```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,309
COMMITMENTS
   1,788      692        0   49,350   50,617   51,138   51,309      171        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      6,488)
    -150      330        0    6,733    6,258    6,583    6,588      -95     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.3      0.0     96.2     98.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        0       38       40       40       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,460
COMMITMENTS
     200      120       50   21,150   21,164   21,400   21,334       60      126

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        453)
       0        0        0      453      453      453      453        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.6      0.2     98.6     98.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       29       27       31       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,340
COMMITMENTS
       0      314      524    5,932    5,670    6,456    6,508      884      832

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         73)
       0        5        0       80       84       80       89       -7      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      7.1     80.8     77.2     88.0     88.7     12.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       27       25       28       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,707
COMMITMENTS
     346      376      500    9,614    9,801   10,460   10,677    1,247    1,030

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        267)
       9      -25        0      473      402      482      377     -215     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      3.2      4.3     82.1     83.7     89.3     91.2     10.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       39       40       42       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,519
COMMITMENTS
      52      192       36    8,824    8,727    8,912    8,955      607      564

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        878)
       0       20        0      827      823      827      843       51       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      0.4     92.7     91.7     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1        5        3       48       58       51       64
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,140
COMMITMENTS
     115        0       83    4,718    4,874    4,916    4,957    1,224    1,183

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         77)
       0        0        0        6       56        6       56       71       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.4     76.8     79.4     80.1     80.7     19.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       20       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,094
COMMITMENTS
     840       45        0    1,530    2,650    2,370    2,695      724      399

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        246)
      60       45        0      166      251      226      296       20      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      1.5      0.0     49.5     85.6     76.6     87.1     23.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       19       17       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,643
COMMITMENTS
       0        0        0    8,628    8,593    8,628    8,593       15       50

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      315      315      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,309
COMMITMENTS
  46,261   20,822   62,909  212,038  244,701  321,208  328,431   39,101   31,878

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -9,556)
  -2,861    4,688   -4,547   -1,429   -9,588   -8,837   -9,447     -719     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      5.8     17.5     58.8     67.9     89.1     91.2     10.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      32       32       48       72       80      132      139
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       85,423
COMMITMENTS
     235    5,801   24,821   53,993   49,700   79,049   80,322    6,375    5,101

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,062)
      59      -66       64      924      846    1,046      844       16      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.8     29.1     63.2     58.2     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       25,733
COMMITMENTS
   1,451      100      800   21,380   24,063   23,631   24,963    2,102      770

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      4,328)
      50     -100      100    3,303    3,903    3,453    3,903      875      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.4      3.1     83.1     93.5     91.8     97.0      8.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        2        4       45       49       51       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,041
COMMITMENTS
   1,040    2,750       75   21,361   19,306   22,476   22,131    1,565    1,910

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     11.4      0.3     88.9     80.3     93.5     92.1      6.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        1       28       27       32       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,945
COMMITMENTS
   4,759       50      300   11,646   14,513   16,705   14,863      240    2,082

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -945)
  -1,650        0        0      705     -945     -945     -945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      0.3      1.8     68.7     85.6     98.6     87.7      1.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11       16       14       17
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,781
COMMITMENTS
       0        0        0    7,055    7,445    7,055    7,445      726      336

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       46       53       46       53       17       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.7     95.7     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      890,286
COMMITMENTS
 147,130  215,203  297,897  358,720  329,480  803,747  842,580   86,539   47,706

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:    -56,061)
   5,869    4,814  -34,980  -22,189  -22,830  -51,300  -52,996   -4,761   -3,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     24.2     33.5     40.3     37.0     90.3     94.6      9.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      83       93      120       82       72      242      216
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,335
COMMITMENTS
     519       25    2,555   69,446   71,399   72,520   73,979    6,815    5,356

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        559)
    -209        0      458      310      788      559    1,246        0     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      3.2     87.5     90.0     91.4     93.2      8.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       25       26       28       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,412
COMMITMENTS
   1,122    1,702    6,216   38,442   29,388   45,780   37,306    7,632   16,106

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,840)
