```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,635
COMMITMENTS
   1,959      630        0   44,595   45,993   46,554   46,623       81       12

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,808)
     222        0        0    1,589    1,814    1,811    1,814       -3       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.4      0.0     95.6     98.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        0       34       40       36       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,503
COMMITMENTS
     100        0        0   20,372   20,443   20,472   20,443       31       60

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -534)
       0        0        0     -233     -234     -233     -234     -301     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.4     99.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       30       30       31       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,069
COMMITMENTS
       0      461      367    5,645    5,162    6,012    5,990    1,057    1,079

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         76)
       0       15      -10       60      136       50      141       26      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      5.2     79.9     73.0     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       22       21       23       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,877
COMMITMENTS
     513       80      536    9,680   10,352   10,729   10,968    1,148      909

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        616)
     141     -116       45      425      672      611      601        5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.7      4.5     81.5     87.2     90.3     92.3      9.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        4       40       45       45       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,730
COMMITMENTS
      35      144       69    8,869    8,859    8,973    9,072      757      658

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        529)
       5      -48       -5      521      672      521      619        8      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.5      0.7     91.2     91.0     92.2     93.2      7.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        2        2       48       58       50       61
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,875
COMMITMENTS
       0        0        0    8,865    8,855    8,865    8,855       10       20

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      260      260      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      368,025
COMMITMENTS
  47,119   22,651   62,936  209,586  249,105  319,641  334,693   48,384   33,332

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -21,915)
  -8,171    3,556  -11,378   -4,675  -10,439  -24,224  -18,262    2,308   -3,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      6.2     17.1     56.9     67.7     86.9     90.9     13.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      40       26       51       74       81      141      140
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       90,777
COMMITMENTS
     510    5,599   24,886   59,044   54,767   84,440   85,251    6,337    5,525

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -2,622)
      29      555   -1,315   -1,013   -1,608   -2,299   -2,367     -323     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.2     27.4     65.0     60.3     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        8       16       16       24       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       23,703
COMMITMENTS
   1,025      393      737   20,553   21,639   22,315   22,769    1,388      934

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,416)
      50      -50      250      866    1,316    1,166    1,516      250     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.7      3.1     86.7     91.3     94.1     96.1      5.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       3        6        6       47       51       55       58
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,294
COMMITMENTS
     575    1,350      225   18,966   17,599   19,766   19,174    1,528    2,120

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,125)
       0     -450      150      975    1,425    1,125    1,125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.3      1.1     89.1     82.6     92.8     90.0      7.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       25       23       28       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,736
COMMITMENTS
   5,689       50      300    9,687   13,304   15,676   13,654       60    2,082

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -459)
    -600        0        0      141     -459     -459     -459        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      0.3      1.9     61.6     84.5     99.6     86.8      0.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,959
COMMITMENTS
     657        0      239    2,939    3,045    3,835    3,284    1,124    1,675

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.0      4.8     59.3     61.4     77.3     66.2     22.7     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2       15       17       18       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      892,079
COMMITMENTS
 155,392  218,992  313,374  349,065  315,718  817,832  848,085   74,248   43,995

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -50,568)
   3,633   -8,130  -21,951  -15,154   -6,189  -33,472  -36,270  -17,096  -14,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     24.5     35.1     39.1     35.4     91.7     95.1      8.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      76       87      117       90       72      244      209
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,662
COMMITMENTS
   2,733       98    2,066   62,317   62,607   67,116   64,771    6,546    8,891

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        605)
     706       35     -225      124      893      605      703        0      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.1      2.8     84.6     85.0     91.1     87.9      8.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       19       18       23       22
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,152
COMMITMENTS
   2,461        0    4,533   35,730   30,553   42,724   35,086    5,428   13,066

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -124)
       0        0     -162        0        0     -162     -162       38       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      9.4     74.2     63.5     88.7     72.9     11.3     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       11       15       14       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,072
COMMITMENTS
   1,322    2,869      400   71,858   69,244   73,580   72,513   10,492   11,559

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,567)
    -827        0        0    4,394    3,443    3,567    3,443        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.4      0.5     85.5     82.4     87.5     86.3     12.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       27       27       29       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,008
