```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,140
COMMITMENTS
      60        0        0   31,850   32,060   31,910   32,060      230       80

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,119)
       0        0        0    1,069    1,069    1,069    1,069       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.1     99.8     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       30       35       31       35
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,288
COMMITMENTS
   1,075      120      150   22,842   23,644   24,067   23,914      221      374

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        877)
     300        0      -50      607      852      857      802       20       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.5      0.6     94.0     97.3     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       29       33       32       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,501
COMMITMENTS
   1,820        0      283    4,471    6,251    6,574    6,534      927      967

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        195)
     185        0      -45       31      132      171       87       24      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      0.0      3.8     59.6     83.3     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       22       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,305
COMMITMENTS
     172      141      171    9,758   10,375   10,101   10,687    1,204      618

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        449)
      24       43       -2      364      274      386      315       63      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.2      1.5     86.3     91.8     89.3     94.5     10.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        3       36       40       39       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,790
COMMITMENTS
      84      100       80    8,033    8,073    8,197    8,253      593      537

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        802)
     -40      100       40      727      695      727      835       75      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.1      0.9     91.4     91.8     93.3     93.9      6.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        2       39       47       41       50
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,110
COMMITMENTS
       0      248        0    3,867    4,028    3,867    4,276    1,243      834

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        378)
       0      -50        0      161      182      161      132      217      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0     75.7     78.8     75.7     83.7     24.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       20       17       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      266,536
COMMITMENTS
  24,429   14,246   50,043  150,819  172,529  225,290  236,818   41,246   29,718

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      4,890)
     232   -2,125    2,200   -3,204    2,227     -772    2,302    5,663    2,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.3     18.8     56.6     64.7     84.5     88.9     15.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      26       22       41       64       67      114      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,672
COMMITMENTS
     141      988        0   14,411   13,594   14,552   14,582      120       90

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,078)
     141        0        0    1,933    2,078    2,074    2,078        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.7      0.0     98.2     92.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        0       32       42       33       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,656
COMMITMENTS
     150        0        0    8,566    9,506    8,716    9,506      940      150

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        150)
      75        0        0     -400        0     -325        0      475      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     88.7     98.4     90.3     98.4      9.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       17       18       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        3,023
COMMITMENTS
      50        0        0    2,273    2,740    2,323    2,740      700      283

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     75.2     90.6     76.8     90.6     23.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       20       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      995,940
COMMITMENTS
 128,638  199,956  393,508  392,990  359,236  915,137  952,700   80,803   43,239

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     14,316)
  16,684   -9,269    5,658  -10,547   13,138   11,796    9,526    2,521    4,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     20.1     39.5     39.5     36.1     91.9     95.7      8.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      62       64       87       75       61      187      170
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       43,912
COMMITMENTS
  21,760   25,213    5,500   16,595   13,038   43,856   43,751       56      161

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,778)
   2,054    1,401     -343      198      753    1,909    1,812     -132      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.6     57.4     12.5     37.8     29.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       12       13        9       11       23       30
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,737
COMMITMENTS
   3,344        0    1,489   84,882   83,338   89,715   84,827    6,022   10,910

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,210)
   2,249        0     -775     -914    1,383      560      608      650      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      1.6     88.7     87.0     93.7     88.6      6.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       24       25       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,684
COMMITMENTS
   2,645    2,931    3,361   40,597   34,547   46,603   40,839    7,081   12,845

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,279)
    -783      969     -223    2,266      570    1,260    1,316       19      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.5      6.3     75.6     64.4     86.8     76.1     13.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       17       16       19       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,554
COMMITMENTS
   2,661        0      217   67,923   69,232   70,801   69,449    6,753    8,105

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -294)
     387     -117     -387        8       98        8     -406     -302      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.3     87.6     89.3     91.3     89.5      8.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       27       26       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,809
