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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,453
COMMITMENTS
   1,794      417        0   38,367   39,853   40,161   40,270      292      183

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -4,471)
     669      -56        0   -5,139   -4,435   -4,470   -4,491       -1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.0      0.0     94.8     98.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        4        0       33       36       35       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,573
COMMITMENTS
     200      120       50   20,263   20,317   20,513   20,487       60       86

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,295)
     -50        0        0   -2,230   -2,261   -2,280   -2,261      -15      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.6      0.2     98.5     98.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       29       31       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,043
COMMITMENTS
       0      348      507    5,766    5,412    6,273    6,267      770      776

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -496)
    -247      132       35     -408     -785     -620     -618      124      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      7.2     81.9     76.8     89.1     89.0     10.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       26       24       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,981
COMMITMENTS
     337      381      500    8,730    8,890    9,567    9,771    1,414    1,210

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -1,468)
     104      -82     -102   -1,617   -1,304   -1,615   -1,488      147       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.5      4.6     79.5     81.0     87.1     89.0     12.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        3       34       35       37       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,021
COMMITMENTS
      35      122       36    7,544    7,448    7,615    7,606      406      415

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,108)
      12      -89      -17   -1,892   -1,850   -1,897   -1,956     -211     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.5      0.4     94.1     92.9     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        3       47       55       50       60
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,922
COMMITMENTS
     115        0       83    4,464    4,695    4,662    4,778    1,260    1,144

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -405)
     -12        0        0     -156     -300     -168     -300     -237     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.4     75.4     79.3     78.7     80.7     21.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,769
COMMITMENTS
     780        0        0    1,374    2,329    2,154    2,329      615      440

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -477)
     -90        0        0     -563     -578     -653     -578      176      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      0.0      0.0     49.6     84.1     77.8     84.1     22.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       17       14       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,889
COMMITMENTS
       0        0        0    7,874    7,839    7,874    7,839       15       50

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -1,000)
       0        0        0   -1,015   -1,050   -1,015   -1,050       15       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      356,955
COMMITMENTS
  43,776   19,907   67,307  207,365  238,997  318,449  326,211   38,506   30,744

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     11,016)
    -960    2,914    3,533    9,574    1,588   12,146    8,035   -1,131    2,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.6     18.9     58.1     67.0     89.2     91.4     10.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      33       31       49       70       73      131      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       84,711
COMMITMENTS
     352    4,992   25,302   52,836   49,654   78,489   79,948    6,221    4,763

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -299)
     -85     -151     -161       93       90     -153     -222     -146      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.9     29.9     62.4     58.6     92.7     94.4      7.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,189
COMMITMENTS
     819        0      700   15,165   17,184   16,684   17,884    1,505      305

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -6,891)
    -174      -45      -50   -7,591   -6,201   -7,815   -6,296      924     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      3.8     83.4     94.5     91.7     98.3      8.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        0        4       41       46       46       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,515
COMMITMENTS
   1,040    1,850       75   19,660   18,680   20,775   20,605    1,740    1,910

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        975)
       0        0        0      975      525      975      525        0      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.2      0.3     87.3     83.0     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       26       26       30       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,980
COMMITMENTS
   7,789       50      300   10,651   16,548   18,740   16,898      240    2,082

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        150)
     900        0        0     -750      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0      0.3      1.6     56.1     87.2     98.7     89.0      1.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       11       16       15       17
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,488
COMMITMENTS
       0        0        0    6,789    7,196    6,789    7,196      699      292

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -494)
       0        0        0     -415     -494     -415     -494      -79        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.7     96.1     90.7     96.1      9.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      954,760
COMMITMENTS
 170,683  239,240  319,267  374,262  348,961  864,212  907,468   90,548   47,292

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      3,975)
   7,315   -2,030   -1,803    1,512   10,489    7,024    6,656   -3,049   -2,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     25.1     33.4     39.2     36.5     90.5     95.0      9.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     108      108      130       87       74      266      245
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,419
COMMITMENTS
     544       25    1,808   67,207   69,241   69,559   71,074    7,860    6,345

