```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,464
COMMITMENTS
      60        0        0   36,174   36,404   36,234   36,404      230       60

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,115)
       0        0        0    3,115    3,115    3,115    3,115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.2     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       33       36       34       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,910
COMMITMENTS
   1,400      120      125   24,214   25,366   25,739   25,611      171      299

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,754)
     300        0        0    1,504    1,804    1,804    1,804      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.5      0.5     93.5     97.9     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        1       31       33       34       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,685
COMMITMENTS
   1,818        0      310    4,642    6,457    6,770    6,767      915      918

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:         56)
     -26        0       36       63      148       73      184      -17     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      0.0      4.0     60.4     84.0     88.1     88.1     11.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       25       22       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,312
COMMITMENTS
     201      169      189   10,735   11,356   11,125   11,714    1,187      598

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        352)
       5       19       13      234      378      252      410      100      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.4      1.5     87.2     92.2     90.4     95.1      9.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        3       38       43       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,385
COMMITMENTS
     153      208       78    8,610    8,406    8,841    8,692      544      693

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        302)
      -4       33     -110      263      192      149      115      153      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.2      0.8     91.7     89.6     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        2       38       44       40       49
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,626
COMMITMENTS
       0      385       66    4,240    4,309    4,306    4,760    1,320      866

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        225)
       0      107       66      163       50      229      223       -4        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      1.2     75.4     76.6     76.5     84.6     23.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       23       20       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,800
COMMITMENTS
       0      233       50    2,639    3,035    2,689    3,318    1,111      482

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        213)
       0       95       10      354      149      364      254     -151      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      1.3     69.4     79.9     70.8     87.3     29.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       18       17       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,937
COMMITMENTS
      35        0        0    1,089    1,391    1,124    1,391      813      546

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        134)
      35        0        0       77       69      112       69       22       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     56.2     71.8     58.0     71.8     42.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       16       14       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      279,470
COMMITMENTS
  25,202   16,467   51,191  163,472  181,929  239,864  249,586   39,605   29,883

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -7,181)
   1,667   -1,047   -7,063   -1,302      392   -6,698   -7,718     -483      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      5.9     18.3     58.5     65.1     85.8     89.3     14.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       31       43       60       64      112      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,552
COMMITMENTS
      91      483        0   18,376   17,979   18,467   18,462       85       90

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,625)
     -50     -505        0    1,665    2,130    1,615    1,625       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.6      0.0     99.1     96.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        0       42       42       43       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,535
COMMITMENTS
     150        0        0   10,470   11,310   10,620   11,310      915      225

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,025)
       0        0        0    1,025    1,025    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     90.8     98.0     92.1     98.0      7.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       20       21       20
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        3,723
COMMITMENTS
      75        0        0    3,373    3,348    3,448    3,348      275      375

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     90.6     89.9     92.6     89.9      7.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       21       21       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      969,129
COMMITMENTS
 131,117  192,020  378,082  375,739  353,702  884,938  923,804   84,191   45,325

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -31,288)
  -5,055   -1,911  -19,405  -10,527  -11,160  -34,987  -32,476    3,699    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     19.8     39.0     38.8     36.5     91.3     95.3      8.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      54       67       81       77       63      184      165
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       46,664
COMMITMENTS
  20,646   24,977    5,728   20,042   15,719   46,416   46,425      248      239

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        297)
     209      321     -129      211      110      290      303        7       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2     53.5     12.3     42.9     33.7     99.5     99.5      0.5      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 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,408
COMMITMENTS
   3,007        0    1,969   85,677   84,285   90,653   86,254    8,755   13,154

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,464)
    -174        0      428     -467      168     -213      596    2,677    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      2.0     86.2     84.8     91.2     86.8      8.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       23       26       25       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,035
COMMITMENTS
   2,645    7,815    1,575   49,444   35,713   53,664   45,103    5,371   13,932

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      4,050)
       0    5,435   -1,815    7,347     -569    5,532    3,051   -1,482      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     13.2      2.7     83.8     60.5     90.9     76.4      9.1     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       19       18       21       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,583
COMMITMENTS
   3,951        0      236   70,188   73,520   74,375   73,756    7,208    7,827

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,137)
   1,290        0       19     -165    1,326    1,144    1,345      993      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.3     86.0     90.1     91.2     90.4      8.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       27       27       29       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,596
COMMITMENTS
       0        0        0   81,979   82,577   81,979   82,577   15,617   15,019

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -2,451)
       0        0        0   -1,166   -5,005   -1,166   -5,005   -1,285    2,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.0     84.6     84.0     84.6     16.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       22       22       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,516