COMMITMENTS
       0        0        0   83,636   84,050   83,636   84,050   15,173   14,759

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,392)
       0        0        0       53    1,821       53    1,821    1,339     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.6     85.1     84.6     85.1     15.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       21       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,534
COMMITMENTS
   3,678        0    1,286   33,832   36,721   38,796   38,007    5,738    6,527

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    -12,861)
      20     -342     -498  -11,711  -12,200  -12,189  -13,040     -672      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      2.9     76.0     82.5     87.1     85.3     12.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       21       21       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,403
COMMITMENTS
     494    5,509    5,097   73,356   69,683   78,947   80,289    6,456    5,114

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,100)
       0      -91       57    1,043    1,314    1,100    1,280        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.5      6.0     85.9     81.6     92.4     94.0      7.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        3       26       29       30       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,820
COMMITMENTS
   5,639    1,713    7,797  107,035  107,678  120,471  117,188   11,349   14,632

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     25,046)
 -12,387    1,713    3,976   32,834   20,575   24,423   26,264      623   -1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.3      5.9     81.2     81.7     91.4     88.9      8.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       19       28       22       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,672
COMMITMENTS
     413    9,974   18,697   56,045   47,039   75,155   75,710    6,517    5,962

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,202)
       0   -1,044    1,198       56    1,992    1,254    2,146      948       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     12.2     22.9     68.6     57.6     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       13       17       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,399
COMMITMENTS
       0        0        0   48,313   43,997   48,313   43,997    7,086   11,402

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,820)
       0        0        0    3,082    1,055    3,082    1,055     -262    1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.2     79.4     87.2     79.4     12.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,320
COMMITMENTS
   6,414    2,621    4,759   63,244   65,496   74,417   72,876    9,903   11,444

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        210)
    -168      404     -186      -68      114     -422      332      632     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.1      5.6     75.0     77.7     88.3     86.4     11.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        4       27       27       31       32
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,177,599
COMMITMENTS
  82,590  104,577  927,315  1162311  1141119  2172216  2173012    5,383    4,588

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    120,631)
     459   19,966   43,502   76,331   57,048  120,292  120,516      339      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      4.8     42.6     53.4     52.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      40       27       61       55       54      119      118
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,190
COMMITMENTS
   1,030   14,275    8,323   37,146   26,801   46,499   49,399   16,691   13,791

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    -13,442)
  -6,118      -79     -302   -4,950  -11,187  -11,370  -11,568   -2,072   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     22.6     13.2     58.8     42.4     73.6     78.2     26.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        3       17       18       20       23
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,511
COMMITMENTS
   1,286    5,557    2,846   55,145   42,551   59,277   50,954    5,234   13,557

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     -9,853)
     963      236     -932  -10,002  -10,010   -9,971  -10,706      118      853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.6      4.4     85.5     66.0     91.9     79.0      8.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       19       18       23       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,670
COMMITMENTS
   9,437    5,786    6,422  192,770  200,612  208,629  212,820   11,041    6,850

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,483)
     513   -3,467      753    1,365    4,048    2,631    1,334   -1,148      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.6      2.9     87.8     91.3     95.0     96.9      5.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        4       42       35       48       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,222
COMMITMENTS
       0    6,411    4,985  154,432  152,956  159,417  164,352   14,805    9,870

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     -2,412)
       0     -112      112     -281   -2,198     -169   -2,198   -2,243     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      2.9     88.6     87.8     91.5     94.3      8.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        3       33       29       36       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      266,784
COMMITMENTS
   1,330    3,491   15,739  231,201  235,322  248,270  254,552   18,514   12,232

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      9,036)
   1,147   -6,612    2,914    4,474   12,852    8,535    9,154      501     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.3      5.9     86.7     88.2     93.1     95.4      6.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        5       40       39       45       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      156,916
COMMITMENTS
   3,237   12,242    6,198  140,444  133,798  149,879  152,238    7,037    4,678

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    -19,005)
       0   -2,432     -956  -17,989  -14,885  -18,945  -18,273      -60     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.8      3.9     89.5     85.3     95.5     97.0      4.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        6       33       33       41       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,800
COMMITMENTS
       0    1,070        0   41,177   39,362   41,177   40,432    6,623    7,368

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,220)
       0        0        0    1,792    2,220    1,792    2,220      428        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0     86.1     82.3     86.1     84.6     13.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       20       17       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,222,150
