```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,264
COMMITMENTS
     360       47       28   35,488   36,084   35,876   36,159      388      105

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,368)
     128       47       28    3,148    3,238    3,304    3,313       64       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.1      0.1     97.9     99.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       34       36       36       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,508
COMMITMENTS
     960      120      100   20,137   21,012   21,197   21,232      311      276

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        136)
    -190        0        0      326      131      136      131        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.6      0.5     93.6     97.7     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       35       32       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,459
COMMITMENTS
   1,587       63      505    4,747    6,076    6,839    6,644      620      815

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        227)
      -5       12      168      223      110      386      290     -159      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      0.8      6.8     63.6     81.5     91.7     89.1      8.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       20       24       23       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,594
COMMITMENTS
     331      227      446    9,730   10,304   10,507   10,977    1,087      617

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        693)
     144       31      322      386      407      852      760     -159      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      2.0      3.8     83.9     88.9     90.6     94.7      9.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       37       40       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,540
COMMITMENTS
     215      135       73    7,757    7,619    8,045    7,827      495      713

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        618)
      15      -75        5      639      574      659      504      -41      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.6      0.9     90.8     89.2     94.2     91.7      5.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        2       40       47       42       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,584
COMMITMENTS
       0      342       66    4,338    4,380    4,404    4,788    1,180      796

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        240)
       0      -10        0      310      344      310      334      -70      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      1.2     77.7     78.4     78.9     85.7     21.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       23       23       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,610
COMMITMENTS
      90      315       75    2,364    2,658    2,529    3,048    1,081      562

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        190)
       0       15        0       87      259       87      274      103      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.7      2.1     65.5     73.6     70.1     84.4     29.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       19       18       22       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,619
COMMITMENTS
  29,056   17,801   51,660  168,849  184,909  249,565  254,370   37,054   32,249

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,599)
   1,683     -183   -1,578    7,725    7,118    7,831    5,357      768    3,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      6.2     18.0     58.9     64.5     87.1     88.7     12.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      30       27       43       62       65      116      116
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,046
COMMITMENTS
      91      309        0   15,650   15,527   15,741   15,836      305      210

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,334)
       0        0        0    2,209    2,314    2,209    2,314      125       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.9      0.0     97.5     96.8     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        0       39       43       40       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,485
COMMITMENTS
     560        0        0   12,220   12,936   12,780   12,936      705      549

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,260)
     435        0        0    1,825    1,936    2,260    1,936        0      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.0     90.6     95.9     94.8     95.9      5.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       23       22       26       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,512
COMMITMENTS
       0        0        0    1,512    1,352    1,512    1,352        0      160

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -2,211)
     -75        0        0   -1,861   -1,996   -1,936   -1,996     -275     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     89.4    100.0     89.4      0.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       11       15       11
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      994,837
COMMITMENTS
 143,297  186,225  404,575  363,764  360,325  911,636  951,125   83,201   43,712

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     14,315)
   5,818   -7,975   15,321   -7,927    9,686   13,213   17,032    1,102   -2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     18.7     40.7     36.6     36.2     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      57       84       93       79       68      198      189
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       43,959
COMMITMENTS
  18,603   25,268    5,435   19,716   13,008   43,754   43,711      205      248

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -3,238)
  -2,540      308     -330     -292   -3,173   -3,162   -3,195      -76      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     57.5     12.4     44.9     29.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       13       15        9       11       24       32
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,331
COMMITMENTS
   3,874        0    2,199   81,913   82,897   87,986   85,096    9,345   12,235

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,243)
     893        0      -80      146    3,374      959    3,294    1,284   -1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      2.3     84.2     85.2     90.4     87.4      9.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       25       25       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,128
COMMITMENTS
   3,343    8,993    1,964   45,039   32,118   50,346   43,075    6,782   14,053

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        991)
     674      134      194      424      582    1,292      910     -301       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     15.7      3.4     78.8     56.2     88.1     75.4     11.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        4       18       15       22       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,837
COMMITMENTS
   3,649        0      496   64,057   69,271   68,202   69,767    8,635    7,070

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        881)
     642        0     -309   -2,792      835   -2,459      526    3,340      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.6     83.4     90.2     88.8     90.8     11.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       27       30       29       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,778
COMMITMENTS
       0        0        0   82,240   83,298   82,240   83,298   16,538   15,480

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      4,796)
       0        0        0    2,707    4,341    2,707    4,341    2,089      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.3     84.3     83.3     84.3     16.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       20       20       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,710