COMMITMENTS
       0        0        0   73,488   79,509   73,488   79,509   13,520    7,499

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        376)
       0        0        0    1,741      248    1,741      248   -1,365      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.5     91.4     84.5     91.4     15.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       22       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,385
COMMITMENTS
   3,691    1,444    6,042   68,962   78,631   78,695   86,117   13,690    6,268

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,364)
    -486      487      503    1,133      768    1,150    1,758      214     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.6      6.5     74.6     85.1     85.2     93.2     14.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        4       24       23       28       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,375
COMMITMENTS
     369    8,507    4,752   89,695   79,208   94,816   92,467    5,559    7,908

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -1,081)
  -1,242     -452     -403    1,122      534     -523     -321     -558     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.5      4.7     89.4     78.9     94.5     92.1      5.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        3       19       25       23       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       30,687
COMMITMENTS
       0    4,078    2,046   26,323   21,657   28,369   27,781    2,318    2,906

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -306)
       0     -571      141     -447      552     -306      122        0     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.3      6.7     85.8     70.6     92.4     90.5      7.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       16       14       18       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,916
COMMITMENTS
   8,451    5,132    3,876   74,933   83,176   87,260   92,184   11,656    6,732

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,496)
   2,159   -1,277     -742     -195    2,207    1,222      188      274    1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.2      3.9     75.8     84.1     88.2     93.2     11.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        4       23       27       27       31
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,532,122
COMMITMENTS
  47,443  118,848  463,271  1016210  944,389  1526924  1526509    5,198    5,613

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:   -123,515)
  -1,558   -9,982  -57,919  -63,638  -55,518 -123,115 -123,418     -400      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.8     30.2     66.3     61.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      44       28       55       56       57      123      117
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,955
COMMITMENTS
   6,076    2,420        0  101,777  101,600  107,853  104,020    3,102    6,935

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,596)
   3,596        0        0        0    3,596    3,596    3,596        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.2      0.0     91.7     91.6     97.2     93.7      2.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       17       19       19       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,296
COMMITMENTS
  10,438   10,161    3,921  202,101  205,623  216,460  219,705    8,836    5,591

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      2,469)
  -1,483        8      571    3,297    1,617    2,385    2,196       84      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      4.5      1.7     89.7     91.3     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        1        4       41       38       47       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,642
COMMITMENTS
   4,743      859    2,712  130,520  141,997  137,975  145,568   12,667    5,074

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      4,099)
     445        0      334    3,480    3,891    4,259    4,225     -160     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.6      1.8     86.6     94.3     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       28       26       30       29
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      246,904
COMMITMENTS
   6,185        0   17,305  205,370  218,474  228,860  235,779   18,044   11,125

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,430)
  -2,013        0      970    2,381      548    1,338    1,518       92      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      7.0     83.2     88.5     92.7     95.5      7.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        4       34       36       38       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,020
COMMITMENTS
     104        0    2,732   44,004   46,684   46,840   49,416    8,180    5,604

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -704)
    -856        0      428     -276   -1,132     -704     -704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      5.0     80.0     84.8     85.1     89.8     14.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       15       16       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,247
COMMITMENTS
     242    1,258      682   62,296   63,634   63,220   65,574    6,027    3,673

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,771)
       0        0        0    3,771    3,771    3,771    3,771        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.8      1.0     90.0     91.9     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       14       18       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,902,007
COMMITMENTS
 565,282  122,102  876,513  1411846  1875720  2853641  2874335   48,366   27,672

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     17,534)
 -17,228    4,219    9,688   11,437   -5,066    3,897    8,841   13,637    8,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      4.2     30.2     48.7     64.6     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      38       26       56      110      101      174      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      891,541
COMMITMENTS
 109,461  138,258  152,961  625,008  597,411  887,430  888,630    4,111    2,911

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:   -106,166)
 -48,662   -7,688  -20,677  -36,330  -78,141 -105,669 -106,506     -497      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     15.5     17.2     70.1     67.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       21       33       40       38       79       76
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,994
COMMITMENTS
      59      800       80    2,710    1,948    2,849    2,828      145      166

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        501)
     -11       99       33      424      349      446      481       55       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     26.7      2.7     90.5     65.1     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       13       14       15       18
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,120
