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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,340
COMMITMENTS
       0       47       28   36,064   36,258   36,092   36,333      248        7

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         76)
    -360        0        0      576      174      216      174     -140      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.1     99.2     99.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        1       33       36       34       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,058
COMMITMENTS
     960      120      100   20,687   21,561   21,747   21,781      311      277

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      549      550      549        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.5      0.5     93.8     97.7     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       31       34       33       36
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,458
COMMITMENTS
   1,512       63      505    4,795    5,972    6,812    6,540      646      918

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         -1)
     -75        0        0       48     -104      -27     -104       26      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.8      6.8     64.3     80.1     91.3     87.7      8.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       23       23       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,780
COMMITMENTS
     336      220      419    9,950   10,637   10,705   11,276    1,075      504

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        186)
       5       -7      -27      220      333      198      299      -12     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.9      3.6     84.5     90.3     90.9     95.7      9.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       36       41       41       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,798
COMMITMENTS
     230      149       73    8,004    8,000    8,307    8,222      491      576

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        258)
      15       14        0      247      381      262      395       -4     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.7      0.8     91.0     90.9     94.4     93.5      5.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        2       39       46       41       50
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,823
COMMITMENTS
       0      342       66    4,569    4,639    4,635    5,047    1,188      776

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        239)
       0        0        0      231      259      231      259        8      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      1.1     78.5     79.7     79.6     86.7     20.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       23       22       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,577
COMMITMENTS
      90      325       95    2,455    2,610    2,640    3,030      937      547

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        -33)
       0       10       20       91      -48      111      -18     -144      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.1      2.7     68.6     73.0     73.8     84.7     26.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       20       19       24       22
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,662
COMMITMENTS
     175        0        0    1,573    1,696    1,748    1,696      914      966

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     59.1     63.7     65.7     63.7     34.3     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       16       18       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      293,813
COMMITMENTS
  31,326   22,671   52,814  170,738  185,652  254,878  261,136   38,935   32,677

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      7,194)
   2,269    4,869    1,154    1,889      742    5,313    6,766    1,881      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      7.7     18.0     58.1     63.2     86.7     88.9     13.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      30       29       44       66       69      121      125
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,855
COMMITMENTS
      91      309        0   17,305   17,356   17,396   17,665      459      190

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,809)
       0        0        0    1,655    1,829    1,655    1,829      154      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.7      0.0     96.9     97.2     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        0       40       44       41       46
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,265
COMMITMENTS
     560        0        0   13,000   14,040   13,560   14,040      705      225

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      780    1,104      780    1,104        0     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     91.1     98.4     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        0       25       22       28       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,852
COMMITMENTS
       0        0        0    1,712    1,602    1,712    1,602      140      250

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      200      250      200      250      140       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.4     86.5     92.4     86.5      7.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,021,967
COMMITMENTS
 145,603  177,990  421,169  370,705  378,209  937,477  977,369   84,490   44,598

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     27,130)
   2,305   -8,235   16,594    6,942   17,884   25,841   26,244    1,289      886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     17.4     41.2     36.3     37.0     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      53       83       92       78       69      195      187
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       42,056
COMMITMENTS
  17,469   24,108    5,186   19,256   12,588   41,911   41,882      144      174

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     -1,903)
  -1,135   -1,160     -249     -460     -421   -1,843   -1,829      -60      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5     57.3     12.3     45.8     29.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       13       15       10       12       25       33
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,167
COMMITMENTS
   2,024        0    2,574   82,255   81,758   86,853   84,332    9,314   11,835

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     -1,164)
  -1,850        0      375      342   -1,139   -1,133     -764      -31     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      2.7     85.5     85.0     90.3     87.7      9.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       25       25       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,932
COMMITMENTS
   3,343    9,693    1,990   48,335   33,860   53,668   45,543    6,264   14,389

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      2,804)
       0      700       26    3,296    1,742    3,322    2,468     -518      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     16.2      3.3     80.6     56.5     89.5     76.0     10.5     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        4       18       15       22       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,319
COMMITMENTS
   3,649    1,287    1,349   67,478   70,583   72,476   73,219    7,843    7,100

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      3,482)
       0    1,287      853    3,421    1,312    4,274    3,452     -792       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.6      1.7     84.0     87.9     90.2     91.2      9.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       26       30       29       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,692
COMMITMENTS
       0        0        0   83,030   83,998   83,030   83,998   16,662   15,694

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        914)
       0        0        0      790      700      790      700      124      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.3     84.3     83.3     84.3     16.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       20       20       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,834
COMMITMENTS
   2,139        0      857   31,443   33,389   34,439   34,246    4,395    4,588