COMMITMENTS
   2,015        0      857   31,443   33,265   34,315   34,122    4,395    4,588

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -144)
     -93        0       11        0     -124      -82     -113      -62      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      2.2     81.2     85.9     88.6     88.1     11.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,352
COMMITMENTS
     494   10,579    2,346   77,939   68,189   80,779   81,114    5,573    5,238

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,552)
       0    2,490   -1,181    4,678      449    3,497    1,758     -945      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     12.3      2.7     90.3     79.0     93.5     93.9      6.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       27       28       30       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,418
COMMITMENTS
   4,623      765    8,387  108,381  114,138  121,391  123,290   11,027    9,128

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,203)
     704        0      364      176    4,079    1,244    4,443      -41   -3,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.6      6.3     81.8     86.2     91.7     93.1      8.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       20       32       23       35
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,739
COMMITMENTS
     217    6,542    2,324   31,829   23,817   34,370   32,683    5,369    7,056

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -425)
    -440      336     -107      550      680        3      909     -428   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     16.5      5.8     80.1     59.9     86.5     82.2     13.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,753
COMMITMENTS
     217   13,972   18,868   57,888   45,907   76,973   78,747    8,780    7,006

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,042)
       0      -77      434    3,942    1,984    4,376    2,341   -1,334      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     16.3     22.0     67.5     53.5     89.8     91.8     10.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       12       15       16       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,485
COMMITMENTS
       0        0        0   46,821   44,573   46,821   44,573    9,664   11,912

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,164)
       0        0        0      -56    2,169      -56    2,169    1,220   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.9     78.9     82.9     78.9     17.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       22       21       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,602
COMMITMENTS
   6,544    2,026    7,158   70,184   70,890   83,886   80,074    6,716   10,528

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,928)
  -3,521        0    1,883    4,836     -109    3,198    1,774   -1,270      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      2.2      7.9     77.5     78.2     92.6     88.4      7.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       26       28       31       33
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,966
COMMITMENTS
       0    9,190    4,144   64,042   59,418   68,186   72,752    6,780    2,214

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        146)
       0   -3,322      360     -214    3,108      146      146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.3      5.5     85.4     79.3     91.0     97.0      9.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       14       15       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,255,246
COMMITMENTS
  91,475  138,038  961,771  1195962  1150166  2249207  2249974    6,039    5,272

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     15,392)
    -508   12,949    2,306   13,143     -389   14,941   14,866      451      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.1     42.6     53.0     51.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      39       33       66       55       55      123      125
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,971
COMMITMENTS
       0    8,473    2,673   52,131   38,973   54,804   50,119    5,167    9,852

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -2,168)
       0   -1,732      -59   -2,414     -659   -2,473   -2,450      305      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.1      4.5     86.9     65.0     91.4     83.6      8.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       12       16       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,451
COMMITMENTS
   2,266   12,082    3,172   27,453   21,022   32,891   36,276   17,560   14,175

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     23.9      6.3     54.4     41.7     65.2     71.9     34.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       15       18       20
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,260
COMMITMENTS
   1,405    1,943    1,450   34,593   32,480   37,448   35,873    6,812    8,387

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        185)
     248   -1,798     -341      247    4,180      154    2,041       31   -1,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.4      3.3     78.2     73.4     84.6     81.1     15.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       18       17       21       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,721
COMMITMENTS
   4,280    1,472        0  129,981  130,709  134,261  132,181    1,460    3,540

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     12,684)
       0    1,472        0   11,224   11,436   11,224   12,908    1,460     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.1      0.0     95.8     96.3     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,273
COMMITMENTS
   7,954    7,308    7,031  192,170  198,374  207,155  212,713   12,118    6,560

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,526)
  -1,492     -609    1,748    3,946    2,083    4,202    3,222     -676      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      3.3      3.2     87.6     90.5     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        5       41       33       48       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,288
COMMITMENTS
     494    1,783    3,949  153,497  157,918  157,940  163,650   10,348    4,638

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -705)
     494   -1,258     -580     -574    1,443     -660     -395      -45     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.1      2.3     91.2     93.8     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       34       29       37       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      267,759
COMMITMENTS
   1,670    3,886   16,728  231,627  232,938  250,025  253,552   17,734   14,207

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,722)
    -168   -5,151    4,437    3,478    6,504    7,747    5,790      975    2,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.5      6.2     86.5     87.0     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        4       41       40       45       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,736
COMMITMENTS
   2,089    6,823    2,430  126,767  121,464  131,286  130,717    2,450    3,019

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,145)
       0    1,500   -1,710    1,123     -377     -587     -587     -558     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      5.1      1.8     94.8     90.8     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       33       33       39       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,853
COMMITMENTS
       0      616        0   41,829   37,880   41,829   38,496    5,024    8,357

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,963)
       0        0        0    4,051    2,169    4,051    2,169   -2,088     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     89.3     80.8     89.3     82.2     10.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       20       17       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,223,337
