```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,079
COMMITMENTS
   1,743      660        0   37,008   38,122   38,751   38,782      328      297

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -8,072)
    -216        0        0   -7,800   -8,052   -8,016   -8,052      -56      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.7      0.0     94.7     97.6     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       37       37       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,417
COMMITMENTS
      50        0        0   19,240   19,287   19,290   19,287      127      130

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,051)
     -50        0        0   -1,096   -1,121   -1,146   -1,121       95       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.1     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       30       29       31       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,044
COMMITMENTS
     485      216      166    5,501    5,574    6,152    5,956      892    1,088

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -499)
       9        0      -16     -174     -506     -181     -522     -318       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.1      2.4     78.1     79.1     87.3     84.6     12.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       19       22       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,343
COMMITMENTS
     520      190      220    9,530    9,904   10,270   10,314    1,073    1,029

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,364)
     109       85     -245     -783     -820     -919     -980     -445     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.7      1.9     84.0     87.3     90.5     90.9      9.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        2       41       44       45       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,772
COMMITMENTS
      40       20       58    7,810    7,848    7,908    7,926      864      846

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,348)
       5     -134       -6   -1,339   -1,377   -1,340   -1,517       -8      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.2      0.7     89.0     89.5     90.2     90.4      9.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        1        2       51       56       53       58
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,295
COMMITMENTS
       0        0        0    8,290    8,235    8,290    8,235        5       60

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -879)
       0        0        0     -874     -859     -874     -859       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.3     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       16       19       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      356,482
COMMITMENTS
  45,306   19,506   56,815  205,479  244,502  307,600  320,823   48,883   35,659

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -6,582)
  -3,652   -2,841   -3,520      831   -1,167   -6,341   -7,528     -242      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.5     15.9     57.6     68.6     86.3     90.0     13.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      34       23       45       69       73      132      125
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       84,364
COMMITMENTS
   1,020    5,473   23,557   54,828   50,645   79,405   79,675    4,959    4,688

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -3,253)
      16     -128   -1,176   -2,652   -2,583   -3,812   -3,887      560      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      6.5     27.9     65.0     60.0     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        5        9       16       16       25       25
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,819
COMMITMENTS
     914      360      500   16,637   18,307   18,051   19,167    1,768      652

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -5,492)
    -150      -33     -237   -4,685   -4,640   -5,072   -4,910     -420     -582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.8      2.5     83.9     92.4     91.1     96.7      8.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        4        5       41       44       49       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,377
COMMITMENTS
     375    1,200      375   17,161   15,797   17,911   17,372    1,466    2,005

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.2      1.9     88.6     81.5     92.4     89.7      7.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       25       24       27       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,001
COMMITMENTS
   3,859       50      405    9,707   11,539   13,971   11,994       30    2,007

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,170)
  -1,575        0      105      300   -1,200   -1,170   -1,095        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      0.4      2.9     69.3     82.4     99.8     85.7      0.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       15       15       17
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,949
COMMITMENTS
     680        0      327    2,788    2,963    3,795    3,290    1,154    1,659

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -234)
     -58        0      -10     -159     -179     -227     -189       -7      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      6.6     56.3     59.9     76.7     66.5     23.3     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        3       13       16       17       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      898,244
COMMITMENTS
 130,969  206,883  320,075  368,744  322,705  819,788  849,662   78,456   48,582

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:    -12,224)
 -19,124  -14,642      -47   12,345    6,963   -6,826   -7,726   -5,398   -4,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     23.0     35.6     41.1     35.9     91.3     94.6      8.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      74       93      113       92       75      240      212
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,379
COMMITMENTS
   2,870       98    1,779   58,590   58,636   63,239   60,513    6,140    8,866

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -207)
     -86        0      194      -14     -615       94     -421     -301      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.1      2.6     84.4     84.5     91.2     87.2      8.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       18       22       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,781
COMMITMENTS
   1,656    2,869      400   62,652   60,905   64,708   64,174   11,073   11,607

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -2,070)
       0        0        0   -2,070   -2,070   -2,070   -2,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      3.8      0.5     82.7     80.4     85.4     84.7     14.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       26       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,346
COMMITMENTS
       0        0        0   68,062   76,936   68,062   76,936   15,284    6,410

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -3,662)
       0        0        0   -5,426   -2,573   -5,426   -2,573    1,764   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.7     92.3     81.7     92.3     18.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       20       18       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,724
COMMITMENTS
   5,450        0    4,235   67,212   76,980   76,897   81,215   10,827    6,509

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -5,005)
   1,759   -1,444   -1,807   -3,596   -2,178   -3,644   -5,429   -1,361      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      4.8     76.6     87.8     87.7     92.6     12.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        4       23       24       27       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,417
COMMITMENTS
       0    6,659    4,248   84,598   74,836   88,846   85,743    7,571   10,674

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -5,531)
    -632      665     -836   -4,883   -6,664   -6,351   -6,835      820    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      4.4     87.7     77.6     92.1     88.9      7.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        3       14       21       17       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,210