COMMITMENTS
   4,088        0    1,100   33,083   38,196   38,271   39,296    5,245    4,220

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        336)
     224        0        0      512    2,006      736    2,006     -400   -1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      2.5     76.0     87.8     87.9     90.3     12.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       23       24       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,259
COMMITMENTS
     550    9,937    3,573   80,252   71,839   84,375   85,349    5,884    4,910

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,215)
      56    3,280     -689    4,609      736    3,976    3,327     -761     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     11.0      4.0     88.9     79.6     93.5     94.6      6.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        2       29       30       32       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,557
COMMITMENTS
   7,959      851    7,826  108,375  111,984  124,160  120,661   11,397   14,896

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,666)
   2,266     -800     -368      720    3,814    2,618    2,646       48       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.6      5.8     79.9     82.6     91.6     89.0      8.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       18       29       21       32
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,047
COMMITMENTS
   2,489    6,206    3,589   33,166   28,725   39,244   38,520    4,803    5,527

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     14.1      8.1     75.3     65.2     89.1     87.5     10.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       15       15       18       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,688
COMMITMENTS
     413   12,897   19,841   58,961   47,266   79,215   80,004    6,473    5,684

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,151)
       0     -999    1,659    1,536    2,794    3,195    3,454      -44     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     15.1     23.2     68.8     55.2     92.4     93.4      7.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       15       17       19       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,526
COMMITMENTS
       0        0        0   49,004   46,313   49,004   46,313    9,522   12,213

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,769)
       0        0        0    1,333    3,386    1,333    3,386    2,436      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.7     79.1     83.7     79.1     16.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       20       21       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,616
COMMITMENTS
   6,546    2,879    6,286   71,773   71,129   84,605   80,294    7,011   11,322

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      4,241)
   2,681      574     -736    2,406    3,890    4,351    3,728     -110      513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      3.1      6.9     78.3     77.6     92.3     87.6      7.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        4       29       29       34       34
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,809
COMMITMENTS
       0   10,476    3,784   69,185   60,419   72,969   74,679    3,840    2,130

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.6      4.9     90.1     78.7     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       15       16       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,202,803
COMMITMENTS
  92,447  119,995  934,993  1170173  1143284  2197613  2198272    5,190    4,531

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -98,092)
   8,194   -1,468  -44,120  -61,658  -52,401  -97,584  -97,989     -508     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.4     42.4     53.1     51.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      41       28       62       52       51      118      116
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,718
COMMITMENTS
       0        0        0   41,862   40,270   41,862   40,270      856    2,448

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     94.3     98.0     94.3      2.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       18       14       18
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,139
COMMITMENTS
       0   10,205    2,732   54,545   39,632   57,277   52,569    4,862    9,570

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.4      4.4     87.8     63.8     92.2     84.6      7.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       12       16       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,735
COMMITMENTS
   3,078   14,394    3,492   31,064   23,391   37,634   41,277   18,101   14,458

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -31        0      -31        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     25.8      6.3     55.7     42.0     67.5     74.1     32.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        3       16       17       19       22
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,118
COMMITMENTS
   1,528    3,076    2,734   40,854   36,149   45,116   41,959    5,002    8,159

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -7,014)
     436     -102     -112   -7,282   -3,302   -6,958   -3,516      -56   -3,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      6.1      5.5     81.5     72.1     90.0     83.7     10.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        4       21       19       25       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,037
COMMITMENTS
   4,280        0        0  118,757  119,273  123,037  119,273        0    3,764

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     96.5     96.9    100.0     96.9      0.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,716
COMMITMENTS
   7,199    7,732    6,949  202,164  206,283  216,312  220,964   11,404    6,752

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      8,487)
    -216      610      148    8,233    7,865    8,165    8,623      322     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.4      3.1     88.8     90.6     95.0     97.0      5.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        5        4       42       33       48       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      176,422
COMMITMENTS
       0    5,554    4,572  160,732  161,376  165,304  171,502   11,118    4,920

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,803)
       0     -699     -545    6,577    5,691    6,032    4,447   -3,229   -1,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      2.6     91.1     91.5     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        3       34       29       37       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      278,892
COMMITMENTS
     568   12,115   14,807  248,684  241,982  264,059  268,904   14,833    9,988

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      7,653)
     -75    5,924   -2,446   14,219    5,197   11,698    8,675   -4,045   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.3      5.3     89.2     86.8     94.7     96.4      5.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        5       42       41       47       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,594
COMMITMENTS
   3,237    6,308    4,898  133,074  129,061  141,209  140,267    3,385    4,327

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        119)
       0       83       29       90       63      119      175        0      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.4      3.4     92.0     89.3     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        6       32       33       40       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,501
COMMITMENTS
       0    1,070        0   40,603   38,637   40,603   39,707    6,898    7,794

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -430)
       0        0        0     -705     -856     -705     -856      275      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     85.5     81.3     85.5     83.6     14.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       20       17       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,279,784