COMMITMENTS
 732,419  149,219  1068802  1394330  1986296  3195551  3204317   27,786   19,020

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     63,738)
   4,068   12,794   18,481   41,329   33,915   63,878   65,190     -140   -1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      4.6     33.2     43.3     61.6     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       17       47      102       95      154      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,256,431
COMMITMENTS
 158,236  283,006  402,945  688,387  566,547  1249568  1252498    6,863    3,933

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     23,531)
  15,183   15,701    5,991      932    1,158   22,106   22,850    1,425      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     22.5     32.1     54.8     45.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       33       43       35       33       80       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      102,085
COMMITMENTS
   3,846      582    7,655   89,831   93,537  101,332  101,774      753      311

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      4,161)
      55      -62      109    3,930    4,053    4,094    4,100       67       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.6      7.5     88.0     91.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        7       33       32       40       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,031
COMMITMENTS
   2,840        2      204   31,723   35,169   34,767   35,375    1,264      656

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      248      248      248      248       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.6     88.0     97.6     96.5     98.2      3.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       18       20       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,254
COMMITMENTS
       0        0        0   13,040   12,870   13,040   12,870    1,214    1,384

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.5     90.3     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       15       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,195
COMMITMENTS
       0      800      500   25,993   27,169   26,493   28,469    2,702      726

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        583)
       0        0        0      904      564      904      564     -321       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.7     89.0     93.1     90.7     97.5      9.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,690
COMMITMENTS
       0        0        0   28,472   27,946   28,472   27,946      218      744

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      558      558      558      558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     97.4     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,782
COMMITMENTS
     100        0        0   11,824   12,332   11,924   12,332      858      450

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -240)
       0        0        0     -240     -240     -240     -240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     92.5     96.5     93.3     96.5      6.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       16       13       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        9,828
COMMITMENTS
       0        0        0    9,336    9,252    9,336    9,252      492      576

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0      -52      -82      -52      -82        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     94.1     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      112,889
COMMITMENTS
       0    9,682        0  111,745  101,271  111,745  110,953    1,144    1,936

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     20,045)
       0      640        0   19,405   19,405   19,405   20,045      640        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      0.0     99.0     89.7     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        0       19       25       19       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,910,059
COMMITMENTS
       0  147,223   14,080  1895979  1718396  1910059  1879699        0   30,360

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:    452,904)
  -1,183   10,647        0  454,087  442,257  452,904  452,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      0.7     99.3     90.0    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       15       20       16       23
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,993
COMMITMENTS
       0        0        0   15,928   15,639   15,928   15,639       65      354

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,539)
       0        0        0   -1,544   -1,395   -1,544   -1,395        5     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     97.8     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,622
COMMITMENTS
       0        0        0    4,548    5,487    4,548    5,487    1,074      135

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.9     97.6     80.9     97.6     19.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,031,678
COMMITMENTS
 257,847  136,887  1164107  1531400  1650675  2953354  2951668   78,324   80,010

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -8,438)
   3,808   14,181    2,864  -10,771  -15,146   -4,099    1,899   -4,340  -10,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.5     38.4     50.5     54.4     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     117      107      172       78       88      289      280
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,846
COMMITMENTS
   4,440   16,631   42,964   78,699   65,704  126,102  125,300    1,743    2,546

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      4,568)
    -441      118    2,059    2,888    2,089    4,506    4,266       62      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     13.0     33.6     61.6     51.4     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        7       12       10       14       22       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,861
COMMITMENTS
  20,084   21,963   12,021  122,739  115,684  154,844  149,668   44,017   49,193

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,275)
     187    4,267       21    6,285    3,769    6,493    8,057    1,782      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.0      6.0     61.7     58.2     77.9     75.3     22.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        5       21       22       27       29
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      237,676
COMMITMENTS
  18,335   19,211   88,604  127,783  127,512  234,722  235,327    2,953    2,349

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      4,385)
     528      -43    1,546    2,247    2,689    4,321    4,192       64      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.1     37.3     53.8     53.6     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      28       20       41       26       27       70       73
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      493,912
COMMITMENTS
  21,695   13,479   87,900  371,975  377,001  481,570  478,380   12,341   15,532

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     16,789)
   1,645      346      325   14,136   15,102   16,106   15,774      683    1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.7     17.8     75.3     76.3     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        4       10       32       32       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,823
COMMITMENTS
     975    3,102    1,050   48,593   46,441   50,618   50,593      205      230

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,590)
     575      -25      -25    3,027    3,602    3,577    3,552       13       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.1      2.1     95.6     91.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        2       36       41       41       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,430