COMMITMENTS
       0        0        0    1,191    1,447    1,191    1,447      929      673

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     56.2     68.3     56.2     68.3     43.8     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       23       22       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      138,505
COMMITMENTS
   1,524    2,403    5,458  130,774  130,349  137,756  138,209      749      296

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      4,539)
    -143      -32      940    3,888    3,637    4,685    4,546     -146       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.7      3.9     94.4     94.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        5       36       33       43       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,159
COMMITMENTS
       0       44        0    6,861    7,033    6,861    7,077      298       82

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        -84)
       0        0        0      -84      -84      -84      -84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     95.8     98.2     95.8     98.9      4.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       15       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,290
COMMITMENTS
      17      600      590   23,693   22,843   24,300   24,033      990    1,257

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        483)
     -24      520       76      451     -317      503      279      -20      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.4      2.3     93.7     90.3     96.1     95.0      3.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       24       20       27       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,014
COMMITMENTS
       0    1,110      500   29,917   30,204   30,417   31,814    1,597      200

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -142)
       0        0        0      -52     -162      -52     -162      -90       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.6     93.4     94.3     95.0     99.4      5.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,482
COMMITMENTS
     750        0        8   11,706   12,144   12,464   12,152    1,018    1,330

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        276)
      -8        0        8       36       52       36       60      240      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.1     86.8     90.1     92.4     90.1      7.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       17       22       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,460
COMMITMENTS
      94        0      738   44,818   45,346   45,650   46,084      810      376

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        437)
      -0        0        3      421      700      424      703       13     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      1.6     96.5     97.6     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       24       23       27       25
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| 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:       12,126
COMMITMENTS
       0        0        0   10,912   11,356   10,912   11,356    1,214      770

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         68)
       0        0        0       44       32       44       32       24       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.0     93.7     90.0     93.7     10.0      6.3

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 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,869
COMMITMENTS
       0      982        0   18,722   17,740   18,722   18,722      147      147

CHANGES FROM 11/17/09 (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     99.2     94.0     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13        8       13       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,249
COMMITMENTS
     220      400        0   53,194   53,749   53,414   54,149      835      100

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.7      0.0     98.1     99.1     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       20       10       21       11
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      886,299
COMMITMENTS
       0   31,040        0  886,299  855,259  886,299  886,299        0        0

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      101,801
COMMITMENTS
       0    5,575        0  101,801   96,186  101,801  101,761        0       40

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,325)
       0        0        0    1,623    1,325    1,623    1,325     -298        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0    100.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,691,430
COMMITMENTS
       0   73,840        0  1691430  1617590  1691430  1691430        0        0

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     40,750)
       0        0        0   40,750   40,750   40,750   40,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       12       18       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      174,089
COMMITMENTS
   6,777        0        0  167,312  173,354  174,089  173,354        0      735

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     96.1     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       21       28       24       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,769,912
COMMITMENTS
 107,616        0        0  2662296  2769912  2769912  2769912        0        0

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      4,761)
       0        0        0    4,761    4,761    4,761    4,761        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     96.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       20       23       23       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,213
COMMITMENTS
      80    3,090        0   62,091   58,677   62,171   61,767       42      446

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.0      0.0     99.8     94.3     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,056,368
COMMITMENTS
       0   83,880        0  1056368  972,488  1056368  1056368        0        0

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       59,571
COMMITMENTS
   8,970      579       45   50,301   58,907   59,316   59,531      255       40

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      7,660)
   5,120        0        0    2,540    7,660    7,660    7,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      1.0      0.1     84.4     98.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,045,422
COMMITMENTS
 129,300   35,400        0  916,122  1010022  1045422  1045422        0        0

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     79,258)
  46,640        0        0   32,618   79,258   79,258   79,258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      3.4      0.0     87.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,639
COMMITMENTS
     280       84       20   16,805   17,364   17,105   17,468      533      171

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,094)
