```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,021
COMMITMENTS
      60        0        0   30,781   30,991   30,841   30,991      180       30

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -4,171)
     -15        0        0   -4,031   -4,016   -4,046   -4,016     -125     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.2     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       30       32       31       32
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,411
COMMITMENTS
     775      120      200   22,235   22,792   23,210   23,112      201      299

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,545)
     100        0     -105   -1,571   -1,713   -1,576   -1,818       31      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.5      0.9     95.0     97.4     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       29       33       33       36
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,306
COMMITMENTS
   1,635        0      328    4,440    6,119    6,403    6,447      903      859

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -355)
    -154        0        0     -158     -212     -312     -212      -43     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.0      4.5     60.8     83.8     87.6     88.2     12.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       22       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,856
COMMITMENTS
     148       98      173    9,394   10,101    9,715   10,372    1,141      484

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,364)
     148      -58       14   -1,183   -1,186   -1,021   -1,230     -343     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.9      1.6     86.5     93.0     89.5     95.5     10.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        3       35       39       38       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,988
COMMITMENTS
     124        0       40    7,306    7,378    7,470    7,418      518      570

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,711)
      65      -65      -70   -1,634   -1,622   -1,639   -1,757      -72       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.5     91.5     92.4     93.5     92.9      6.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        0        1       39       45       41       46
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,732
COMMITMENTS
       0      298        0    3,706    3,846    3,706    4,144    1,026      588

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -381)
       0       34        0     -509     -422     -509     -388      128        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      0.0     78.3     81.3     78.3     87.6     21.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       19       17       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      261,646
COMMITMENTS
  24,196   16,371   47,843  154,023  170,301  226,063  234,516   35,583   27,130

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      2,989)
    -416   -1,644    5,926   -5,362      -46      147    4,236    2,842   -1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      6.3     18.3     58.9     65.1     86.4     89.6     13.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       30       41       65       65      115      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,594
COMMITMENTS
       0      988        0   12,478   11,516   12,478   12,504      116       90

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -4,327)
    -103     -100        0   -4,300   -4,277   -4,403   -4,377       76       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      0.0     99.1     91.4     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        3        0       33       40       33       43
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,506
COMMITMENTS
      75        0        0    8,966    9,506    9,041    9,506      465        0

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,350)
       0      -25        0   -1,210   -1,200   -1,210   -1,225     -140     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     94.3    100.0     95.1    100.0      4.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       18       19       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      981,624
COMMITMENTS
 111,954  209,226  387,850  403,537  346,098  903,341  943,174   78,283   38,449

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     17,067)
  -3,165   11,291      749   15,548    3,448   13,132   15,488    3,935    1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     21.3     39.5     41.1     35.3     92.0     96.1      8.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      60       64       85       77       66      189      169
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       42,134
COMMITMENTS
  19,706   23,812    5,843   16,397   12,285   41,946   41,939      188      195

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:        698)
     103      336      132      416      221      652      690       47        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8     56.5     13.9     38.9     29.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       11       13        8       11       22       30
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,527
COMMITMENTS
   1,095        0    2,264   85,796   81,955   89,155   84,219    5,372   10,308

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -5,656)
     849       -9     -652   -4,798   -4,815   -4,601   -5,476   -1,055     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      2.4     90.8     86.7     94.3     89.1      5.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       24       26       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,405
COMMITMENTS
   3,428    1,962    3,584   38,331   33,977   45,343   39,523    7,062   12,882

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -5,723)
    -360     -682     -736   -4,075   -1,348   -5,171   -2,766     -552   -2,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.7      6.8     73.1     64.8     86.5     75.4     13.5     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       16       18       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,848
COMMITMENTS
   2,274      117      604   67,915   69,134   70,793   69,855    7,055    7,993

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -8,196)
    -279     -643      302   -9,244   -8,122   -9,221   -8,463    1,025      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.2      0.8     87.2     88.8     90.9     89.7      9.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       27       26       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,417