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        849)
     169     -435       15      310      550      494      130      355      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      2.3     86.8     89.4     89.8     91.8     10.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       23       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,881
COMMITMENTS
     382    2,546    4,490   34,463   24,019   39,335   31,055    6,546   14,826

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -676)
    -150     -722      454     -784   -1,738     -480   -2,006     -196    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.5      9.8     75.1     52.4     85.7     67.7     14.3     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       17       17       21       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,662
COMMITMENTS
   2,420        0      586   57,967   56,434   60,973   57,020    9,689   13,642

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,664)
       0        0        0    1,664    1,060    1,664    1,060        0      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.8     82.0     79.9     86.3     80.7     13.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       24       26       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,924
COMMITMENTS
       0        0        0   73,801   77,788   73,801   77,788   10,123    6,136

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -4,587)
       0        0        0   -3,760   -3,439   -3,760   -3,439     -827   -1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.9     92.7     87.9     92.7     12.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       23       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,091
COMMITMENTS
       0    2,329    3,923   75,798   75,941   79,721   82,193    7,370    4,898

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -4,354)
       0     -932     -148   -3,920   -2,889   -4,068   -3,969     -286     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      4.5     87.0     87.2     91.5     94.4      8.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       28       26       30       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,334
COMMITMENTS
     196    1,475    8,376   91,650   89,378  100,222   99,229    6,112    7,105

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -5,500)
     196   -2,030    1,303   -7,018   -3,679   -5,519   -4,406       19   -1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.4      7.9     86.2     84.1     94.3     93.3      5.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       19       28       21       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,669
COMMITMENTS
       0    6,211    2,228   31,228   22,955   33,456   31,394    2,213    4,275

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,329)
       0    1,179     -118    1,447      -34    1,329    1,027        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.4      6.2     87.5     64.4     93.8     88.0      6.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       16       14       18       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,678
COMMITMENTS
       0        0        0   32,901   40,097   32,901   40,097   14,777    7,581

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     69.0     84.1     69.0     84.1     31.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,456
COMMITMENTS
   2,475    5,295    4,632   83,349   82,948   90,456   92,875    7,000    4,581

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -4,779)
  -2,632     -683      294   -3,524   -3,676   -5,862   -4,065    1,083     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.4      4.8     85.5     85.1     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        5       27       34       32       39
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,874,096
COMMITMENTS
  60,839  139,377  607,913  1202753  1123836  1871505  1871125    2,592    2,971

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     48,084)
   5,695    8,604   18,024   25,863   22,351   49,583   48,979   -1,499     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      7.4     32.4     64.2     60.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      42       32       64       62       66      129      138
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,504
COMMITMENTS
   1,362    7,733    2,485   52,909   40,110   56,756   50,328    3,748   10,176

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        430)
       0     -720        0      553    1,181      553      461     -123      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     12.8      4.1     87.4     66.3     93.8     83.2      6.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       13       15       15       17
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:        7,977
COMMITMENTS
   1,043    1,603    1,788    4,139    2,426    6,970    5,818    1,007    2,159

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -109)
    -114     -110      372     -698   -1,048     -440     -786      331      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     20.1     22.4     51.9     30.4     87.4     72.9     12.6     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        5        6        8        7       20       14
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,241
COMMITMENTS
   1,364    4,012      496  107,369  103,685  109,229  108,193    2,012    3,048

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        372)
       0      372        0      372      240      372      612        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.6      0.4     96.5     93.2     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       18       17       19       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,301
COMMITMENTS
   9,660   10,990    5,373  200,150  202,143  215,183  218,506    9,118    5,795

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      5,038)
     281    1,071     -747    5,383    4,694    4,917    5,018      121       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.9      2.4     89.2     90.1     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       37       39       43       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,016
COMMITMENTS
   1,620      797    2,894  131,854  142,299  136,368  145,990   12,648    3,026