COMMITMENTS
  12,526    2,758    3,183   68,592   84,858   84,301   90,799   12,909    6,411

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -2,775)
   4,931   -2,374   -1,218   -6,885    1,138   -3,172   -2,454      397     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      2.8      3.3     70.6     87.3     86.7     93.4     13.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       20       25       24       28
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,613,547
COMMITMENTS
  51,519  105,631  509,853  1047293  992,546  1608665  1608030    4,882    5,517

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     53,933)
   2,019   -8,282   34,899   16,956   27,457   53,874   54,074       58     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.5     31.6     64.9     61.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      42       29       57       57       58      122      121
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,628
COMMITMENTS
       0    1,800        0   94,350   89,110   94,350   90,910    3,278    6,718

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     96.6     91.3     96.6     93.1      3.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       16       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      212,697
COMMITMENTS
   6,888   11,208    4,053  190,275  192,061  201,216  207,322   11,481    5,375

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        195)
  -1,010    2,405      -79    1,444   -2,376      355      -50     -160      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      5.3      1.9     89.5     90.3     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        2        5       39       39       46       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,433
COMMITMENTS
   4,034      524    2,013  128,108  138,450  134,155  140,987   12,278    5,446

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      2,589)
    -651        0     -112    3,502    2,979    2,739    2,867     -151     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.4      1.4     87.5     94.5     91.6     96.3      8.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       27       25       29       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,154
COMMITMENTS
   5,520      854   17,452  197,244  208,507  220,216  226,813   16,938   10,341

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      1,310)
     293      564      974      -47     -342    1,220    1,196       90      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.4      7.4     83.2     87.9     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        4       33       35       37       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,774,273
COMMITMENTS
 553,444  107,165  836,644  1348279  1810817  2738367  2754626   35,906   19,647

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     15,504)
  12,130   -6,421    5,074   -1,220   16,771   15,984   15,424     -480       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      3.9     30.2     48.6     65.3     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      39       24       55      103       96      165      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      924,131
COMMITMENTS
 126,418  176,517  152,050  641,570  592,501  920,038  921,068    4,093    3,063

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     21,181)
  15,404   27,769   -1,156    7,138   -6,065   21,386   20,548     -205      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     19.1     16.5     69.4     64.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       19       35       40       38       83       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,097
COMMITMENTS
      80      686       59    2,824    2,229    2,963    2,974      134      123

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        743)
       0       -6       12      701      733      713      739       30        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     22.2      1.9     91.2     72.0     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       12       13       14       17
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,829
COMMITMENTS
       0        0        0    1,107    1,353    1,107    1,353      722      476

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -555)
       0        0        0     -220     -268     -220     -268     -335     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     60.5     74.0     60.5     74.0     39.5     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       22       21       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      132,054
COMMITMENTS
   1,392    1,716    6,814  122,638  123,050  130,844  131,580    1,210      474

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        987)
    -233   -1,045    1,662     -806      225      623      841      364      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.3      5.2     92.9     93.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        5       35       33       42       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,601
COMMITMENTS
       0       44        0    6,323    6,535    6,323    6,579      278       22

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -580     -540     -580     -540      -20      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     95.8     99.0     95.8     99.7      4.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       14       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,981
COMMITMENTS
       0    1,105      579   22,500   21,119   23,079   22,803      902    1,178

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        659)
     -16      506       -6    1,131      423    1,109      923     -450     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      2.4     93.8     88.1     96.2     95.1      3.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        3       24       21       27       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,325
COMMITMENTS
       0    1,140      490   29,188   29,557   29,678   31,187    1,647      138

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        -48)
       0       40        0     -160      -88     -160      -48      112        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      1.6     93.2     94.4     94.7     99.6      5.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,148
COMMITMENTS
     720        0        0   11,396   11,826   12,116   11,826    1,032    1,322

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -160     -160     -160     -160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.0     86.7     89.9     92.2     89.9      7.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       17       20       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,657
COMMITMENTS
      44        0      750   44,712   45,629   45,505   46,379    1,152      278

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        699)
     -26        0       12      758      733      744      745      -45      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     95.8     97.8     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       22       24       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| 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:       11,518
COMMITMENTS
       0        0        0   10,654   10,684   10,654   10,684      864      834

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        -66)
       0        0        0      288       20      288       20     -354      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.5     92.8     92.5     92.8      7.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       19       23       19
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       19,859
COMMITMENTS
       0      762        0   19,732   18,970   19,732   19,732      127      127

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0     99.4     95.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       51,129
COMMITMENTS
     220      400        0   50,174   50,629   50,394   51,029      735      100

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      0.0     98.1     99.0     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       20        9       21       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      855,778