       0        0        0    1,032    1,079    1,032    1,079       62       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.5      0.1     95.3     98.4     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       31       34       32       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,754
COMMITMENTS
     225        0       60    6,764    7,234    7,049    7,294      705      460

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         16)
     -60        0       60       31      -29       31       31      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.8     87.2     93.3     90.9     94.1      9.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       21       25       22
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,049
COMMITMENTS
     235        0      130   11,439   11,823   11,804   11,953      245       96

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         32)
       0        0      -25       32       27        7        2       25       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      1.1     94.9     98.1     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       25       19       26       20
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,520
COMMITMENTS
      83      245       24   13,882   14,056   13,989   14,325      531      195

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        819)
       0      -65        0      749      869      749      804       70       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.7      0.2     95.6     96.8     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       27       30       29       31
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,249
COMMITMENTS
       0      285       25    9,985    9,879   10,010   10,189      239       60

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,544)
       0        0        0    1,594    1,544    1,594    1,544      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.2     97.4     96.4     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       16       16       17
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,604
COMMITMENTS
       0      125       85    6,109    6,003    6,194    6,213      410      391

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        737)
       0     -115       30      707      652      737      567        0      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      1.3     92.5     90.9     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       20       19       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,453,132
COMMITMENTS
 247,429  103,987  763,533  1342469  1518564  2353431  2386084   99,701   67,048

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -38,068)
 -18,117   -7,933   25,082    5,375     -118   12,341   17,031  -50,409  -55,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      4.2     31.1     54.7     61.9     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     148       76      171       83      101      307      282
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,818
COMMITMENTS
   3,474   25,655   16,060   60,474   40,710   80,008   82,425    6,809    4,392

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -7,196)
    -960     -848   -2,542   -6,884   -5,343  -10,386   -8,733    3,190    1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     29.6     18.5     69.7     46.9     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        7        9       10       12       19       21
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,391
COMMITMENTS
  37,599   33,458    2,548  150,879  135,416  191,026  171,422   20,365   39,969

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,423)
    -563     -818      255    3,787    5,684    3,479    5,121      -56   -1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     15.8      1.2     71.4     64.1     90.4     81.1      9.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        7       33       33       41       41
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,852
COMMITMENTS
  30,972    5,995   39,165   90,763  116,052  160,899  161,211    3,952    3,640

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,719)
  -1,961       75   -1,643   -1,052   -3,285   -4,656   -4,853      -63      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      3.6     23.8     55.1     70.4     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24       11       29       23       23       59       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      660,139
COMMITMENTS
  44,233    2,819   73,114  523,161  567,296  640,508  643,229   19,631   16,910

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -8,192)
  -1,112      -86     -123   -6,711   -7,516   -7,946   -7,725     -246     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.4     11.1     79.3     85.9     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        1       11       35       36       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,288
COMMITMENTS
     182    1,435      275   88,103   87,548   88,560   89,258    1,728    1,030

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      4,065)
       0        0        0    4,190    4,090    4,190    4,090     -125      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.6      0.3     97.6     97.0     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        3        2       49       55       52       60
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,715
COMMITMENTS
  15,442   29,582   10,101  100,929   85,430  126,472  125,113    5,243    6,602

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -18,031)
  -6,992     -915   -5,635   -4,375   -9,777  -17,002  -16,327   -1,029   -1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     22.5      7.7     76.6     64.9     96.0     95.0      4.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       13       15       24       24       43       42
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,781
COMMITMENTS
     350    3,435    1,968   21,391   19,005   23,709   24,408    2,072    1,373

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,879)
    -146      794      488    1,750    1,200    2,092    2,482     -213     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     13.3      7.6     83.0     73.7     92.0     94.7      8.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        4       14       16       19       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,010
COMMITMENTS
   1,980    2,250    1,739   74,641   80,056   78,360   84,045   27,650   21,965

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        618)
       0        0        0      561      365      561      365       57      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.1      1.6     70.4     75.5     73.9     79.3     26.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       26       23       29       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,257
COMMITMENTS
       0    1,518        0   42,177   40,587   42,177   42,105       80      152

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         95)
       0      300        0       95      540       95      840        0     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     99.8     96.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        3        0       27       36       27       39