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,687)
     979        0     -381    1,089    2,068    1,687    1,687        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.5      1.9     88.5     95.5     91.5     98.0      8.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       31       28       33       31
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      261,465
COMMITMENTS
  13,879      490   12,608  214,764  232,932  241,251  246,030   20,214   15,435

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,180)
  -3,846     -807    1,064    5,327      798    2,545    1,055   -1,365      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.2      4.8     82.1     89.1     92.3     94.1      7.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        4       38       39       42       43
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,971
COMMITMENTS
   1,904        0    2,440   42,986   47,282   47,330   49,722    7,641    5,249

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      4.4     78.2     86.0     86.1     90.5     13.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       14       18       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,841
COMMITMENTS
     792    1,379      933   67,639   68,390   69,364   70,702    6,477    5,139

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.8      1.2     89.2     90.2     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       15       21       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,936,567
COMMITMENTS
 605,321  107,904  931,564  1373758  1885197  2910643  2924665   25,924   11,902

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     10,691)
   5,414    6,752   12,130   -7,340   -8,667   10,204   10,215      487      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      3.7     31.7     46.8     64.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      38       28       58      104      101      171      162
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,045,832
COMMITMENTS
 126,006  126,072  222,195  694,781  692,091  1042982  1040358    2,850    5,474

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     36,939)
  21,146   37,160  -10,768   26,641   10,878   37,019   37,270      -80     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     12.1     21.2     66.4     66.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       26       35       42       43       83       83
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      132,590
COMMITMENTS
   2,241    3,188    3,446  126,231  125,936  131,918  132,570      672       20

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      3,780)
     150      631      327    3,279    3,419    3,756    4,377       24     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.4      2.6     95.2     95.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        6       36       34       42       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,871
COMMITMENTS
     344       44        0    8,165    8,466    8,509    8,510      362      361

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:       -625)
       0       44        0     -583     -903     -583     -859      -42      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5      0.0     92.0     95.4     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       16       13       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,778
COMMITMENTS
   2,999        0      120   23,405   26,563   26,524   26,683    1,254    1,095

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        -73)
      -9        0      -14      -50      -59      -73      -73       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      0.4     84.3     95.6     95.5     96.1      4.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       21       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,589
COMMITMENTS
       0      596      578   28,906   29,851   29,484   31,025    2,105      564

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        190)
    -120       36      -12      322      166      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      1.8     91.5     94.5     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       22       27       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,785
COMMITMENTS
       0        0        0   23,309   23,193   23,309   23,193      476      592

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      164      164      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     97.5     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,328
COMMITMENTS
     740        0        0   11,508   12,434   12,248   12,434    1,080      894

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        -40)
     -60        0        0       20      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     86.3     93.3     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       18       22       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,254
COMMITMENTS
       0        0        0   34,998   35,818   34,998   35,818    1,256      436

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,010)
      -0        0        0    1,037    1,170    1,037    1,170      -27     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.5     98.8     96.5     98.8      3.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       21       20       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       13,042
COMMITMENTS
       0        0        0   12,554   10,972   12,554   10,972      488    2,070

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        198)
       0        0        0      198       78      198       78        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     84.1     96.3     84.1      3.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       18       22       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       21,646
COMMITMENTS
       0    1,140        0   21,456   20,316   21,456   21,456      190      190

CHANGES FROM 09/01/09 (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      5.3      0.0     99.1     93.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12        8       12        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       94,344
COMMITMENTS
       0    6,325        0   94,344   88,019   94,344   94,344        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.0    100.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       14       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,568,816
COMMITMENTS
       0   81,600        0  1568816  1487216  1568816  1568816        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      145,823
COMMITMENTS
   7,990        0        0  137,833  144,873  145,823  144,873        0      950

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.0     94.5     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       18       27       21       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,154,634
COMMITMENTS
 108,392        0        0  2046242  2154634  2154634  2154634        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.0      0.0     95.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       16       22       19       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       44,642
COMMITMENTS
      38    3,195       42   44,477   40,982   44,557   44,219       85      423