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        124)
     124        0        0        0      124      124      124        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      2.2     81.0     86.0     88.7     88.2     11.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,784
COMMITMENTS
     556    6,164    3,128   81,803   76,226   85,487   85,518    5,297    5,266

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      4,432)
      62   -4,415      782    3,864    8,037    4,708    4,404     -276       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.8      3.4     90.1     84.0     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       27       30       30       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,885
COMMITMENTS
   5,543      550    8,213  108,442  114,138  122,198  122,901   10,687    9,984

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        467)
     920     -215     -174       61        0      807     -389     -340      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.4      6.2     81.6     85.9     92.0     92.5      8.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       20       32       23       35
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,653
COMMITMENTS
     608    6,505    2,268   32,190   24,756   35,066   33,529    4,587    6,124

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        -86)
     391      -37      -56      361      939      696      846     -782     -932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     16.4      5.7     81.2     62.4     88.4     84.6     11.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       16       15       19       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,797
COMMITMENTS
     217   12,877   19,448   58,670   48,322   78,335   80,647    8,462    6,150

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,044)
       0   -1,095      580      782    2,415    1,362    1,900     -318     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.8     22.4     67.6     55.7     90.3     92.9      9.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       16       17       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,721
COMMITMENTS
       0        0        0   48,064   46,153   48,064   46,153    9,657   11,568

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,236)
       0        0        0    1,243    1,580    1,243    1,580       -7     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.3     80.0     83.3     80.0     16.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       22       21       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,030
COMMITMENTS
   3,964    4,915    6,543   76,395   72,465   86,902   83,923    5,128    8,107

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,428)
  -2,580    2,889     -615    6,211    1,575    3,016    3,849   -1,588   -2,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.3      7.1     83.0     78.7     94.4     91.2      5.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        4       27       28       32       33
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,686
COMMITMENTS
       0    7,982    4,864   64,042   59,720   68,906   72,566    6,780    3,120

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        720)
       0   -1,208      720        0      302      720     -186        0      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      6.4     84.6     78.9     91.0     95.9      9.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       14       15       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,349,217
COMMITMENTS
  92,357  153,926  999,715  1249697  1189304  2341768  2342944    7,449    6,273

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     93,971)
     882   15,888   37,944   53,735   39,138   92,561   92,970    1,410    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      6.6     42.6     53.2     50.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      41       30       64       56       57      123      125
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,751
COMMITMENTS
     248        0        0   40,647   39,675   40,895   39,675      856    2,076

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     97.4     95.0     97.9     95.0      2.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,527
COMMITMENTS
       0   11,182    2,023   56,425   39,678   58,448   52,883    5,079   10,644

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      3,556)
       0    2,709     -650    4,294      705    3,644    2,764      -88      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.6      3.2     88.8     62.5     92.0     83.2      8.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       13       16       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,451
COMMITMENTS
   2,266   12,082    3,172   27,453   21,022   32,891   36,276   17,560   14,175

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     23.9      6.3     54.4     41.7     65.2     71.9     34.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       15       18       20
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,298
COMMITMENTS
   1,467    1,943    1,450   34,562   33,280   37,479   36,673    6,819    7,625

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         38)
      62        0        0      -31      800       31      800        7     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.4      3.3     78.0     75.1     84.6     82.8     15.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       19       18       22       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,764
COMMITMENTS
   4,280    2,712        0  128,024  127,512  132,304  130,224    1,460    3,540

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     -1,957)
       0    1,240        0   -1,957   -3,197   -1,957   -1,957        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.0      0.0     95.7     95.3     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       14       16       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,748
COMMITMENTS
  12,801    8,238    5,967  190,431  199,581  209,199  213,786   12,549    7,962

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      2,475)
   4,847      930   -1,064   -1,739    1,207    2,044    1,073      431    1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      3.7      2.7     85.9     90.0     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        5       40       33       47       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,406
COMMITMENTS
     491    1,783    3,952  151,396  158,095  155,839  163,830   12,567    4,576

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        118)
      -3        0        3   -2,101      177   -2,101      180    2,219      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.1      2.3     89.9     93.9     92.5     97.3      7.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       34       29       37       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      272,934
COMMITMENTS
   6,632    2,379   15,879  231,116  240,276  253,627  258,534   19,307   14,400

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      5,175)
   4,962   -1,507     -849     -511    7,338    3,602    4,982    1,573      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.9      5.8     84.7     88.0     92.9     94.7      7.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        4       42       41       46       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,280
COMMITMENTS
   2,089    6,823    2,430  126,677  121,098  131,196  130,351    2,084    2,929

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:       -456)
       0        0        0      -90     -366      -90     -366     -366      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      5.1      1.8     95.0     90.9     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       33       33       39       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,468
COMMITMENTS
       0      217        0   43,620   43,182   43,620   43,399    4,848    5,069