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,929
COMMITMENTS
       0        0        0   50,884   48,787   50,884   48,787    5,044    7,141

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -471)
       0        0        0     -970     -411     -970     -411      499      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.0     87.2     91.0     87.2      9.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       19       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,916
COMMITMENTS
  14,909    1,651      213    4,742   20,520   19,864   22,384    3,052      532

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        382)
      60      169     -203      641      574      498      540     -116     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.1      7.2      0.9     20.7     89.5     86.7     97.7     13.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      88       13        6       23       29      114       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,981
COMMITMENTS
  23,772    2,189      254    5,586   31,750   29,612   34,193    5,369      788

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        325)
      93      355       49      174      154      316      558        9     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0      6.3      0.7     16.0     90.8     84.7     97.7     15.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      91       16        4       13       32      108       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,904
COMMITMENTS
  73,910   17,501   34,739  150,239  211,795  258,888  264,035   19,016   13,869

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -21,780)
  -4,376     -891   -6,488   -6,418  -10,470  -17,283  -17,850   -4,498   -3,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      6.3     12.5     54.1     76.2     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      60       24       48       75       92      163      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,185
COMMITMENTS
   1,933        0      423   15,105   16,014   17,461   16,437    5,724    6,748

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        102)
      37        0      -17       73     -161       93     -178        9      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      1.8     65.1     69.1     75.3     70.9     24.7     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       17       18       20       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,041
COMMITMENTS
   1,454        0      125    6,959    8,410    8,538    8,535      503      506

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        567)
       0        0       50      467      417      517      467       50      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      0.0      1.4     77.0     93.0     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        0        2       28       32       34       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,044
COMMITMENTS
   2,499        0        0   40,310   43,719   42,809   43,719    1,235      325

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      651      600      651      600      -36       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     91.5     99.3     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       34       30       36       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,434
COMMITMENTS
   3,010        0        0   20,150   22,180   23,160   22,180      274    1,254

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,534)
     150        0        0    1,390    1,540    1,540    1,540       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      0.0      0.0     86.0     94.6     98.8     94.6      1.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       25       16       28       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,690
COMMITMENTS
   2,500       50        0   13,090   14,440   15,590   14,490      100    1,200

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      600      600      600      600      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.3      0.0     83.4     92.0     99.4     92.4      0.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        0       29       30       32       31
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,993
COMMITMENTS
     244       90       11    2,632    3,063    2,887    3,164    1,106      829

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        108)
      43        0       11      -13       37       41       48       67       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      2.3      0.3     65.9     76.7     72.3     79.2     27.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       20       18       22       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,225
COMMITMENTS
     420        0        0   15,560   16,215   15,980   16,215      245       10

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        662)
       0        0        0      662      662      662      662        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     95.9     99.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       19       22       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,434
COMMITMENTS
   1,773        0       41   17,501   19,315   19,315   19,356      119       78

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,322)
    -353        0       14    1,661    1,308    1,322    1,322        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.2     90.1     99.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        0        3       31       34       37       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,293
COMMITMENTS
     486      294       58    9,638    9,881   10,182   10,233      111       60

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        576)
     224        0        0      277      576      501      576       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.9      0.6     93.6     96.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       22       23       25       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,939
COMMITMENTS
   9,633      311    1,802   39,904   50,335   51,339   52,448    2,600    1,491

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        142)
  -1,186     -287      464      789      -35       67      142       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.6      3.3     74.0     93.3     95.2     97.2      4.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       33       36       39       41
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,389
COMMITMENTS
   5,237      550    1,827   13,862   18,031   20,926   20,408    3,463    3,981

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        405)
    -162        0      225      521     -416      584     -191     -179      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      2.3      7.5     56.8     73.9     85.8     83.7     14.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       12       14       17       19
```

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Updated November 30, 2009