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.2      0.1     99.6     91.8     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       12       16       14
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      716,277
COMMITMENTS
       0   64,240        0  716,277  652,037  716,277  716,277        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       14       12       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,797
COMMITMENTS
   1,290      320        0   46,507   47,477   47,797   47,797        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      1,335)
       0        0        0    1,335    1,335    1,335    1,335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.7      0.0     97.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       19       25       20       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      781,223
COMMITMENTS
  27,151        0    2,304  751,768  778,919  781,223  781,223        0        0

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     18,720)
       0        0        0   18,720   18,720   18,720   18,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.3     96.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       19       23       21       24
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,888
COMMITMENTS
     291       84       74   19,966   20,529   20,331   20,687      557      201

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -1,707)
       0        0        0   -1,507   -1,722   -1,507   -1,722     -200       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.4      0.4     95.6     98.3     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       36       34       38
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,695
COMMITMENTS
     217        0        0    8,269    8,327    8,486    8,327      209      368

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        361)
       0        0        0      359      305      359      305        2       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     95.1     95.8     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,885
COMMITMENTS
     245        0      130   14,213   14,655   14,588   14,785      297      100

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:         12)
      -5        0      -10       12       12       -3        2       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.9     95.5     98.5     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,764
COMMITMENTS
       0      290      130    4,264    3,743    4,394    4,163      370      601

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      2.7     89.5     78.6     92.2     87.4      7.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       18       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,778,011
COMMITMENTS
 220,766   91,945  947,564  1523491  1657010  2691821  2696519   86,190   81,492

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      5,302)
  -4,984   -7,722  -15,683   24,291   22,594    3,624     -811    1,678    6,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.3     34.1     54.8     59.6     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     151       85      184       91      104      323      303
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,452
COMMITMENTS
   9,062   23,499   23,753   65,747   52,560   98,562   99,812    3,890    2,640

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,187)
     471     -854   -1,020   -1,756     -252   -2,305   -2,126      118      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     22.9     23.2     64.2     51.3     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        7       12       17       17       29       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      206,318
COMMITMENTS
  33,803   32,018    1,058  143,489  121,800  178,350  154,876   27,968   51,442

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      2,512)
     195      597       15    1,409    1,442    1,619    2,054      893      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     15.5      0.5     69.5     59.0     86.4     75.1     13.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        4       27       26       32       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      202,879
COMMITMENTS
  27,129   10,416   55,636  115,768  133,567  198,534  199,620    4,346    3,259

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -3,277)
  -2,741      830      924   -1,343   -4,885   -3,159   -3,130     -118     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      5.1     27.4     57.1     65.8     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29       15       36       28       28       69       67
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      598,268
COMMITMENTS
  39,751    3,227   71,064  464,407  502,760  575,223  577,051   23,045   21,216

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -3,406)
     180      411   -1,540   -2,290   -2,309   -3,649   -3,438      243       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.5     11.9     77.6     84.0     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        3       11       31       32       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,422
COMMITMENTS
     152    1,860      345   63,625   62,142   64,122   64,347      300       75

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:      3,273)
    -418       75     -175    3,866    3,398    3,273    3,298        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.9      0.5     98.8     96.5     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        5        4       43       47       49       53
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      170,688
COMMITMENTS
  20,715   47,356   11,797  131,208  102,995  163,720  162,148    6,968    8,540

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -8,757)
   1,167    2,995   -2,719   -7,688   -9,210   -9,240   -8,934      483      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     27.7      6.9     76.9     60.3     95.9     95.0      4.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       18       17       24       23       45       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,737
COMMITMENTS
   1,445    3,325    1,556   33,574   32,692   36,575   37,573    4,162    3,164

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:          5)
    -651     -600        1      741       12       91     -587      -86      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      8.2      3.8     82.4     80.3     89.8     92.2     10.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        4       15       17       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,720
COMMITMENTS
   4,923    2,088    1,543   66,507   81,055   72,973   84,686   34,747   23,034