COMMITMENTS
 755,120  149,535  1080985  1359652  1970586  3195757  3201106   26,393   21,044

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -172)
 -37,336   -4,474   15,883   22,875  -10,034    1,422    1,375   -1,594   -1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.6     33.5     42.2     61.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      29       21       46      103       94      153      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,245,782
COMMITMENTS
 146,289  264,766  392,101  702,691  585,077  1241081  1241944    4,701    3,838

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     84,542)
 -17,807  -12,008   73,779   30,094   22,174   86,066   83,945   -1,524      597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     21.3     31.5     56.4     47.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      17       33       39       36       35       78       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       98,635
COMMITMENTS
   4,281      656    8,021   85,695   89,596   97,997   98,273      638      362

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,814)
     224      -14      272    2,400    2,374    2,896    2,632      -82      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.7      8.1     86.9     90.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        8       32       32       41       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,685
COMMITMENTS
   2,747        0      411   34,243   37,620   37,401   38,031    1,284      654

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      3,234)
       5        0        1    3,108    3,225    3,114    3,226      120        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      1.1     88.5     97.2     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       21       19       23       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,016
COMMITMENTS
       0        0        0   12,762   12,558   12,762   12,558    1,254    1,458

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      274      430      274      430      196       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.1     89.6     91.1     89.6      8.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,435
COMMITMENTS
       0      720      720   29,707   31,125   30,427   32,565    3,008      870

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      124        0      124        0       56      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      2.2     88.9     93.1     91.0     97.4      9.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       26       21       27       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,481
COMMITMENTS
       0        0        0   29,289   28,617   29,289   28,617      192      864

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        869)
       0        0        0      869      869      869      869        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     97.1     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       17       17       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,098
COMMITMENTS
       0        5       70   16,896   16,590   16,966   16,665      132      433

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        762)
       0        5       70      698      762      768      837       -6      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.4     98.8     97.0     99.2     97.5      0.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       18       21       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,103,803
COMMITMENTS
 236,765  119,321  1228326  1544214  1660133  3009305  3007781   94,497   96,022

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     58,524)
   1,497   21,487    8,092   46,664   34,452   56,252   64,031    2,273   -5,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.8     39.6     49.8     53.5     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     103      100      159       84       87      276      266
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,944
COMMITMENTS
   8,693   13,367   46,018   81,276   75,986  135,986  135,370    1,958    2,574

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      5,242)
   2,041      310    3,027      620    2,497    5,689    5,834     -446     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      9.7     33.4     58.9     55.1     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        8        9       10       12       19       23
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,743
COMMITMENTS
  21,943    9,219   13,885   88,956  100,669  124,784  123,773   49,959   50,970

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,627)
   3,081     -684      811     -640     -477    3,252     -350   -1,625    1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.3      7.9     50.9     57.6     71.4     70.8     28.6     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        6       18       18       24       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      260,101
COMMITMENTS
  18,445   16,556  108,077  129,995  132,343  256,518  256,977    3,583    3,124

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      4,762)
     204    1,181    3,682      965     -354    4,851    4,508      -89      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.4     41.6     50.0     50.9     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       24       37       27       28       67       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      482,453
COMMITMENTS
  19,604    9,912   88,367  361,409  363,038  469,379  461,316   13,074   21,137

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -878)
   2,874   -1,942      319   -4,518       65   -1,325   -1,558      447      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.1     18.3     74.9     75.2     97.3     95.6      2.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        4       10       30       30       40       40
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,500
COMMITMENTS
     780    2,693    1,855   49,792   47,879   52,427   52,427       73       73

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      3,566)
     400     -750      -50    3,143    4,293    3,493    3,493       73       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      5.1      3.5     94.8     91.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        4       36       45       43       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,071
COMMITMENTS
  17,210   36,460   26,767  121,381  101,523  165,358  164,750    7,713    8,321

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      5,072)
     221    4,186    3,182    1,355   -2,560    4,758    4,808      314      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     21.1     15.5     70.1     58.7     95.5     95.2      4.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8       19       21       23       22       45       48