     302       76    1,722      429     -990    2,453      808     -613    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.2     11.6     72.0     55.0     85.7     69.8     14.3     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       19       22       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,398
COMMITMENTS
   2,420        0      586   57,965   56,254   60,971   56,840    9,427   13,558

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -204)
       0        0        0       -2      -60       -2      -60     -202     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.8     82.3     79.9     86.6     80.7     13.4     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,799
COMMITMENTS
       0        0        0   76,239   79,919   76,239   79,919    9,560    5,880

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,753)
       0        0        0    2,316    1,795    2,316    1,795     -563      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.9     93.1     88.9     93.1     11.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       25       25       25       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,102
COMMITMENTS
       0    2,451    4,391   78,212   77,360   82,603   84,202    7,499    5,900

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -156)
       0   -1,689      600     -291      397      309     -692     -465      536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      4.9     86.8     85.9     91.7     93.5      8.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       27       28       29       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,866
COMMITMENTS
     399    9,498    5,896  100,443   88,808  106,738  104,202    6,128    8,664

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,849)
     399    5,983   -3,442    4,691     -846    1,648    1,695      201      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.4      5.2     89.0     78.7     94.6     92.3      5.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       20       28       23       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,816
COMMITMENTS
       0    5,095    3,073   32,485   24,881   35,558   33,049    1,258    3,767

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,009)
       0      306      228    1,922    1,138    2,150    1,672   -1,141     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.8      8.3     88.2     67.6     96.6     89.8      3.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       17       13       19       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,803
COMMITMENTS
       0        0        0   34,715   41,681   34,715   41,681   14,088    7,122

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -205)
       0        0        0        9     -847        9     -847     -214      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     71.1     85.4     71.1     85.4     28.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       19       22       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,428
COMMITMENTS
   2,049    2,045    6,881   85,532   90,344   94,462   99,270    8,966    4,158

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      2,181)
    -302   -4,741    1,987      823    5,489    2,508    2,735     -327     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      2.0      6.7     82.7     87.3     91.3     96.0      8.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        5       27       34       32       39
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,605,962
COMMITMENTS
  51,223  110,450  499,208  1052097  993,269  1602529  1602928    3,433    3,034

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:   -283,406)
  -6,679  -30,756 -123,947 -153,902 -129,833 -284,528 -284,536    1,122    1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.9     31.1     65.5     61.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      36       43       65       54       62      125      135
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,486
COMMITMENTS
   6,572    1,984      496   75,170   79,758   82,238   82,238      248      248

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      2,697)
   5,208     -372        0   -2,480    3,004    2,728    2,632      -31       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      2.4      0.6     91.1     96.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        1       12       18       16       21
 
 
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       22,840
COMMITMENTS
       0        0        0   21,926   21,678   21,926   21,678      914    1,162

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.0     94.9     96.0     94.9      4.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       16       11       16
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,275
COMMITMENTS
   1,122    7,533    2,960   55,232   42,513   59,314   53,006    3,961   10,269

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,116)
    -302     -722      427    2,177    1,327    2,302    1,032   -1,186       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     11.9      4.7     87.3     67.2     93.7     83.8      6.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       11       15       13       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,377
COMMITMENTS
   6,572    4,384      496  116,035  115,906  123,103  120,786    1,274    3,591

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      8,796)
   5,208     -372        0    4,326    8,865    9,534    8,493     -738      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.5      0.4     93.3     93.2     99.0     97.1      1.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        1       20       19       24       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,413
COMMITMENTS
  13,568   12,067    4,436  206,448  208,592  224,452  225,095    6,961    6,318

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      4,250)
   4,122    2,052   -1,723    3,915    3,770    6,314    4,099   -2,064      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.2      1.9     89.2     90.1     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        1        4       40       40       46       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,738
COMMITMENTS
   3,603      797    3,546  130,811  143,461  137,960  147,804   12,778    2,934

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        -31)
   3,603      -28     -543   -3,929      535     -869      -36      838        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.5      2.4     86.8     95.2     91.5     98.1      8.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       30       28       33       31
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      264,182
COMMITMENTS
  19,367        0   13,461  213,741  239,737  246,569  253,198   17,613   10,984

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        603)
     618        0      138     -529    2,313      227    2,451      376   -1,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      5.1     80.9     90.7     93.3     95.8      6.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        0        4       39       42       44       46
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,544
COMMITMENTS
       0      180    3,277   45,961   46,883   49,238   50,340    7,306    6,204