COMMITMENTS
       0        0        0   83,583   82,229   83,583   82,229   13,834   15,188

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -2,367)
       0        0        0   -3,482   -1,220   -3,482   -1,220    1,115   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.8     84.4     85.8     84.4     14.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       21       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,395
COMMITMENTS
   3,658      342    1,784   45,543   48,921   50,985   51,047    6,410    6,348

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -14,629)
  -1,922     -696   -1,403  -11,670   -9,350  -14,995  -11,449      366   -3,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.6      3.1     79.4     85.2     88.8     88.9     11.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       21       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,303
COMMITMENTS
     494    5,600    5,040   72,313   68,369   77,847   79,009    6,456    5,294

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -8,702)
    -962      567   -1,442   -5,780   -6,931   -8,184   -7,806     -518     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.6      6.0     85.8     81.1     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        3       25       28       29       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,774
COMMITMENTS
  18,026        0    3,821   74,201   87,103   96,048   90,924   10,726   15,850

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -119)
      92        0     -142     -595    2,273     -645    2,131      526   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      0.0      3.6     69.5     81.6     90.0     85.2     10.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       18       26       21       29
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,470
COMMITMENTS
     413   11,018   17,499   55,989   45,047   73,901   73,564    5,569    5,906

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -3,191)
    -217      641     -501   -1,782   -2,990   -2,500   -2,850     -691     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     13.9     22.0     70.5     56.7     93.0     92.6      7.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       13       17       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,579
COMMITMENTS
       0        0        0   45,231   42,942   45,231   42,942    7,348    9,637

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -6,287)
       0        0        0   -6,150   -6,146   -6,150   -6,146     -137     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.0     81.7     86.0     81.7     14.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       18       21       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,110
COMMITMENTS
   6,582    2,217    4,945   63,312   65,382   74,839   72,544    9,271   11,566

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -7,035)
   1,123     -308   -1,532   -6,316   -4,929   -6,725   -6,769     -310     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.6      5.9     75.3     77.7     89.0     86.2     11.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       25       28       29       33
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,056,969
COMMITMENTS
  82,131   84,611  883,813  1085981  1084071  2051925  2052495    5,044    4,473

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     24,451)
  -2,078  -12,773   16,671    9,872   20,459   24,465   24,357      -14       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.1     43.0     52.8     52.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      37       28       59       54       54      115      117
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,632
COMMITMENTS
   7,148   14,354    8,625   42,096   37,988   57,869   60,967   18,763   15,665

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -46,785)
  -2,416   -6,815  -10,815  -34,121  -30,228  -47,352  -47,858      567    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     18.7     11.3     54.9     49.6     75.5     79.6     24.5     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        3       19       18       22       23
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,364
COMMITMENTS
     323    5,321    3,778   65,147   52,561   69,248   61,660    5,116   12,704

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -45,278)
  -7,206   -2,850   -2,474  -32,800  -38,615  -42,480  -43,939   -2,798   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      7.2      5.1     87.6     70.7     93.1     82.9      6.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        4       19       20       23       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      218,187
COMMITMENTS
   8,924    9,253    5,669  191,405  196,564  205,998  211,486   12,189    6,701

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -12,616)
      24   -2,394   -1,005  -14,983   -9,313  -15,964  -12,712    3,348       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.2      2.6     87.7     90.1     94.4     96.9      5.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       40       34       46       38
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      176,634
COMMITMENTS
       0    6,523    4,873  154,713  155,154  159,586  166,550   17,048   10,084

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -7,823)
       0   -3,880     -306   -6,530   -3,811   -6,836   -7,997     -987      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      2.8     87.6     87.8     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        3       33       29       36       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      257,748
COMMITMENTS
     183   10,103   12,825  226,727  222,470  239,735  245,398   18,013   12,350

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -13,503)
    -981   -2,550      126  -11,282  -10,883  -12,137  -13,307   -1,366     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.9      5.0     88.0     86.3     93.0     95.2      7.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        5       40       40       45       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,921
COMMITMENTS
   3,237   14,674    7,154  158,433  148,683  168,824  170,511    7,097    5,410

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -30,309)
