1,774   -1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      2.9     31.9     46.5     64.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       26       60      106      103      175      166
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,063,630
COMMITMENTS
 141,785  118,546  225,238  693,716  714,073  1060739  1057857    2,891    5,773

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     17,798)
  15,779   -7,526    3,043   -1,065   21,982   17,757   17,499       41      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     11.1     21.2     65.2     67.1     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       26       35       43       43       84       85
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,702
COMMITMENTS
      15      236       37    1,588    1,411    1,640    1,684       62       18

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     13.9      2.2     93.3     82.9     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       11       10       12       14
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,501
COMMITMENTS
     502      896      194   36,129   36,394   36,825   37,484      676       17

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -205)
    -220      580     -100      111     -688     -209     -208        4        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.4      0.5     96.3     97.0     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        2       35       31       39       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,057
COMMITMENTS
       0       44        0    7,695    7,907    7,695    7,951      362      106

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -814)
    -344        0        0     -470     -559     -814     -559        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     95.5     98.1     95.5     98.7      4.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       16       12       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,211
COMMITMENTS
   2,940        0       58   15,959   19,058   18,957   19,116    1,254    1,095

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        -16)
       0        0        0      -16      -16      -16      -16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      0.3     79.0     94.3     93.8     94.6      6.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       21       18       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,733
COMMITMENTS
       0      622      582   29,606   29,971   30,188   31,175    1,545      558

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        144)
       0       26        4      700      120      704      150     -560       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      1.8     93.3     94.4     95.1     98.2      4.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       26       23       28       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,773
COMMITMENTS
       0        0        0   23,295   23,181   23,295   23,181      478      592

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        -12)
       0        0        0      -14      -12      -14      -12        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0     97.5     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,348
COMMITMENTS
     796        0        0   11,508   12,394   12,304   12,394    1,044      954

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         20)
      56        0        0        0      -40       56      -40      -36       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      0.0     86.2     92.9     92.2     92.9      7.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       21       18       23       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,408
COMMITMENTS
       0        0        0   11,365   11,982   11,365   11,982    1,043      426

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         94)
       0        0        0      250      104      250      104     -156      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.6     96.6     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       13,048
COMMITMENTS
       0        0        0   12,560   10,790   12,560   10,790      488    2,258

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:          6)
       0        0        0        6     -182        6     -182        0      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.3     82.7     96.3     82.7      3.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       19       22       19
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       21,866
COMMITMENTS
       0    1,140        0   21,676   20,536   21,676   21,676      190      190

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      220      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0     99.1     93.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13        8       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       94,956
COMMITMENTS
       0    6,325        0   94,956   88,631   94,956   94,956        0        0

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        612)
       0        0        0      612      612      612      612        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0    100.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,572,002
COMMITMENTS
       0   81,600        0  1572002  1490402  1572002  1572002        0        0

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      3,186)
       0        0        0    3,186    3,186    3,186    3,186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      146,210
COMMITMENTS
   7,990        0        0  138,220  145,260  146,210  145,260        0      950

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        387)
       0        0        0      387      387      387      387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.0     94.5     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       18       29       21       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,158,212
COMMITMENTS
 108,392        0        0  2049820  2158212  2158212  2158212        0        0

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      3,578)
       0        0        0    3,578    3,578    3,578    3,578        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      0.0     95.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       16       22       19       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,002
COMMITMENTS
      38    3,195       42   46,837   43,342   46,917   46,579       85      423

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,360)
       0        0        0    2,360    2,360    2,360    2,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.8      0.1     99.6     92.2     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       13       19       15
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      716,277
COMMITMENTS
       0   64,240        0  716,277  652,037  716,277  716,277        0        0

CHANGES FROM 09/08/09 (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      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       14       12       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,189
COMMITMENTS
   1,290      320        0   45,899   46,869   47,189   47,189        0        0

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -608)
       0        0        0     -608     -608     -608     -608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.7      0.0     97.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       21       25       22       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      794,582
COMMITMENTS
  27,151   23,400    2,304  765,127  768,878  794,582  794,582        0        0

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     13,359)
       0   23,400        0   13,359  -10,041   13,359   13,359        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.9      0.3     96.3     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       20       23       22       25
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,922
COMMITMENTS
     276       84       74   20,045   20,578   20,395   20,736      527      186

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         34)
     -15        0        0       79       49       64       49      -30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.4      0.4     95.8     98.4     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       31       34       32       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,861
COMMITMENTS
     217        0        0    8,463    8,576    8,680    8,576      181      285

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     95.5     96.8     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,898
COMMITMENTS
     335        0      125   14,156   14,673   14,616   14,798      282      100

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         75)
      90        0       -5        5       80       90       75      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.8     95.0     98.5     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,528
COMMITMENTS
       0      275      232    5,871    5,355    6,103    5,862      425      666

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,764)
       0      -15      102    1,607    1,612    1,709    1,699       55       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      3.6     89.9     82.0     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       22       19       23       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,197,629
COMMITMENTS
 219,352  173,795  273,646  629,344  676,051  1122342  1123492   75,287   74,137