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      5.8     81.3     82.9     87.1     89.0     12.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       15       18       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,388
COMMITMENTS
     336    1,379    1,021   67,554   68,004   68,911   70,404    6,477    4,984

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -453)
    -456        0       88      -85     -386     -453     -298        0     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.8      1.4     89.6     90.2     91.4     93.4      8.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        3       18       15       21       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,918,871
COMMITMENTS
 649,001   87,752  910,662  1332476  1907934  2892139  2906348   26,732   12,523

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:   -159,946)
  28,017    8,451 -107,911  -82,643  -62,399 -162,537 -161,859    2,591    1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      3.0     31.2     45.7     65.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       22       55      101      101      167      159
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      920,841
COMMITMENTS
 110,142  133,453  165,585  640,267  618,846  915,994  917,884    4,847    2,957

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:   -204,249)
 -52,713   33,416  -81,472  -71,479 -156,848 -205,664 -204,904    1,415      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     14.5     18.0     69.5     67.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       19       34       40       40       80       79
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,085
COMMITMENTS
       0      361       38    2,005    1,575    2,043    1,974       42      111

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        273)
     -25      110        1      317       84      293      195      -20       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.3      1.8     96.2     75.5     98.0     94.7      2.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       12       13       13       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      126,720
COMMITMENTS
   1,470    1,543    2,361  121,725  121,750  125,556  125,654    1,165    1,066

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -5,072)
    -365      -81     -485   -4,672   -5,543   -5,522   -6,108      450    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.2      1.9     96.1     96.1     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        5       36       35       41       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,525
COMMITMENTS
       0       44        0    7,163    7,375    7,163    7,419      362      106

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -510)
       0        0        0     -510     -510     -510     -510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     95.2     98.0     95.2     98.6      4.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       15       12       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,466
COMMITMENTS
     612        1      558   23,120   23,472   24,290   24,031    1,176    1,435

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -2,532)
  -2,385        1      416     -476   -3,030   -2,444   -2,612      -88       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      2.2     90.8     92.2     95.4     94.4      4.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       21       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,711
COMMITMENTS
       0      662      582   29,500   30,199   30,082   31,443    1,629      268

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -142)
       0       40        0     -182     -122     -182      -82       40      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      1.8     93.0     95.2     94.9     99.2      5.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       26       25       28       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,745
COMMITMENTS
       0        0        0   23,003   23,153   23,003   23,153      742      592

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     97.5     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,316
COMMITMENTS
     796        0        0   11,472   12,310   12,268   12,310    1,048    1,006

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        -94)
       0        0        0      -84     -132      -84     -132      -10       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      0.0     86.2     92.4     92.1     92.4      7.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       22       18       24       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,638
COMMITMENTS
       0        0        0   39,489   40,034   39,490   40,034    1,148      604

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        644)
      -0        0        0      686      482      686      482      -42      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     98.5     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       22       21       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| 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:       13,148
COMMITMENTS
       0        0        0   12,612   12,750   12,612   12,750      536      398

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:       -116)
       0        0        0     -140    1,750     -140    1,750       24   -1,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.9     97.0     95.9     97.0      4.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       20       22       20
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,066
COMMITMENTS
       0    1,240        0   21,876   20,636   21,876   21,876      190      190

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        200)
       0      100        0      200      100      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0     99.1     93.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14        8       14       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       35,461
COMMITMENTS
     264      569        0   31,487   34,892   31,751   35,461    3,710        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.6      0.0     88.8     98.4     89.5    100.0     10.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        6       16        8
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       95,756
COMMITMENTS
       0    6,325        0   95,756   89,431   95,756   95,756        0        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      800      800      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| 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 09/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      150,687
COMMITMENTS
   8,090        0        0  142,597  149,737  150,687  149,737        0      950

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      4,477)
     100        0        0    4,377    4,477    4,477    4,477        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     94.6     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        0       20       29       24       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,216,306
COMMITMENTS
 108,392        0        0  2107914  2216306  2216306  2216306        0        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     67,390)