COMMITMENTS
 740,599  146,582  1089090  1424166  2023774  3253855  3259446   25,929   20,338

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     57,646)
 -15,153    2,628    8,702   65,134   47,160   58,683   58,490   -1,037     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      4.5     33.2     43.4     61.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      34       18       49      108      100      160      152
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,345,006
COMMITMENTS
 157,755  230,608  428,588  741,133  649,668  1327476  1308864   17,530   36,142

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     52,490)
   7,650  -16,554   15,715   17,198   22,126   40,563   21,287   11,927   31,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     17.1     31.9     55.1     48.3     98.7     97.3      1.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       36       42       36       36       84       86
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      105,232
COMMITMENTS
   4,346      889    9,247   90,939   94,838  104,532  104,974      700      258

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      4,123)
    -202       84      973    3,720    3,371    4,491    4,428     -369     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.8      8.8     86.4     90.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        8       33       33       42       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,273
COMMITMENTS
   2,730        0      424   33,815   37,165   36,969   37,589    1,304      684

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:         57)
       6        0       -8       34       59       33       51       24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      1.1     88.4     97.1     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       20       19       22       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,213
COMMITMENTS
       0        0        0   12,967   12,765   12,967   12,765    1,246    1,448

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        202)
       0        0        0      210      202      210      202       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.2     89.8     91.2     89.8      8.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,391
COMMITMENTS
       0      720      480   25,741   27,701   26,221   28,901    3,170      490

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -3,158)
       0        0     -240   -2,968   -2,678   -3,208   -2,918       50     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      1.6     87.6     94.2     89.2     98.3     10.8      1.7

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 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,432
COMMITMENTS
       0        0        0   28,220   27,608   28,220   27,608      212      824

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -208)
       0        0        0     -228     -228     -228     -228       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     97.1     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,344
COMMITMENTS
     140        0        0   12,316   12,844   12,456   12,844      888      500

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     92.3     96.3     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       16       13       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| 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:       10,278
COMMITMENTS
       0        0        0    9,756    9,654    9,756    9,654      522      624

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.9     93.9     94.9     93.9      5.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       13       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,241
COMMITMENTS
       0    9,170        0   56,801   47,815   56,801   56,985      440      256

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      9,249)
       0      200        0    9,249    9,049    9,249    9,249        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      0.0     99.2     83.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       22       17       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:      790,324
COMMITMENTS
       0  167,440        0  790,324  622,884  790,324  790,324        0        0

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    150,836)
       0        0        0  150,836  220,636  150,836  220,636        0  -69,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.2      0.0    100.0     78.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       12       17       12       19
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,430
COMMITMENTS
       0        0        0   17,370   16,887   17,370   16,887       60      543

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        443)
       0        0        0      455      333      455      333      -12      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     96.9     99.7     96.9      0.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       19       21       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,036,928
COMMITMENTS
 241,847  109,781  1155885  1545229  1665498  2942961  2931165   93,967  105,763

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     18,263)
     -68   -9,324    5,552   11,338   20,417   16,822   16,645    1,441    1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      3.6     38.1     50.9     54.8     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     108       91      154       77       86      263      260
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,676
COMMITMENTS
   3,562   13,655   39,870   72,859   62,331  116,291  115,855    1,385    1,821

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          6)
     920   -1,724      318   -1,122    1,598      115      191     -109     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     11.6     33.9     61.9     53.0     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        8       11       10       12       21       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,693
COMMITMENTS
  21,900    9,651   10,266  106,546  107,379  138,712  127,296   49,981   61,397

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     10,019)
    -253     -727   -3,340   13,976   12,758   10,383    8,691     -364    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.1      5.4     56.5     56.9     73.5     67.5     26.5     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        3        4       18       19       23       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      230,668
COMMITMENTS
  15,689   19,177   86,832  125,196  122,389  227,717  228,398    2,950    2,270

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      8,400)
    -233    1,977    4,257    4,416    2,700    8,439    8,933      -39     -533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.3     37.6     54.3     53.1     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       23       41       27       28       71       74
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      508,225
COMMITMENTS
  22,200   11,774   95,506  379,049  383,029  496,755  490,308   11,470   17,917

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     18,983)
  -2,579      492    6,888   13,245   10,697   17,555   18,078    1,428      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.3     18.8     74.6     75.4     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        3       11       31       31       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,394
COMMITMENTS
     780    2,572    1,880   54,724   52,642   57,384   57,094       10      300

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,850)
     -75     -772       75    2,888    3,301    2,888    2,604      -38      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      4.5      3.3     95.3     91.7    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        4       38       45       45       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,461
COMMITMENTS
