```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,057
COMMITMENTS
   1,353      680        0   44,522   45,317   45,875   45,997      182       60

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,908)
    -144       50        0    2,081    1,881    1,937    1,931      -29      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.5      0.0     96.7     98.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        0       38       40       39       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,665
COMMITMENTS
     150      120       25   20,445   20,424   20,620   20,569       45       96

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        788)
       0        0        0      788      788      788      788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      0.1     98.9     98.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       28       28       30       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,952
COMMITMENTS
       0      455      388    5,009    5,083    5,397    5,926    1,555    1,026

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         72)
       0       15      -15       15       45        0       45       72       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      5.6     72.1     73.1     77.6     85.2     22.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       20       20       21       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,701
COMMITMENTS
     340      192      540    8,653    8,864    9,533    9,596    1,168    1,105

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        375)
      19      -16       15      322      522      356      521       19     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.8      5.0     80.9     82.8     89.1     89.7     10.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        5       37       41       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,769
COMMITMENTS
      42      163      102    7,997    8,124    8,141    8,389      628      380

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        623)
      15       30       25      606      558      646      613      -23       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.9      1.2     91.2     92.6     92.8     95.7      7.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        3        3       47       58       50       63
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,987
COMMITMENTS
       0        0        0    7,912    7,877    7,912    7,877       75      110

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      365      365      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     98.6     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       15       18       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,868
COMMITMENTS
  51,138   15,867   66,386  203,889  253,487  321,413  335,741   46,455   32,127

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      7,068)
   2,349     -742     -520   -1,223    9,161      606    7,898    6,462     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      4.3     18.0     55.4     68.9     87.4     91.3     12.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      38       27       48       65       78      127      135
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       89,501
COMMITMENTS
       8    4,146   25,706   56,016   52,701   81,730   82,554    7,771    6,948

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      4,419)
     -54     -452    1,671    2,721    2,977    4,339    4,197       80      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6     28.7     62.6     58.9     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        7       13       13       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       23,918
COMMITMENTS
     841      250      610   20,705   21,457   22,156   22,317    1,762    1,601

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,810)
    -462        0       60    3,078    1,950    2,676    2,010      134      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.0      2.6     86.6     89.7     92.6     93.3      7.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        4        5       48       47       55       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,290
COMMITMENTS
     975    2,700      225   18,500   16,505   19,700   19,430    1,590    1,860

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        255)
      45        0      150      105      255      300      405      -45     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     12.7      1.1     86.9     77.5     92.5     91.3      7.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       23       21       27       25
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,469
COMMITMENTS
   4,894       50      300   11,135   14,037   16,329   14,387      140    2,082

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        -75)
     150        0        0      -50        0      100        0     -175      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      0.3      1.8     67.6     85.2     99.1     87.4      0.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,147
COMMITMENTS
       0      127        0    2,070    1,520    2,070    1,647       77      500

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      0.0     96.4     70.8     96.4     76.7      3.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       15       11       15       14
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,890
COMMITMENTS
       0        0        0    7,154    7,695    7,154    7,695      736      195

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        324)
       0        0        0      264      339      264      339       60      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.7     97.5     90.7     97.5      9.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      962,729
COMMITMENTS
 159,357  223,407  340,160  368,002  344,847  867,519  908,413   95,210   54,315

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     53,193)
   7,069    8,970   36,120    6,143    6,574   49,332   51,664    3,861    1,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     23.2     35.3     38.2     35.8     90.1     94.4      9.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      82       99      128       83       73      248      228
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,143
COMMITMENTS
   1,498        0    2,616   66,485   67,142   70,599   69,758    6,544    7,385

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,700)
     395        0      358    1,069      914    1,822    1,272     -122      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      3.4     86.2     87.0     91.5     90.4      8.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        3       20       20       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,531
COMMITMENTS
   2,114        0      400   50,971   49,252   53,485   49,652   14,046   17,879

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,570)
       0        0        0    1,262    3,007    1,262    3,007      308   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.6     75.5     72.9     79.2     73.5     20.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       23       24       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,727
COMMITMENTS
       0        0        0   69,783   78,517   69,783   78,517   14,944    6,210

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      3,582)
       0        0        0    3,582    3,582    3,582    3,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.4     92.7     82.4     92.7     17.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       21       19       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,796
COMMITMENTS
     155    2,754    4,788   69,987   74,588   74,930   82,130   11,866    4,666

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,472)
     155   -1,123      613      254    2,949    1,022    2,439      450     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.2      5.5     80.6     85.9     86.3     94.6     13.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       22       22       25       26
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,132
COMMITMENTS
       0   10,096    4,628   95,388   82,905  100,016   97,629    6,116    8,503