COMMITMENTS
  17,871   38,216   34,033  122,999  101,656  174,903  173,905    8,527    9,525

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,104)
      95     -659    1,113      338    1,517    1,546    1,971      558      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     20.8     18.6     67.1     55.4     95.4     94.8      4.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       21       24       23       22       49       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,603
COMMITMENTS
   4,441    5,145    7,669   17,151   17,098   29,261   29,912    3,342    2,691

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,599)
    -122        0      500      873      861    1,251    1,361      348      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     15.8     23.5     52.6     52.4     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        7        9       11       17       20
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,103
COMMITMENTS
       0    6,350      460   53,876   42,038   54,336   48,848   12,767   18,255

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,118)
       0      345      280   -1,568   -1,236   -1,288     -611      170     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.5      0.7     80.3     62.6     81.0     72.8     19.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       16       16       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,447
COMMITMENTS
   2,565    8,786   11,489   54,601   45,853   68,655   66,128   31,792   34,319

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:         -6)
       0     -105       30      163     -558      193     -633     -199      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.7     11.4     54.4     45.6     68.3     65.8     31.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       16       16       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,501
COMMITMENTS
       0    8,170       40   34,461   26,291   34,501   34,501        0        0

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,527)
       0       75        0    1,527    1,452    1,527    1,527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.7      0.1     99.9     76.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        7        1       24       30       25       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,760
COMMITMENTS
   8,856    3,092       27    1,916    8,985   10,799   12,104    1,961      656

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        337)
     287     -345       -1      -83      800      203      454      134     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.4     24.2      0.2     15.0     70.4     84.6     94.9     15.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      46       17        3       16       26       63       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,945
COMMITMENTS
  10,869    1,669       38    5,502   17,054   16,409   18,761    3,536    1,184

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,018)
     527      -60        8      113    1,012      648      960      370       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.5      8.4      0.2     27.6     85.5     82.3     94.1     17.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       11        3       12       24       52       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,033
COMMITMENTS
  50,612    4,013   28,714  115,777  165,873  195,103  198,600   19,930   16,433

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,687)
   2,009     -374   -1,229    6,177    8,670    6,956    7,066    1,731    1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      1.9     13.4     53.8     77.1     90.7     92.4      9.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      49       21       38       75       83      142      127
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,253
COMMITMENTS
       0       50        0    5,153    5,007    5,153    5,057      100      196

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,110)
       0        0        0    1,110    1,110    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     98.1     95.3     98.1     96.3      1.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       24       26       24       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,456
COMMITMENTS
   1,688        0        0   24,547   27,388   26,235   27,388    1,221       68

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,281)
     500     -275        0    1,769    2,492    2,269    2,217       12       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     89.4     99.8     95.6     99.8      4.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        0       32       26       35       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,861
COMMITMENTS
       0      515       25   19,695   19,626   19,720   20,166    1,141      695

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        923)
       0      175        0      773      748      773      923      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.1     94.4     94.1     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       12       19       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,504
COMMITMENTS
     474       50        0   13,030   13,454   13,504   13,504        0        0

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,299)
     324        0        0    1,975    2,299    2,299    2,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.4      0.0     96.5     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       26       24       28       25
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,351
COMMITMENTS
       0      482        0    3,258    3,126    3,258    3,608    1,093      743

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        155)
       0       85        0      140       88      140      173       15      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      0.0     74.9     71.8     74.9     82.9     25.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       16       15       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,070
COMMITMENTS
   1,415      837      160   21,884   22,917   23,459   23,914      611      156

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,542)
     840      384        0    1,546    2,158    2,386    2,542      156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      3.5      0.7     90.9     95.2     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       21       29       24       32
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,600
COMMITMENTS
      30      555        1    4,157    4,750    4,188    5,306    1,412      294

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:         96)
       0       96        0        0        0        0       96       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      9.9      0.0     74.2     84.8     74.8     94.8     25.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       11       14       12       18
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,739
COMMITMENTS
     208      112        0    8,484    8,567    8,692    8,679       47       60

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        550)
       0       22        0      505      483      505      505       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.3      0.0     97.1     98.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       24       19       25       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,588
COMMITMENTS
   3,891    5,705    2,304   38,794   39,695   44,989   47,704    3,599      884

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        500)
      84      387      183       32      -86      299      484      201       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     11.7      4.7     79.8     81.7     92.6     98.2      7.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        6        4       25       33       33       41
```

----

Updated February 13, 2009