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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,043
COMMITMENTS
   1,803      660        0   40,980   42,156   42,783   42,816      260      227

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,854)
       0        0        0    2,242    2,221    2,242    2,221     -388     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.5      0.0     95.2     97.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        0       35       36       36       38
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,885
COMMITMENTS
      50        0        0   20,793   20,840   20,843   20,840       42       45

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        875)
       0        0        0      860      860      860      860       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.6     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       30       32       31       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,360
COMMITMENTS
     377      216      242    5,927    5,784    6,546    6,242      814    1,118

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        118)
       0        0        0      351       44      351       44     -233       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.9      3.3     80.5     78.6     88.9     84.8     11.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       23       21       24       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,048
COMMITMENTS
     647      291       55   10,223   10,811   10,925   11,157    1,123      891

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        140)
      17       81     -165      246      257       98      173       42      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.4      0.5     84.9     89.7     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        1       41       46       45       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,667
COMMITMENTS
      65       55       74    8,735    8,890    8,874    9,019      793      648

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        487)
      25       10        0      433      491      458      501       29      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      0.8     90.4     92.0     91.8     93.3      8.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        2        2       49       56       52       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,572
COMMITMENTS
     900       40        0    1,854    3,032    2,754    3,072      818      500

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        275)
       0       40        0      275      190      275      230        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      1.1      0.0     51.9     84.9     77.1     86.0     22.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       17       14       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,612
COMMITMENTS
       0        0        0    9,602    9,572    9,602    9,572       10       40

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        695)
       0        0        0      693      655      693      655        2       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.6     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       18       19       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      356,361
COMMITMENTS
  46,959   18,554   53,681  209,499  250,031  310,140  322,267   46,221   34,094

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      7,777)
   3,185   -3,359   -2,320    4,990   14,956    5,855    9,277    1,922   -1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      5.2     15.1     58.8     70.2     87.0     90.4     13.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      36       20       42       74       80      132      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       82,846
COMMITMENTS
   1,533    7,427   22,307   54,797   49,522   78,636   79,256    4,209    3,590

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -857)
     165      -49     -347     -675     -386     -857     -782       -0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      9.0     26.9     66.1     59.8     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        9       16       16       25       26
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,060
COMMITMENTS
     964      260      600   18,416   20,724   19,980   21,584    2,080      476

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,148)
     100      -50       50      936    1,174    1,086    1,174       62      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.2      2.7     83.5     93.9     90.6     97.8      9.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        2        5       42       50       50       56
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,467
COMMITMENTS
     375      300      375   17,491   16,787   18,241   17,462    1,226    2,005

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:          0)
       0     -900        0        0      900        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.5      1.9     89.8     86.2     93.7     89.7      6.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       26       24       28       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,021
COMMITMENTS
   2,509       50    1,605   10,877   11,359   14,991   13,014       30    2,007

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        225)
    -225        0      300      150      -75      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      0.3     10.7     72.4     75.6     99.8     86.6      0.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       15       15       17
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,086
COMMITMENTS
     701        0      349    2,680    2,937    3,730    3,286    1,356    1,800

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:         22)
      20        0        7        5       -1       32        6      -10       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.0      6.9     52.7     57.7     73.3     64.6     26.7     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       12       15       16       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      895,803
COMMITMENTS
 136,197  209,044  326,815  356,020  319,297  819,032  855,156   76,772   40,647

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -37,016)
   5,823    8,981  -11,928  -21,298  -20,169  -27,403  -23,116   -9,612  -13,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     23.3     36.5     39.7     35.6     91.4     95.5      8.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      70       90      120       89       74      245      210
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,070
COMMITMENTS
   3,093        0    1,148   58,666   58,913   62,907   60,061    6,163    9,009

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -567)
     -20      -98     -478      -13      -53     -511     -629      -56       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      1.7     84.9     85.3     91.1     87.0      8.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       20       20       22       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,028
COMMITMENTS
   1,903    2,869      400   65,497   63,817   67,800   67,086   11,228   11,942

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        836)
       0        0        0      681      501      681      501      155      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.6      0.5     82.9     80.8     85.8     84.9     14.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       26       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,918
COMMITMENTS
       0        0        0   68,855   76,876   68,855   76,876   14,063    6,042

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -307)
       0        0        0      151        0      151        0     -458     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.0     92.7     83.0     92.7     17.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       20       18       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,466
COMMITMENTS
   7,847       53    3,171   76,229   88,519   87,247   91,743   11,219    6,723

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      8,455)
   3,594       53     -985    5,818    9,055    8,427    8,123       28      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.1      3.2     77.4     89.9     88.6     93.2     11.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        4       23       25       27       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,012
COMMITMENTS
     583    4,168    4,956   86,831   79,989   92,370   89,113    6,642    9,899

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,262)
     583   -2,129      621      455    1,189    1,659     -319     -397    1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.2      5.0     87.7     80.8     93.3     90.0      6.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       15       22       18       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,623
COMMITMENTS
  11,972    2,770    4,199   70,884   83,919   87,055   90,888   11,568    7,735