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         68)
       0     -713     -793    3,389    1,196    2,596     -310   -2,528      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.5      4.4     89.9     78.1     94.2     92.0      5.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       17       24       19       27
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       33,366
COMMITMENTS
       0    4,665    3,165   28,340   21,886   31,505   29,716    1,861    3,650

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -3,450)
       0     -430       92   -4,145   -2,995   -4,053   -3,333      603     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.0      9.5     84.9     65.6     94.4     89.1      5.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       17       14       19       16
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,874
COMMITMENTS
   2,270    3,266    5,085   78,644   84,914   85,999   93,265   11,875    4,609

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        964)
    -755      469      293    1,426      202      964      964       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.3      5.2     80.4     86.8     87.9     95.3     12.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        4       24       31       28       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,644,200
COMMITMENTS
  53,649  119,662  517,099  1069644  1003975  1640392  1640736    3,808    3,464

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      3,164)
     -35    3,038    3,024    1,224   -1,745    4,214    4,317   -1,050   -1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      7.3     31.4     65.1     61.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      37       48       68       56       63      131      141
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,515
COMMITMENTS
   2,480    3,020        0   99,091   94,414  101,571   97,434    3,944    8,081

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:       -730)
       0        0        0     -730     -730     -730     -730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.9      0.0     93.9     89.5     96.3     92.3      3.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       16       19       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,327
COMMITMENTS
  10,641   10,099    4,691  199,802  203,802  215,134  218,592    9,193    5,735

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,572)
      16     -484       76    1,480    2,568    1,572    2,160    1,000      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.5      2.1     89.1     90.9     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        1        4       36       38       43       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,606
COMMITMENTS
   4,812      580    2,896  125,590  137,771  133,298  141,247   11,308    3,359

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        450)
     728     -372     -317    1,447      840    1,858      151   -1,408      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.4      2.0     86.8     95.3     92.2     97.7      7.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       29       26       32       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      249,307
COMMITMENTS
  25,675      178   11,744  197,199  226,009  234,618  237,931   14,689   11,376

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -1,823)
   1,964      178    1,485   -3,085   -1,128      364      535   -2,187   -2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.1      4.7     79.1     90.7     94.1     95.4      5.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        5       32       36       38       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,920,665
COMMITMENTS
 636,893   95,833  885,847  1367342  1920451  2890082  2902131   30,583   18,534

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     10,651)
 -11,510    7,466   -2,786   28,389    7,321   14,093   12,001   -3,442   -1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      3.3     30.3     46.8     65.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      42       22       58      102      100      172      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      946,126
COMMITMENTS
 117,896  137,115  177,753  646,212  627,425  941,861  942,293    4,265    3,833

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -1,685)
   7,324    9,743     -333   -8,257  -11,667   -1,266   -2,257     -419      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     14.5     18.8     68.3     66.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       18       37       44       41       89       84
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,924
COMMITMENTS
       0      306       58    1,733    1,388    1,791    1,752      133      172

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         74)
       0      -10        0       41       39       41       29       33       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.9      3.0     90.1     72.1     93.1     91.1      6.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        1        8       10        9       14
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      129,330
COMMITMENTS
   1,556    1,491    2,583  124,280  125,010  128,419  129,083      911      246

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,091)
     -81        5      275    1,120      781    1,314    1,060     -222       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.2      2.0     96.1     96.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        5       35       33       40       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,667
COMMITMENTS
       0       44        0    7,347    7,559    7,347    7,603      320       64

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     95.8     98.6     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,528
COMMITMENTS
     620        0      557   24,227   24,415   25,404   24,972    1,124    1,556

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        873)
      -0        0       -4      877      967      873      964       -0      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      2.1     91.3     92.0     95.8     94.1      4.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       21       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,966
COMMITMENTS
       0      868      586   28,978   29,762   29,564   31,216    2,402      750

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        182)
       0      116        4      112      172      116      292       66     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.8     90.7     93.1     92.5     97.7      7.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       22       24       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,062
COMMITMENTS
     772        0        0   11,482   11,942   12,254   11,942      808    1,120

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         40)
       0        0        0      330       40      330       40     -290        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     87.9     91.4     93.8     91.4      6.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       21       17       23       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,118
COMMITMENTS
       0        0        0   40,082   40,656   40,082   40,656    1,035      462

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        513)
      -0        0        0      508      497      508      497        5       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     98.9     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       23       22       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| 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:       12,516
COMMITMENTS
       0        0        0   11,948   10,718   11,948   10,718      568    1,798

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        -88)
       0        0        0     -108   -1,508     -108   -1,508       20    1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5     85.6     95.5     85.6      4.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       20       23       20
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       20,323
COMMITMENTS