       0        0        0   67,390   67,390   67,390   67,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     95.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        0       18       23       21       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       48,788
COMMITMENTS
      38    3,195       42   48,623   45,062   48,703   48,299       85      489

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      6.5      0.1     99.7     92.4     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       19       14       20       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      760,711
COMMITMENTS
       0   64,240        0  760,711  696,471  760,711  760,711        0        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     35,090)
       0        0        0   35,090   35,090   35,090   35,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.0    100.0     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,797
COMMITMENTS
   1,290      210      110   46,397   47,477   47,797   47,797        0        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        233)
       0     -110      110      328      233      438      233     -205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.4      0.2     97.1     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       22       25       24       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      811,165
COMMITMENTS
  27,151   23,400    2,304  781,710  785,461  811,165  811,165        0        0

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      5,361)
       0        0        0    5,361    5,361    5,361    5,361        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.9      0.3     96.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       24       23       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,136
COMMITMENTS
     276       84       74   20,229   20,792   20,579   20,950      557      186

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        242)
       0        0        0      212      242      212      242       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.4      0.4     95.7     98.4     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       36       34       38
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,495
COMMITMENTS
     337        0        0    8,628    9,049    8,965    9,049      530      446

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      -15       -4      -15       -4      170      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     90.9     95.3     94.4     95.3      5.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,873
COMMITMENTS
     290        0      135   14,131   14,648   14,556   14,783      317       90

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         19)
     -35        0        0       19       19      -16       19       35       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.9     95.0     98.5     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,881
COMMITMENTS
       0      230      340    7,297    7,361    7,637    7,931    1,244      950

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,862)
       0      -45       33      927    1,635      960    1,623      902      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      3.8     82.2     82.9     86.0     89.3     14.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       25       23       26       24
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,123
COMMITMENTS
       0      200       80    3,788    3,612    3,868    3,892      255      231

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      1.9     91.9     87.6     93.8     94.4      6.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,790,345
COMMITMENTS
 230,611  107,711  951,191  1521846  1655364  2703648  2714266   86,697   76,079

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     94,760)
  -4,124   21,812   52,930   40,620   18,930   89,426   93,672    5,334    1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.9     34.1     54.5     59.3     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     156       80      185       92       99      318      302
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,352
COMMITMENTS
   4,744   25,376   20,645   67,408   47,285   92,797   93,306    2,555    2,046

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,822)
  -2,734    1,291       -7    3,586      695      845    1,979      977     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     26.6     21.7     70.7     49.6     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6       13       17       19       30       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,678
COMMITMENTS
  34,862   34,706      657  144,920  135,414  180,439  170,777   36,239   45,901

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        268)
     543      120     -232   -6,583    6,476   -6,272    6,364    6,540   -6,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     16.0      0.3     66.9     62.5     83.3     78.8     16.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       27       27       32       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,635
COMMITMENTS
  28,456   10,949   47,086  113,589  131,848  189,131  189,883    3,503    2,752

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -1,427)
     176      723     -478     -757   -1,489   -1,059   -1,243     -367     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      5.7     24.4     59.0     68.4     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       17       37       29       29       69       68
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      599,372
COMMITMENTS
  43,236    2,598   72,283  459,484  503,275  575,003  578,156   24,369   21,216

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:    -13,115)
    -436      -59     -508  -12,579  -12,049  -13,524  -12,616      408     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.4     12.1     76.7     84.0     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        1       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,367
COMMITMENTS
     152    1,810      395   78,310   77,377   78,857   79,582    1,510      785

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      5,785)
       0       50      -25    5,375    5,425    5,350    5,450      435      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.3      0.5     97.4     96.3     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        5        5       46       50       53       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      171,450
COMMITMENTS
  18,995   46,049   11,957  134,345  105,137  165,297  163,143    6,153    8,307

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      2,910)
    -263    2,413      908    2,102     -322    2,747    2,999      163      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     26.9      7.0     78.4     61.3     96.4     95.2      3.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       19       17       24       24       43       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,458
COMMITMENTS
   2,090    3,525    3,020   31,855   30,935   36,965   37,480    4,493    3,978

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,074)