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,615)
       0     -399        0    1,791    5,302    1,791    4,903     -176   -3,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     90.0     89.1     90.0     89.5     10.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       18       20       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,271,229
COMMITMENTS
 735,086  139,861  1082431  1427267  2030553  3244784  3252845   26,445   18,384

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     47,892)
   2,667   -9,358   13,629   32,937   44,257   49,233   48,528   -1,341     -636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      4.3     33.1     43.6     62.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      33       16       47      106       97      157      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,304,493
COMMITMENTS
 176,348  288,614  405,559  715,900  605,070  1297807  1299243    6,686    5,250

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     48,062)
  18,112    5,608    2,614   27,513   38,523   48,239   46,745     -177    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     22.1     31.1     54.9     46.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       30       42       36       34       81       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      105,060
COMMITMENTS
   4,074      330    8,090   92,215   96,214  104,379  104,634      681      426

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      2,975)
     228     -252      434    2,384    2,678    3,047    2,860      -72      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.3      7.7     87.8     91.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        7       32       31       39       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,259
COMMITMENTS
   2,840        2      204   31,909   35,379   34,953   35,585    1,306      674

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        228)
       0        0        0      186      210      186      210       42       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.6     88.0     97.6     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       18       20       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,803
COMMITMENTS
       0        0        0   13,215   28,751   13,215   28,751   17,588    2,052

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     16,549)
       0        0        0      175   15,881      175   15,881   16,374      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     42.9     93.3     42.9     93.3     57.1      6.7

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 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,507
COMMITMENTS
       0      812      500   26,145   27,329   26,645   28,641    2,862      866

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        312)
       0       12        0      152      160      152      172      160      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      1.7     88.6     92.6     90.3     97.1      9.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,876
COMMITMENTS
       0        0        0   28,658   27,972   28,658   27,972      218      904

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        186)
       0        0        0      186       26      186       26        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     96.9     99.2     96.9      0.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,620
COMMITMENTS
     100        0        0   11,812   12,320   11,912   12,320      708      300

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:       -162)
       0        0        0      -12      -12      -12      -12     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     93.6     97.6     94.4     97.6      5.6      2.4

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 02/17/09          |
--------------------------------------------------------------| 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:        9,838
COMMITMENTS
       0        0        0    9,346    9,262    9,346    9,262      492      576

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     94.1     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      117,229
COMMITMENTS
       0    7,122        0  115,865  108,171  115,865  115,293    1,364    1,936

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      4,340)
       0   -2,560        0    4,120    6,900    4,120    4,340      220        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0     98.8     92.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        0       19       26       19       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,970,691
COMMITMENTS
       0  100,583   14,080  1956611  1825668  1970691  1940331        0   30,360

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     60,632)
       0  -46,640        0   60,632  107,272   60,632   60,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      0.7     99.3     92.6    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       15       20       16       23
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,059
COMMITMENTS
       0      125        0   15,904   15,645   15,904   15,770      155      289

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         66)
       0      125        0      -24        6      -24      131       90      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.0     97.4     99.0     98.2      1.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       21       23       22
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,477
COMMITMENTS
      40        0        0    4,350    5,183    4,390    5,183    1,087      294

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:       -145)
      40        0        0     -198     -304     -158     -304       13      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     79.4     94.6     80.2     94.6     19.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       19       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,867,484
COMMITMENTS
 250,867  140,232  1037612  1506863  1606616  2795342  2784460   72,142   83,024

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:   -164,194)
  -6,980    3,345 -126,494  -24,537  -44,058 -158,012 -167,208   -6,182    3,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      4.9     36.2     52.5     56.0     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     112       97      157       82       88      278      265
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,982
COMMITMENTS
   4,181   17,070   42,876   78,654   65,413  125,711  125,359    2,271    2,623

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        137)
    -258      439      -88      -45     -292     -391       59      528       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     13.3     33.5     61.5     51.1     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        7       12       10       13       22       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,003
COMMITMENTS
  19,198   21,921   12,430  124,573  120,465  156,201  154,816   46,802   48,187

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      4,142)
    -886      -42      409    1,834    4,781    1,357    5,148    2,785   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     10.8      6.1     61.4     59.3     76.9     76.3     23.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        5       21       21       27       28
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      197,451
COMMITMENTS
  15,261   15,975   66,642  113,045  112,670  194,948  195,288    2,503    2,163

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:    -40,225)
  -3,074   -3,236  -21,962  -14,738  -14,842  -39,775  -40,039     -450     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.1     33.8     57.3     57.1     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      32       14       38       26       27       67       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      504,847
COMMITMENTS
  25,259   15,685   88,315  377,507  384,382  491,080  488,382   13,766   16,465