COMMITMENTS
       0   31,040        0  855,778  824,738  855,778  855,778        0        0

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       96,861
COMMITMENTS
       0    5,275        0   96,861   91,546   96,861   96,821        0       40

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.0    100.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,616,042
COMMITMENTS
       0   69,830        0  1616042  1546212  1616042  1616042        0        0

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       12       18       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      173,469
COMMITMENTS
   6,217        0        0  167,232  172,814  173,449  172,814       20      655

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      2,350)
       0        0        0    2,370    2,330    2,370    2,330      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     96.4     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        0       21       29       23       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,753,704
COMMITMENTS
 103,205        0        0  2650499  2753704  2753704  2753704        0        0

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -416)
       0        0        0     -416     -416     -416     -416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       19       22       22       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,493
COMMITMENTS
      80    3,090        0   62,391   58,977   62,471   62,067       22      426

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      0.0     99.8     94.4    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,032,176
COMMITMENTS
       0   81,875        0  1032176  950,301  1032176  1032176        0        0

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       56,231
COMMITMENTS
   6,410      579       45   49,521   55,567   55,976   56,191      255       40

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      1.0      0.1     88.1     98.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,026,976
COMMITMENTS
 129,300   35,400        0  897,676  991,576  1026976  1026976        0        0

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      3.4      0.0     87.4     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,328
COMMITMENTS
     230        0       20   14,536   15,249   14,786   15,269      542       59

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -2,455)
     -25      -84        0   -2,440   -2,245   -2,465   -2,329       11     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.1     94.8     99.5     96.5     99.6      3.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       31       35       32       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,893
COMMITMENTS
     200        0       60    5,973    6,498    6,233    6,558      660      335

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        -77)
       0        0        0      -77       -2      -77       -2       -0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.9     86.7     94.3     90.4     95.1      9.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       20       25       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,022
COMMITMENTS
     220        0      120   10,451   10,797   10,791   10,917      231      105

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        1        1        1        1       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      1.1     94.8     98.0     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       24       18       25       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,637
COMMITMENTS
       0       98       63   13,275   13,295   13,338   13,456      299      181

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,721)
     -83      -72      -50   -1,226   -1,555   -1,359   -1,677     -362      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.5     97.3     97.5     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       25       28       26       29
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,326
COMMITMENTS
       0      310        0    5,936    5,585    5,936    5,895      390      431

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        250)
       0       90      -15      265      115      250      190        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0     93.8     88.3     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       18       18       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,549,095
COMMITMENTS
 242,245  100,695  822,266  1371000  1537382  2435510  2460344  113,585   88,751

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     40,897)
  -9,872   -1,897   29,448   15,314   11,523   34,890   39,075    6,006    1,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      4.0     32.3     53.8     60.3     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     143       80      174       88       96      310      283
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,794
COMMITMENTS
   4,608   27,031   18,564   73,180   50,746   96,352   96,342    4,442    4,452

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     11,633)
     929      591    2,164   10,856    9,001   13,949   11,755   -2,316     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     26.8     18.4     72.6     50.3     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        6        9       12       15       22       24
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,082
COMMITMENTS
  39,152   29,061    1,797  149,039  140,506  189,988  171,364   21,094   39,718

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      6,922)
     446      653       -7    5,118    8,846    5,557    9,492    1,365   -2,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     13.8      0.9     70.6     66.6     90.0     81.2     10.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        6       32       32       40       39
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,574
COMMITMENTS
  29,863    5,943   39,894   92,974  117,334  162,731  163,172    4,843    4,403

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -3,845)
  -2,797      476     -620     -227   -3,739   -3,644   -3,882     -201       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      3.5     23.8     55.5     70.0     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24       10       29       23       23       58       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      633,378
COMMITMENTS
  37,556    3,617   71,748  503,602  539,652  612,906  615,017   20,472   18,360

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -8,666)
  -1,628     -245     -169   -7,100   -8,858   -8,897   -9,271      231      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.6     11.3     79.5     85.2     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        3       11       35       36       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       81,793
COMMITMENTS
     100    1,285      250   79,945   79,008   80,295   80,543    1,498    1,250

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      1,622)
       0       50        0    2,005    1,675    2,005    1,725     -383     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.6      0.3     97.7     96.6     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        3        2       47       52       49       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,291
COMMITMENTS
  16,320   29,512    9,969  100,695   85,276  126,984  124,757    5,307    7,534

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -311)
    -121     -457      109     -100     -450     -112     -798     -199      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     22.3      7.5     76.1     64.5     96.0     94.3      4.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       12       13       24       24       41       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,649
COMMITMENTS
     516    4,438    2,373   23,853   20,338   26,742   27,149    1,907    1,500

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      1,386)