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     19,366)
   7,416   -5,029   13,255     -366    8,621   20,305   16,847     -939    2,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     14.5     22.8     52.5     56.4     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     102       98      140       88       95      276      261
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      212,481
COMMITMENTS
  34,412   34,820    1,058  148,314  126,812  183,784  162,690   28,697   49,791

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      6,163)
     609    2,802        0    4,825    5,012    5,434    7,814      729   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.4      0.5     69.8     59.7     86.5     76.6     13.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       28       27       33       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       69,332
COMMITMENTS
     152    1,835      345   68,010   66,652   68,507   68,832      825      500

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      4,910)
       0      -25        0    4,385    4,510    4,385    4,485      525      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.6      0.5     98.1     96.1     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        5        4       44       48       50       54
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,634
COMMITMENTS
  19,698   44,827   13,390  131,723  104,503  164,811  162,720    6,823    8,914

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        946)
  -1,017   -2,529    1,593      515    1,508    1,091      572     -145      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     26.1      7.8     76.7     60.9     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       17       19       25       24       47       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,946
COMMITMENTS
   1,864    3,225    1,682   31,505   30,285   35,051   35,192    3,895    3,754

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -1,791)
     419     -100      126   -2,069   -2,407   -1,524   -2,381     -267      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.3      4.3     80.9     77.8     90.0     90.4     10.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        5       14       15       19       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,315
COMMITMENTS
   4,923    2,088    1,543   74,092   81,109   80,558   84,740   27,757   23,575

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        595)
       0        0        0    7,585       54    7,585       54   -6,990      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.9      1.4     68.4     74.9     74.4     78.2     25.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       23       20       26       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,713
COMMITMENTS
     400    1,428        0   42,103   41,133   42,503   42,561      210      152

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      0.0     98.6     96.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        0       28       34       29       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,121
COMMITMENTS
  15,029    2,555      193    4,347   18,952   19,569   21,700    2,552      421

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -251)
    -179     -180       40     -170      -75     -309     -215       58      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9     11.6      0.9     19.7     85.7     88.5     98.1     11.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      86       11        2       19       27      106       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       29,051
COMMITMENTS
  19,097    2,576       32    4,469   25,434   23,598   28,042    5,453    1,009

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      2,143)
   1,517      144     -232      -14    2,111    1,271    2,023      872      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7      8.9      0.1     15.4     87.5     81.2     96.5     18.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      74       15        3       10       30       84       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      203,784
COMMITMENTS
  47,577   13,266   14,345  127,859  164,170  189,781  191,781   14,003   12,003

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -2,901)
  -5,766    2,698   -1,645    4,232   -6,110   -3,179   -5,057      278    2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      6.5      7.0     62.7     80.6     93.1     94.1      6.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      51       24       42       72       82      148      133
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,953
COMMITMENTS
   1,263        0      220   14,818   16,115   16,301   16,335    4,652    4,618

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        407)
      21        0        7      375      416      403      423        4      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      1.0     70.7     76.9     77.8     78.0     22.2     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17       19       19       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,324
COMMITMENTS
   2,204        0      100    8,137   10,118   10,441   10,218      883    1,106

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        414)
     250        0        0      -36      214      214      214      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      0.0      0.9     71.9     89.4     92.2     90.2      7.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        0        1       32       32       38       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,345
COMMITMENTS
   2,745        0       60   33,538   37,284   36,343   37,344    1,002        1

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,828)
    -110      -50       48    1,895    1,905    1,833    1,903       -5      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      0.2     89.8     99.8     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       32       32       35       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,996
COMMITMENTS
     895        0      345   19,381   20,326   20,621   20,671    1,375    1,325

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        890)
      15        0        0      825      890      840      890       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      1.6     88.1     92.4     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       25       16       28       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,457
COMMITMENTS
     450      100        0   16,007   16,057   16,457   16,157        0      300

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.6      0.0     97.3     97.6    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        0       26       28       28       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,198
COMMITMENTS
     340      212        0    2,564    3,332    2,904    3,544    1,294      654

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:          4)
     -66       24        0      -23       -6      -89       18       93      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      5.1      0.0     61.1     79.4     69.2     84.4     30.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       15       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,018
COMMITMENTS
     300        0        0   14,311   14,548   14,611   14,548      407      470

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        508)
     300        0        0      328      508      628      508     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     95.3     96.9     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       15       24       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,562
COMMITMENTS
   2,418      714       82   17,614   19,445   20,114   20,241      448      321

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        784)
       0        0        0      784      784      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.5      0.4     85.7     94.6     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        2       29       33       34       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,345
COMMITMENTS
     267      357       19    8,729    8,737    9,015    9,113      330      232

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      1,073)
      45      267        0      973      751    1,018    1,018       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      3.8      0.2     93.4     93.5     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       25       20       26       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,025
COMMITMENTS
   9,586      270    1,637   42,470   53,497   53,693   55,404    2,332      621

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        366)
    -489      270      189      666      -57      366      402        0      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      0.5      2.9     75.8     95.5     95.8     98.9      4.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        1        4       32       36       40       41
```

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Updated September 18, 2009