  17,777   38,240   31,529  122,650  101,680  171,956  171,449    7,505    8,012

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,481)
      80   -1,132    3,393     -247      407    3,226    2,668      255      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     21.3     17.6     68.3     56.7     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       20       21       24       23       48       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,784
COMMITMENTS
   4,463    6,135    6,169   17,198   16,017   27,830   28,321    2,954    2,463

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        279)
     350        0        0        0      350      350      350      -71      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     19.9     20.0     55.9     52.0     90.4     92.0      9.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        5       11       12       19       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,221
COMMITMENTS
       0    6,005      180   55,444   43,274   55,624   49,459   12,597   18,762

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,256)
       0      -30        0    2,641      871    2,641      841      615    2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.8      0.3     81.3     63.4     81.5     72.5     18.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       17       16       18       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,609
COMMITMENTS
   2,605    9,159   11,891   58,540   48,715   73,036   69,765   30,573   33,844

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,316)
    -178      444      541      229    1,090      592    2,075    1,724      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.8     11.5     56.5     47.0     70.5     67.3     29.5     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        4       18       18       22       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,445
COMMITMENTS
       0    7,165       95   32,350   25,185   32,445   32,445        0        0

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,225)
       0      -75        0    1,225    1,300    1,225    1,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     22.1      0.3     99.7     77.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        7        1       22       30       23       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,759
COMMITMENTS
   8,696    3,601       92    2,225    8,278   11,013   11,971    1,746      788

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        372)
     325       90        7      120      398      452      495      -80     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2     28.2      0.7     17.4     64.9     86.3     93.8     13.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      41       20        3       16       23       59       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,522
COMMITMENTS
   9,778    2,394       67    5,514   15,017   15,359   17,478    3,163    1,044

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        690)
     566      425      -60     -138      425      368      790      322     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.8     12.9      0.4     29.8     81.1     82.9     94.4     17.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       14        3       16       23       51       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      210,051
COMMITMENTS
  49,838    3,460   28,763  112,444  163,552  191,045  195,775   19,006   14,277

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -18,342)
  -2,708      803   -5,258   -8,497  -12,073  -16,463  -16,528   -1,880   -1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      1.6     13.7     53.5     77.9     91.0     93.2      9.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      50       17       40       74       86      142      130
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,860
COMMITMENTS
       0      687       81   12,633   12,647   12,714   13,415    5,146    4,445

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        389)
       0       55      -15      646      162      631      202     -242      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.5     70.7     70.8     71.2     75.1     28.8     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       19       17       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,822
COMMITMENTS
     150        0        0    4,672    4,822    4,822    4,822        0        0

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        300)
     100        0        0      200      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     96.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       22       23       24       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,089
COMMITMENTS
   1,208      325        0   23,738   25,760   24,946   26,085    1,143        4

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,035)
       0      275        0    1,915    1,760    1,915    2,035      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.2      0.0     91.0     98.7     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       30       26       32       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,805
COMMITMENTS
       0      100      100   18,244   18,825   18,344   19,025    1,461      780

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,278)
     -75      100       75    3,278    3,058    3,278    3,233        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.5     92.1     95.1     92.6     96.1      7.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       14       18       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,275
COMMITMENTS
     225        0        0   11,050   11,275   11,275   11,275        0        0

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,295)
     -50        0        0    1,345    1,295    1,295    1,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       29       21       31       21
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,564
COMMITMENTS
       0      417        0    3,481    3,364    3,481    3,781    1,083      783

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:         99)
       0      279        0      153      131      153      410      -54     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.0     76.3     73.7     76.3     82.8     23.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       17       16       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,227
COMMITMENTS
     300      381      168   20,182   20,642   20,650   21,191      577       36

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        648)
       0       96       60      588      510      648      666        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.8      0.8     95.1     97.2     97.3     99.8      2.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       20       23       22       25
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,224
COMMITMENTS
      29      459        2    4,445    4,430    4,476    4,891      748      333

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.8      0.0     85.1     84.8     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        1       11       13       12       17
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,495
COMMITMENTS
     405       90       44    9,016    9,345    9,465    9,479       30       16

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        369)
     -44       45       44      369      280      369      369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.9      0.5     95.0     98.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       23       19       24       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,734
COMMITMENTS
   3,621    6,053    2,326   39,220   39,407   45,167   47,786    3,567      948

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,574)
     480    2,554     -184    3,050      886    3,346    3,256      228      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     12.4      4.8     80.5     80.9     92.7     98.1      7.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        7        4       26       28       34       36
```

----

Updated January 30, 2009