       0      522       14    1,840    1,067    1,854    1,603     -468     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     15.5      8.3     83.3     71.0     93.3     94.8      6.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        5       15       18       21       25
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,633
COMMITMENTS
   1,902    1,367    1,975   68,304   78,199   72,181   81,541   29,452   20,092

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      1,363)
     -74       28      236    1,192    2,125    1,354    2,389        9   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.3      1.9     67.2     76.9     71.0     80.2     29.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       26       25       29       27
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,046
COMMITMENTS
       0    2,130        0   39,831   37,716   39,831   39,846      215      200

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:      1,495)
       0        0        0    1,295    1,495    1,295    1,495      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0     99.5     94.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        0       28       39       28       42
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,064
COMMITMENTS
       0        0        0   45,968   43,751   45,968   43,751    5,096    7,313

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -788)
       0        0        0     -728   -1,005     -728   -1,005      -61      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.0     85.7     90.0     85.7     10.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       19       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,904
COMMITMENTS
  15,400    1,879      273    4,507   20,234   20,180   22,386    2,724      518

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -367)
      78      187      -33     -318     -512     -273     -358      -94       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2      8.2      1.2     19.7     88.3     88.1     97.7     11.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      86       16        7       24       25      116       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,120
COMMITMENTS
  22,820    1,706      105    5,677   31,065   28,602   32,876    5,518    1,244

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,735)
  -1,587     -221     -108      -17   -1,708   -1,712   -2,037      -23      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.9      5.0      0.3     16.6     91.0     83.8     96.4     16.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      86       12        4       15       29      105       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,124
COMMITMENTS
  64,791   18,111   34,344  146,235  195,809  245,370  248,264   21,754   18,860

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:    -12,586)
 -11,971   -1,103   -1,749      622  -13,244  -13,098  -16,096      512    3,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      6.8     12.9     54.7     73.3     91.9     92.9      8.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      60       25       46       72       88      155      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,949
COMMITMENTS
   1,425        0      687   14,297   15,256   16,409   15,943    5,540    6,006

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        726)
      -1        0      450      307       82      756      532      -30      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      3.1     65.1     69.5     74.8     72.6     25.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       18       19       22       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,742
COMMITMENTS
   1,622        0      175    6,337    8,542    8,134    8,717      608       25

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,358)
    -191        0        0   -1,167     -802   -1,358     -802        0     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      0.0      2.0     72.5     97.7     93.0     99.7      7.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        0        2       29       36       35       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,299
COMMITMENTS
     750        0      678   36,632   38,296   38,060   38,974    1,239      325

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -4,608)
  -1,749        0      678   -3,441   -5,286   -4,512   -4,608      -96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.7     93.2     97.4     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        1       36       29       38       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,890
COMMITMENTS
   2,780        0        0   20,050   22,290   22,830   22,290       60      600

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,179)
    -230        0        0     -855     -525   -1,085     -525      -94     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.0      0.0     87.6     97.4     99.7     97.4      0.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       27       17       30       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,836
COMMITMENTS
   2,984       50        0   12,312   14,586   15,296   14,636      540    1,200

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:       -111)
     484        0        0   -1,035     -111     -551     -111      440        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.3      0.0     77.7     92.1     96.6     92.4      3.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        1        0       29       28       35       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,720
COMMITMENTS
     204       59       31    2,326    3,031    2,561    3,121    1,159      599

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:         66)
       0        0        0        4       29        4       29       62       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.6      0.8     62.5     81.5     68.8     83.9     31.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       17       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,571
COMMITMENTS
     420        0        0   12,991   13,466   13,411   13,466      160      105

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -2,747)
       0        0        0   -2,662   -2,842   -2,662   -2,842      -85       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     95.7     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       18       23       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,087
COMMITMENTS
   1,044       96        7   15,996   16,800   17,047   16,903       40      184

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:         84)
    -456       96        0      570     -114      114      -18      -30      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.6      0.0     93.6     98.3     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       32       34       36       36
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,074
COMMITMENTS
   1,613      659        0    7,416    8,278    9,029    8,937       45      137

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        587)
     761      270        0     -129      362      632      632      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      7.3      0.0     81.7     91.2     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        0       20       22       23       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,071
COMMITMENTS
   8,775      930    1,415   38,378   47,404   48,568   49,749    2,503    1,322

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        105)
     120      261     -120      225      -36      225      105     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      1.8      2.8     75.1     92.8     95.1     97.4      4.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       35       36       41       41
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,915
COMMITMENTS
   4,059    1,650    1,480   12,937   16,305   18,476   19,435    4,439    3,480

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:     -1,474)
  -1,178    1,100     -347     -925   -1,726   -2,450     -973      976     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      7.2      6.5     56.5     71.2     80.6     84.8     19.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        5       11       14       16       20
```

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Updated December 11, 2009