  -1,160   -7,119   -2,875  -28,425  -18,186  -32,460  -28,180    2,151   -2,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      8.3      4.1     90.1     84.5     96.0     96.9      4.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        6       33       33       41       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,580
COMMITMENTS
       0    1,070        0   39,385   37,142   39,385   38,212    6,195    7,368

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -4,702)
       0     -434        0   -4,190   -3,504   -4,190   -3,938     -512     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     86.4     81.5     86.4     83.8     13.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       17       19       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,222,322
COMMITMENTS
 792,456  154,009  1065102  1336777  1980620  3194335  3199731   27,987   22,591

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     45,009)
  -2,606    2,814   16,321   35,466   27,375   49,181   46,510   -4,172   -1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      4.8     33.1     41.5     61.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       21       47      101       93      151      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,161,240
COMMITMENTS
 164,096  276,774  318,322  672,597  562,903  1155015  1157999    6,225    3,241

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     15,762)
   9,551  -15,668    3,766    1,909   27,883   15,226   15,981      536     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     23.8     27.4     57.9     48.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       30       37       36       35       76       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       95,821
COMMITMENTS
   4,057      670    7,749   83,295   87,222   95,101   95,641      720      180

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,703)
    -205      116     -109   -1,234     -816   -1,548     -808     -155     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.7      8.1     86.9     91.0     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        8       32       33       41       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,451
COMMITMENTS
   2,742        0      411   31,134   34,394   34,287   34,805    1,164      646

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,063)
      62       -6      -64     -945     -223     -947     -293     -116     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      1.2     87.8     97.0     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       19       24       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,546
COMMITMENTS
       0        0        0   12,488   12,128   12,488   12,128    1,058    1,418

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -566)
       0        0        0     -492     -518     -492     -518      -74      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.2     89.5     92.2     89.5      7.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       14       16       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,255
COMMITMENTS
       0      720      720   29,583   31,125   30,303   32,565    2,952      690

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,395)
     -40        0        0   -1,295   -1,276   -1,335   -1,276      -60     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      2.2     89.0     93.6     91.1     97.9      8.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       27       21       28       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,612
COMMITMENTS
       0        0        0   28,420   27,748   28,420   27,748      192      864

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,417)
    -100        0      -20   -1,265   -1,359   -1,385   -1,379      -32      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     97.0     99.3     97.0      0.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       18       16       18
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,336
COMMITMENTS
       0        0        0   16,198   15,828   16,198   15,828      138      508

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -450)
       0        0        0     -460     -440     -460     -440       10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     96.9     99.2     96.9      0.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,045,278
COMMITMENTS
 235,268   97,834  1220235  1497550  1625681  2953053  2943750   92,225  101,528

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     29,495)
   2,654   -8,672    1,617    7,393    7,454   11,664      400   17,832   29,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.2     40.1     49.2     53.4     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     110       92      153       79       89      267      264
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,702
COMMITMENTS
   6,652   13,057   42,990   80,656   73,488  130,297  129,536    2,404    3,166

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,684)
    -803   -1,580    1,672   -2,943   -1,822   -2,074   -1,730      391       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      9.8     32.4     60.8     55.4     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        8        9       10       17       19
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,116
COMMITMENTS
  18,862    9,903   13,074   89,596  101,146  121,532  124,123   51,584   48,993

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -11,240)
  -3,775   -1,909   -1,320  -13,380  -11,713  -18,475  -14,942    7,235    3,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      5.7      7.6     51.8     58.4     70.2     71.7     29.8     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        5       19       20       24       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      255,339
COMMITMENTS
  18,241   15,376  104,396  129,030  132,697  251,667  252,469    3,672    2,870

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -3,122)
     621   -1,188   -2,383   -2,164     -269   -3,925   -3,840      803      718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.0     40.9     50.5     52.0     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       21       37       27       28       67       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      483,331
COMMITMENTS
  16,730   11,853   88,048  365,926  362,973  470,704  462,874   12,627   20,457

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:    -38,974)
  -7,303      928  -12,621  -23,285  -33,820  -43,209  -45,513    4,234    6,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.5     18.2     75.7     75.1     97.4     95.8      2.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5       10       31       31       41       41