       0    1,114        0   20,154   19,040   20,154   20,154      169      169

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0     99.2     93.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14        8       14       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       39,564
COMMITMENTS
     264       44        0   38,035   39,520   38,299   39,564    1,265        0

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      4,103)
       0     -525        0    6,548    4,628    6,548    4,103   -2,445        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.1      0.0     96.1     99.9     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       16        6       17        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       90,795
COMMITMENTS
       0    5,905        0   90,795   84,890   90,795   90,795        0        0

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.0    100.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       14       15       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,503,650
COMMITMENTS
       0   77,760        0  1503650  1425890  1503650  1503650        0        0

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      153,437
COMMITMENTS
   7,019        0        0  146,418  152,592  153,437  152,592        0      845

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     11,446)
       0        0        0   11,446   11,567   11,446   11,567        0     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.0     95.4     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       20       28       23       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,195,237
COMMITMENTS
 111,928        0        0  2083309  2195237  2195237  2195237        0        0

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     62,259)
       0        0        0   62,259   62,259   62,259   62,259        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      0.0     94.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       17       21       20       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       45,197
COMMITMENTS
      80    3,090        0   45,053   41,639   45,133   44,729       64      468

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.8      0.0     99.7     92.1     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       14       18       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       49,517
COMMITMENTS
   1,728      100      110   47,679   49,267   49,517   49,477        0       40

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,680)
     416      100        0    1,264    1,540    1,680    1,640        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.2      0.2     96.3     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       24       24       27       26
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      849,190
COMMITMENTS
  38,345   29,245    5,152  805,693  814,793  849,190  849,190        0        0

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     15,922)
  10,042    5,845    4,000    1,880    6,077   15,922   15,922        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.4      0.6     94.9     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       21       22       24       25
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,724
COMMITMENTS
     330       84       20   17,860   18,414   18,210   18,518      514      206

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         -0)
       0        0        0       -0       -0       -0       -0       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.4      0.1     95.4     98.3     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       34       30       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,948
COMMITMENTS
     310        0        0    7,885    8,333    8,195    8,333      753      615

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        207)
       0        0        0      -63      117      -63      117      270       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     88.1     93.1     91.6     93.1      8.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       21       23       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,215
COMMITMENTS
     280        0      125   12,523   13,003   12,928   13,128      287       87

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         -9)
       0        0      -35        5      -11      -30      -46       21       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.9     94.8     98.4     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       22       19       23       20
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,849
COMMITMENTS
       0      400      137    9,366    9,076    9,503    9,613      346      236

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        327)
       0      -30      -47      370      424      323      347        4      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      1.4     95.1     92.2     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       28       26       29       27
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,516
COMMITMENTS
       0      165       35    4,056    4,075    4,091    4,275      425      241

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        427)
       0      105      -25      402      362      377      442       50      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.8     89.8     90.2     90.6     94.7      9.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       16       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,963,498
COMMITMENTS
 256,417  104,786  1024928  1563351  1708210  2844697  2837924  118,802  125,575

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     59,572)
  21,823      632   45,023  -12,024    7,451   54,823   53,107    4,750    6,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.5     34.6     52.8     57.6     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     152      108      204       87      100      341      320
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,416
COMMITMENTS
   5,652   28,048   19,962   68,887   45,384   94,501   93,394      915    2,022

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,108)
     713    3,740     -298    3,360   -1,344    3,775    2,098   -1,667       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     29.4     20.9     72.2     47.6     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        9       15       18       20       34       36
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      215,443
COMMITMENTS
  35,429   35,812    1,101  149,586  135,703  186,116  172,616   29,327   42,827

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      4,590)
     280      448      208   11,995    6,276   12,483    6,932   -7,893   -2,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     16.6      0.5     69.4     63.0     86.4     80.1     13.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        4       28       28       33       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      212,899
COMMITMENTS
  38,267   11,622   51,134  120,234  147,238  209,634  209,994    3,265    2,906

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     12,655)
   5,786      979    2,831    4,036    8,500   12,654   12,310        1      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      5.5     24.0     56.5     69.2     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       12       37       30       30       73       69
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      644,236
COMMITMENTS
  45,491    2,959   80,113  494,785  540,239  620,390  623,312   23,846   20,924

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     44,413)
   2,102      321    6,474   36,726   38,106   45,303   44,901     -889     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.5     12.4     76.8     83.9     96.3     96.8      3.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        1       11       32       33       43       44
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       75,163
COMMITMENTS
     152    1,980      200   72,356   71,153   72,708   73,333    2,455    1,830

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      4,688)