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:     10,935)
   3,564    2,205      415    5,532    7,382    9,510   10,002    1,425      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      3.1     17.5     74.8     76.1     97.3     96.7      2.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        4       10       32       32       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,070
COMMITMENTS
   1,125    3,102    1,350   52,415   50,463   54,890   54,915      180      155

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      4,247)
     150        0      300    3,822    4,022    4,272    4,322      -25      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.6      2.5     95.2     91.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        2       36       41       41       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,826
COMMITMENTS
  18,970   37,851   35,377  123,252  103,066  177,599  176,294    8,227    9,532

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      2,396)
   1,099     -365    1,344      253    1,410    2,696    2,389     -300        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     20.4     19.0     66.3     55.5     95.6     94.9      4.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       23       26       23       22       52       52
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,673
COMMITMENTS
       0    6,350      460   53,976   42,488   54,436   49,298   13,237   18,375

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        570)
       0        0        0      100      450      100      450      470      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      0.7     79.8     62.8     80.4     72.8     19.6     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       16       16       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,936
COMMITMENTS
   2,649    8,060   11,663   60,896   53,932   75,208   73,655   27,728   29,281

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      2,489)
      84     -726      174    6,295    8,079    6,553    7,527   -4,064   -5,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      7.8     11.3     59.2     52.4     73.1     71.6     26.9     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        4       19       19       23       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,391
COMMITMENTS
     475    7,695      390   35,226   28,006   36,091   36,091      300      300

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,890)
     475     -475      350      765    1,715    1,590    1,590      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     21.1      1.1     96.8     77.0     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        1       25       31       26       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,750
COMMITMENTS
   8,676    2,963       19    2,084    9,075   10,779   12,057    1,971      693

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        -10)
    -180     -129       -8      168       90      -20      -47       10       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0     23.2      0.1     16.3     71.2     84.5     94.6     15.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      47       15        2       16       25       64       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,510
COMMITMENTS
  11,736    1,607       83    5,168   17,673   16,987   19,363    3,523    1,147

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        565)
     867      -62       45     -334      619      578      602      -13      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.2      7.8      0.4     25.2     86.2     82.8     94.4     17.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      44       10        4       12       23       58       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,140
COMMITMENTS
  50,311    8,663   28,667  119,768  164,499  198,746  201,829   19,394   16,311

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      3,107)
    -301    4,650      -47    3,991   -1,374    3,643    3,229     -536     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.0     13.1     54.9     75.4     91.1     92.5      8.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      50       22       39       82       88      150      137
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,860
COMMITMENTS
       0       50        0    5,760    5,614    5,760    5,664      100      196

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        607)
       0        0        0      607      607      607      607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     98.3     95.8     98.3     96.7      1.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       25       27       25       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,472
COMMITMENTS
   1,688        0        0   25,560   28,359   27,248   28,359    1,224      113

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,016)
       0        0        0    1,013      971    1,013      971        3       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     89.8     99.6     95.7     99.6      4.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        0       32       28       35       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,011
COMMITMENTS
       0      515       25   19,710   19,821   19,735   20,361    1,276      650

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        150)
       0        0        0       15      195       15      195      135      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.1     93.8     94.3     93.9     96.9      6.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       12       19       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,959
COMMITMENTS
     474       50        0   13,485   13,909   13,959   13,959        0        0

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      455      455      455      455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      0.0     96.6     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       26       24       28       25
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,432
COMMITMENTS
       0      482        0    3,294    3,177    3,294    3,659    1,138      773

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:         81)
       0        0        0       36       51       36       51       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      0.0     74.3     71.7     74.3     82.6     25.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       16       15       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,187
COMMITMENTS
   1,445      741      299   22,089   23,132   23,833   24,172      354       15

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        117)
      30      -96      139      205      215      374      258     -257     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      3.1      1.2     91.3     95.6     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       22       30       26       34
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,965
COMMITMENTS
       0      555        0    4,541    5,134    4,541    5,689    1,424      276

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        365)
     -30        0       -1      384      384      353      383       12      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      0.0     76.1     86.1     76.1     95.4     23.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       11       14       11       17
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,897
COMMITMENTS
     372      313        0    9,424    9,380    9,796    9,693      101      204

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:      1,158)
     164      201        0      940      813    1,104    1,014       54      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.2      0.0     95.2     94.8     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       24       20       27       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,236
COMMITMENTS
   3,891    5,759    2,379   39,367   40,274   45,637   48,412    3,599      824

CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST:        648)
       0       54       75      573      579      648      708        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     11.7      4.8     80.0     81.8     92.7     98.3      7.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        7        4       26       33       34       42
```

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Updated February 20, 2009