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,310
COMMITMENTS
   3,613    6,135    6,169   17,248   15,527   27,030   27,831    3,280    2,479

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -331)
       0        0     -350     -181       19     -531     -331      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     20.2     20.4     56.9     51.2     89.2     91.8     10.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        5       11       12       17       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,809
COMMITMENTS
       0    6,635      180   51,817   40,882   51,997   47,697   11,812   16,112

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        902)
       0       50        0      880      850      880      900       22        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.4      0.3     81.2     64.1     81.5     74.7     18.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       15       17       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,799
COMMITMENTS
   3,611   10,505   10,129   56,561   44,788   70,301   65,422   28,498   33,377

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     10.6     10.3     57.2     45.3     71.2     66.2     28.8     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       17       17       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,845
COMMITMENTS
       0    2,020       95   26,750   24,730   26,845   26,845        0        0

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      3,450)
       0    1,500        0    3,450    1,950    3,450    3,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.4     99.6     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        1       21       29       22       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,468
COMMITMENTS
   8,626    3,402       50    2,021    8,202   10,697   11,654    1,771      814

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        322)
     345       89        7       77      185      429      281     -107       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.2     27.3      0.4     16.2     65.8     85.8     93.5     14.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      44       20        2       15       21       60       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,294
COMMITMENTS
   9,758    1,619      165    5,602   15,437   15,525   17,221    2,769    1,073

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        -92)
     -19     -166      -45      -69      327     -133      116       41     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.3      8.8      0.9     30.6     84.4     84.9     94.1     15.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      35        8        3       17       23       54       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      222,822
COMMITMENTS
  55,248    2,878   31,711  115,333  172,322  202,291  206,911   20,530   15,911

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      6,915)
  -1,789     -672    2,684    4,697    3,259    5,591    5,270    1,324    1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      1.3     14.2     51.8     77.3     90.8     92.9      9.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       19       39       72       85      137      131
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,616
COMMITMENTS
       0        0        0   11,718   11,699   11,718   11,699    4,898    4,917

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     70.5     70.4     70.5     70.4     29.5     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       18       15       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,334
COMMITMENTS
     150        0        0    4,084    4,234    4,234    4,234      100      100

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      475      475      475      475       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     94.2     97.7     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       19       21       21       21
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,744
COMMITMENTS
   1,208      200        0   21,123   23,540   22,331   23,740    1,413        4

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      3,378)
   1,088      200        0    2,166    3,378    3,254    3,578      124     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.8      0.0     89.0     99.1     94.0    100.0      6.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       27       20       29       21
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,652
COMMITMENTS
      75        0       25   11,141   11,817   11,241   11,842    1,411      810

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.2     88.1     93.4     88.8     93.6     11.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       13       16       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,155
COMMITMENTS
     375        0        0    7,630    8,005    8,005    8,005      150      150

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        825)
     250        0        0      425      675      675      675      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.0     93.6     98.2     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       26       19       29       19
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,298
COMMITMENTS
       0      138        0    3,227    3,041    3,227    3,179    1,071    1,119

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     75.1     70.8     75.1     74.0     24.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       15       16       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,101
COMMITMENTS
     300      285      108   19,209   19,672   19,617   20,065      484       36

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        351)
       0        0        0      351      423      351      423        0      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.4      0.5     95.6     97.9     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       19       21       21       22
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,503
COMMITMENTS
     449        0        0    8,024    8,487    8,473    8,487       30       16

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     94.4     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       18       18       18
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,501
COMMITMENTS
   3,141    3,400    2,345   34,433   37,456   39,919   43,201    3,582      300

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,604)
      50     -763      349    2,478    3,348    2,877    2,934     -273     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.8      5.4     79.2     86.1     91.8     99.3      8.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        4       24       25       32       30
```

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Updated January 16, 2009