     306      300    1,038        0      300    1,344    1,638     -270     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      8.5      7.3     76.8     74.6     89.2     90.4     10.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        7       14       15       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,149
COMMITMENTS
   4,923    1,865    1,645   77,858   81,363   84,426   84,873   24,723   24,276

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        785)
       0       60       34    3,816      842    3,850      936   -3,065     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.7      1.5     71.3     74.5     77.3     77.8     22.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       23       21       26       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,098
COMMITMENTS
     400    1,428        0   42,488   41,568   42,888   42,996      210      102

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        265)
       0        0        0      265      315      265      315        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      0.0     98.6     96.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        0       29       35       30       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,094
COMMITMENTS
  13,037    2,482       65    4,494   17,222   17,596   19,769    2,498      325

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -3,087)
  -2,874     -265      -28       45   -2,757   -2,857   -3,050     -230      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.9     12.4      0.3     22.4     85.7     87.6     98.4     12.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      79       15        1       15       29       95       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       28,591
COMMITMENTS
  19,257    1,886      340    4,836   25,496   24,433   27,722    4,158      869

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -1,679)
  -1,151     -298      126      543     -993     -482   -1,165   -1,197     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4      6.6      1.2     16.9     89.2     85.5     97.0     14.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      78       10        4       16       30       96       43
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      213,819
COMMITMENTS
  43,609   15,246   21,874  135,169  162,040  200,652  199,159   13,168   14,660

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:    -23,591)
  -7,376    2,958   -9,481   -4,702  -17,877  -21,559  -24,400   -2,032      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      7.1     10.2     63.2     75.8     93.8     93.1      6.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       30       39       66       77      129      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,982
COMMITMENTS
   1,356        0      328   16,640   18,068   18,324   18,396    4,658    4,586

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        112)
      66        0        0      250       95      316       95     -204       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      1.4     72.4     78.6     79.7     80.0     20.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       17       21       19       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,421
COMMITMENTS
   2,104       50      150    8,484   10,415   10,738   10,615      683      806

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        -53)
       0        0        0       47       47       47       47     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      0.4      1.3     74.3     91.2     94.0     92.9      6.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       33       35       38       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,586
COMMITMENTS
   2,920        0       60   35,432   39,520   38,412   39,580    1,174        6

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,036)
     100        0        0      931    1,031    1,031    1,031        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      0.2     89.5     99.8     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       33       33       36       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,881
COMMITMENTS
     720        0      195   20,206   21,361   21,121   21,556    1,760    1,325

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        280)
    -100        0        0      545      280      445      280     -165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.9     88.3     93.4     92.3     94.2      7.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       25       16       27       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,831
COMMITMENTS
     100      100        0   16,731   16,431   16,831   16,531        0      300

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      324      195      324      195     -129        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.6      0.0     99.4     97.6    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        0       28       31       29       32
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,391
COMMITMENTS
     400      220        0    2,800    3,461    3,200    3,681    1,191      710

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        186)
      66        0        0       98      159      164      159       22       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      5.0      0.0     63.8     78.8     72.9     83.8     27.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       18       21       20       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,155
COMMITMENTS
     300        0        0   16,448   17,125   16,748   17,125      407       30

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:      1,281)
       0        0        0    1,281    1,271    1,281    1,271        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     95.9     99.8     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       19       25       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,988
COMMITMENTS
   2,520      714       82   17,938   19,865   20,540   20,661      448      327

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        189)
     159        0        0      -27      126      132      126       57       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      3.4      0.4     85.5     94.6     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        2       29       34       34       39
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,865
COMMITMENTS
     251      357       19    9,325    9,257    9,595    9,633      270      232

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:         14)
     -82        0        0       96       14       14       14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.6      0.2     94.5     93.8     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       28       22       29       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,121
COMMITMENTS
  10,536      270    2,132   41,506   53,834   54,174   56,236    2,947      885

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:        951)
      36        0      195      270      492      501      687      450      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      0.5      3.7     72.7     94.2     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        1        4       33       36       43       41
```

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Updated October 2, 2009