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        533)
     120     -195        6       19      939      145      750      388     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.9      1.4     61.7     75.2     67.7     78.6     32.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       20       25       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,598
COMMITMENTS
     400    1,428        0   41,988   41,018   42,388   42,446      210      152

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        560)
       0      180        0      560      440      560      620        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.4      0.0     98.6     96.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        0       27       34       28       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,372
COMMITMENTS
  15,208    2,735      153    4,517   19,027   19,878   21,915    2,494      457

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        717)
     414       51      -10      154      746      558      787      159      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0     12.2      0.7     20.2     85.0     88.9     98.0     11.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      84       13        2       17       26      103       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       26,908
COMMITMENTS
  17,580    2,432      264    4,483   23,323   22,327   26,019    4,581      889

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:         51)
   1,192       79     -261     -825      510      106      328      -55     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.3      9.0      1.0     16.7     86.7     83.0     96.7     17.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      67       14        3       13       29       80       46
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      236,092
COMMITMENTS
  52,691    9,788   32,524  136,065  183,198  221,280  225,511   14,812   10,582

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -1,147)
      -4     -345     -205   -1,147     -389   -1,356     -938      209     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      4.1     13.8     57.6     77.6     93.7     95.5      6.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      64       17       46       69       91      155      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,546
COMMITMENTS
   1,242        0      213   14,443   15,699   15,898   15,912    4,648    4,634

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:         71)
      18        0       12      -55       -1      -25       11       96       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      1.0     70.3     76.4     77.4     77.4     22.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       17       18       19       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,910
COMMITMENTS
   1,954        0      100    8,173    9,904   10,227   10,004      683      906

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,164)
    -350        0        0   -1,764   -2,170   -2,114   -2,170      -50        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.0      0.9     74.9     90.8     93.7     91.7      6.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        1       32       32       37       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,517
COMMITMENTS
   2,855       50       12   31,643   35,379   34,510   35,441    1,007       76

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -3,105)
     -40       50        0   -3,321   -3,229   -3,361   -3,179      256       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.1      0.0     89.1     99.6     97.2     99.8      2.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        1       32       32       35       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,106
COMMITMENTS
     880        0      345   18,556   19,436   19,781   19,781    1,325    1,325

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,276)
      -5        0      150   -3,486   -2,376   -3,341   -2,226    1,065      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      1.6     87.9     92.1     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       23       17       26       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,507
COMMITMENTS
     450      100        0   16,057   16,107   16,507   16,207        0      300

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,735)
       0        0        0   -2,735   -2,735   -2,735   -2,735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.6      0.0     97.3     97.6    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        0       27       27       29       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,194
COMMITMENTS
     406      188        0    2,587    3,338    2,993    3,526    1,201      668

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        212)
       6        0        0      115      172      121      172       91       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.5      0.0     61.7     79.6     71.4     84.1     28.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       15       17       18       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,510
COMMITMENTS
       0        0        0   13,983   14,040   13,983   14,040      527      470

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:     -2,344)
    -145        0        0   -2,212   -2,324   -2,357   -2,324       13      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     96.8     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       15       23       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,778
COMMITMENTS
   2,418      714       82   16,830   18,661   19,330   19,457      448      321

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        672)
      96        0        0      576      692      672      692        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      3.6      0.4     85.1     94.4     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        2       29       33       34       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,272
COMMITMENTS
     222       90       19    7,756    7,986    7,997    8,095      275      177

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        514)
       0        0       18      541      541      559      559      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.1      0.2     93.8     96.5     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       25       19       26       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,659
COMMITMENTS
  10,075        0    1,448   41,804   53,554   53,327   55,002    2,332      657

CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST:        344)
     141        0      192       36      -51      369      141      -25      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.0      2.6     75.1     96.2     95.8     98.8      4.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        0        4       32       37       41       41
```

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Updated September 11, 2008