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,934
COMMITMENTS
     380    3,443    1,905   46,649   43,586   48,934   48,934        0        0

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -9,915)
    -760     -400      350   -9,405   -9,765   -9,815   -9,815     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      7.0      3.9     95.3     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        3       36       42       42       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,999
COMMITMENTS
  16,989   32,274   23,585  120,026  104,083  160,600  159,942    7,399    8,057

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      2,251)
     304    1,170      234    2,243      452    2,781    1,856     -530      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     19.2     14.0     71.4     62.0     95.6     95.2      4.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       16       20       24       23       45       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,641
COMMITMENTS
   3,613    6,135    6,519   17,429   15,508   27,561   28,162    3,080    2,479

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     20.0     21.3     56.9     50.6     89.9     91.9     10.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        5       11       12       17       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,907
COMMITMENTS
       0    6,585      180   50,937   40,032   51,117   46,797   11,790   16,110

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -7,387)
       0     -335        0   -8,316   -7,579   -8,316   -7,914      929      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      0.3     81.0     63.6     81.3     74.4     18.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       15       17       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,395
COMMITMENTS
       0      520       95   23,300   22,780   23,395   23,395        0        0

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -225)
       0     -125       30     -255     -130     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.4     99.6     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        1       21       27       22       30
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,146
COMMITMENTS
   8,281    3,313       43    1,944    8,017   10,268   11,373    1,878      773

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -281)
    -476     -482      -11      -27      257     -514     -236      233      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2     27.3      0.4     16.0     66.0     84.5     93.6     15.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      39       19        1       16       23       56       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,386
COMMITMENTS
   9,777    1,785      210    5,671   15,110   15,658   17,105    2,728    1,281

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:         66)
     388     -269      -76     -101      629      211      284     -145     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.2      9.7      1.1     30.8     82.2     85.2     93.0     14.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      33       10        4       16       22       52       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,906
COMMITMENTS
  57,037    3,551   29,027  110,636  169,063  196,700  201,641   19,206   14,265

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:      1,852)
     -50   -2,059    2,607   -1,976    1,169      580    1,717    1,272      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      1.6     13.4     51.2     78.3     91.1     93.4      8.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      44       18       32       71       84      128      122
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,809
COMMITMENTS
     150        0        0    3,609    3,759    3,759    3,759       50       50

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -3,068)
     150      -50     -150   -2,918   -2,718   -2,918   -2,918     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     94.7     98.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       19       20       21       20
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,366
COMMITMENTS
     120        0        0   18,957   20,162   19,077   20,162    1,289      204

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -2,261)
     120     -264        0   -2,370   -2,189   -2,250   -2,453      -11      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     93.1     99.0     93.7     99.0      6.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       27       19       28       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,330
COMMITMENTS
     125        0        0    7,205    7,330    7,330    7,330        0        0

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -1,265)
     -50     -300        0   -1,215     -965   -1,265   -1,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     98.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       22       18       24       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,750
COMMITMENTS
     300      285      108   18,858   19,249   19,266   19,642      484      108

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -705)
       0      117        0     -577     -822     -577     -705     -128        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.4      0.5     95.5     97.5     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       18       20       20       21
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,873
COMMITMENTS
     449        0        0    7,394    7,857    7,843    7,857       30       16

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:     -2,474)
     134        0        0   -2,536   -2,457   -2,402   -2,457      -72      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     93.9     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       16       17       16
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,897
COMMITMENTS
   3,091    4,163    1,996   31,955   34,108   37,042   40,267    3,855      630

CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST:       -880)
     117     -536     -132     -848     -393     -863   -1,061      -17      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     10.2      4.9     78.1     83.4     90.6     98.5      9.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        4       22       24       30       30
```

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Updated January 9, 2009