       0      -50        0    3,538    3,588    3,538    3,538    1,150    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.6      0.3     96.3     94.7     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        5        3       46       51       51       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,751
COMMITMENTS
  20,515   43,561   16,460  132,143  105,303  169,118  165,324    5,633    9,427

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        853)
     245     -303    2,699   -1,999   -1,782      945      614      -92      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     24.9      9.4     75.6     60.3     96.8     94.6      3.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6       16       18       25       25       46       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,385
COMMITMENTS
   3,284    2,825    2,229   30,980   32,875   36,493   37,929    3,892    2,456

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:       -888)
     791     -700      -97   -1,600      200     -906     -597       18     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      7.0      5.5     76.7     81.4     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        6       15       16       22       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,947
COMMITMENTS
   4,755    2,001    1,645   68,878   78,245   75,278   81,891   30,669   24,056

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        439)
       0        0        0      -46      133      -46      133      485      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      1.6     65.0     73.9     71.1     77.3     28.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       20       19       23       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,763
COMMITMENTS
       0    1,368        0   39,568   38,293   39,568   39,661      195      102

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      450      150      450        0     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0     99.5     96.3     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        0       26       37       26       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,914
COMMITMENTS
  14,068    2,341       70    4,638   18,880   18,776   21,291    3,138      623

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        691)
     218     -152        5      360      856      583      709      108      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2     10.7      0.3     21.2     86.2     85.7     97.2     14.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      84       11        1       12       29       97       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,813
COMMITMENTS
  21,518    2,109       40    5,011   28,502   26,569   30,651    5,244    1,162

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,070)
   1,562      108        6      167    1,905    1,735    2,019      335       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6      6.6      0.1     15.8     89.6     83.5     96.3     16.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      85       10        2       14       32      100       43
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,986
COMMITMENTS
  53,293   12,649   31,106  124,183  167,172  208,582  210,928   20,404   18,059

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     11,605)
   3,091   -1,557    7,503   -3,734    4,128    6,860   10,074    4,746    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      5.5     13.6     54.2     73.0     91.1     92.1      8.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       23       38       70       87      135      131
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,618
COMMITMENTS
   1,124        0      285   14,971   14,748   16,380   15,033    5,238    6,585

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        916)
       0        0        0      351      536      351      536      565      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      1.3     69.3     68.2     75.8     69.5     24.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       16       17       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,494
COMMITMENTS
   2,004      150       50    6,857    8,638    8,911    8,838      583      656

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        728)
       0       50        0      640      590      640      640       88       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      1.6      0.5     72.2     91.0     93.9     93.1      6.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        1       26       34       31       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,600
COMMITMENTS
   3,010      180        0   34,397   38,360   37,407   38,540    1,193       60

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,965)
     290        0      -60    1,680    2,030    1,910    1,970       55       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.5      0.0     89.1     99.4     96.9     99.8      3.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        0       33       29       37       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,130
COMMITMENTS
     915        0        0   18,005   17,870   18,920   17,870      210    1,260

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.0     94.1     93.4     98.9     93.4      1.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       25       16       27       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,692
COMMITMENTS
     100       50       75   12,817   13,267   12,992   13,392      700      300

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        596)
       0        0       75     -179      521     -104      596      700        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.4      0.5     93.6     96.9     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       25       27       27       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,944
COMMITMENTS
     372      121        0    2,348    2,844    2,720    2,965    1,224      979

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         96)
       0        0        0      103       60      103       60       -7       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      3.1      0.0     59.5     72.1     69.0     75.2     31.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       17       15       19       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,032
COMMITMENTS
     300        0        0   15,372   16,007   15,672   16,007      360       25

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,546)
       0        0        0    1,521    1,521    1,521    1,521       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     95.9     99.8     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       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 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,055
COMMITMENTS
   2,977      358        0   15,542   18,512   18,519   18,870      536      185

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        474)
     570        0        0     -288      474      282      474      192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      1.9      0.0     81.6     97.2     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        0       26       31       31       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,632
COMMITMENTS
     826      267       18    8,607    9,212    9,451    9,497      181      135

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        758)
     331        0        0      568      932      899      932     -141     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.8      0.2     89.4     95.6     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       25       21       26       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,832
COMMITMENTS
  11,512      270    1,932   39,334   51,685   52,778   53,887    3,054    1,945

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        523)
   1,005        0     -639       82        3      448     -636       75    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      0.5      3.5     70.5     92.6     94.5     96.5      5.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        1        3       30       33       38       37
```

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Updated October 16, 2009