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        448)
     348      428      409     -247     -299      510      538      -62      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      2.8      4.3     71.9     85.1     88.3     92.2     11.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        4       22       25       26       29
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,683,653
COMMITMENTS
  53,584  106,512  553,144  1071812  1018279  1678540  1677934    5,113    5,719

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     23,131)
   4,220    7,999   10,825    7,371    3,644   22,416   22,469      715      662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.3     32.9     63.7     60.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       35       56       61       61      123      124
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,249
COMMITMENTS
       0    1,800        0   93,971   90,191   93,971   91,991    3,278    5,258

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -984)
       0        0        0     -984      476     -984      476        0   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     96.6     92.7     96.6     94.6      3.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       17       16       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,328
COMMITMENTS
   6,386    9,191    5,203  190,997  193,548  202,586  207,942   11,742    6,386

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      2,524)
      13     -778      932    1,286    2,444    2,231    2,598      293      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.3      2.4     89.1     90.3     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        5       39       39       46       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,051
COMMITMENTS
   1,346    1,860    3,385  133,866  140,561  138,597  145,806   12,454    5,245

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      3,348)
     592    1,336      366    3,352    1,844    4,310    3,546     -962     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.2      2.2     88.6     93.1     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       25       25       28       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,386
COMMITMENTS
   8,174      950   10,923  199,587  214,983  218,684  226,856   18,702   10,530

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        115)
     -11      -71   -3,308    1,424    2,683   -1,895     -696    2,010      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      4.6     84.1     90.6     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        4       34       35       38       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,953,334
COMMITMENTS
 646,687   80,003  922,269  1346443  1928356  2915399  2930628   37,935   22,706

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    134,007)
  59,098  -31,344   68,196    6,448   94,502  133,742  131,354      265    2,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      2.7     31.2     45.6     65.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      46       21       59      107      100      174      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,026,291
COMMITMENTS
 153,501  200,823  199,385  669,813  623,554  1022699  1023762    3,592    2,529

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     60,179)
  29,115   27,267   17,298   12,584   14,013   58,997   58,578    1,182    1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     19.6     19.4     65.3     60.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       21       39       42       40       92       84
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,767
COMMITMENTS
      86      765       42    3,541    2,804    3,669    3,611       98      156

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        249)
       0       90      -10      289      175      279      255      -30       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     20.3      1.1     94.0     74.4     97.4     95.9      2.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       13       16       15       20
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,896
COMMITMENTS
       0        0        0    1,057    1,338    1,057    1,338      839      558

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:         61)
       0        0        0       21      -48       21      -48       40      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     55.7     70.6     55.7     70.6     44.3     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      134,454
COMMITMENTS
   1,759    1,016    6,788  124,596  126,027  133,142  133,831    1,312      624

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        962)
     137     -350      167      566    1,045      870      862       92      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.8      5.0     92.7     93.7     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        7       35       33       44       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,033
COMMITMENTS
   1,024       86        0    6,731    7,925    7,755    8,011      278       22

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,390)
   1,024        0        0      366    1,390    1,390    1,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.1      0.0     83.8     98.7     96.5     99.7      3.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,743
COMMITMENTS
       0    1,120      576   22,265   20,622   22,841   22,317      902    1,425

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -312)
       0        4        4     -296     -328     -292     -320      -20        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      2.4     93.8     86.9     96.2     94.0      3.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        3       24       20       27       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,681
COMMITMENTS
       0    1,170      490   29,400   29,631   29,890   31,291    1,791      390

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:         86)
       0        0        0      116       14      116       14      -30       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.5     92.8     93.5     94.3     98.8      5.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,366
COMMITMENTS
     720        0        0   11,494   12,026   12,214   12,026    1,152    1,340

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        172)
       0        0        0       52      200       52      200      120      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     86.0     90.0     91.4     90.0      8.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       18       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,791
COMMITMENTS
      56        0      738   45,577   45,742   46,372   46,481      419      310

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        -56)
      20        0      -14      375      -62      382      -76     -437       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     97.4     97.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       24       22       26       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| 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:       11,746
COMMITMENTS
       0        0        0   10,786   10,868   10,786   10,868      960      878

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      324      102      324      102     -164       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.8     92.5     91.8     92.5      8.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       24       19       24       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,588
COMMITMENTS
       0        0        0   58,588   58,246   58,588   58,246        0      342

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       10       15       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      946,736
COMMITMENTS
       0        0        0  946,736  946,736  946,736  946,736        0        0

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16        9       16        9
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,880
COMMITMENTS
       0      762        0   22,602   21,735   22,602   22,497      278      383

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        151)
       0        0        0        0     -105        0     -105      151      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     98.8     95.0     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       52,494
COMMITMENTS
     220      400        0   51,539   51,994   51,759   52,394      735      100

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        390)
       0        0        0    1,040    1,040    1,040    1,040     -650     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      0.0     98.2     99.0     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       21        9       22       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      855,778
COMMITMENTS
       0   31,040        0  855,778  824,738  855,778  855,778        0        0

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -11,670)
       0        0        0        0        0        0        0  -11,670  -11,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       97,812
COMMITMENTS
       0    5,275        0   97,012   91,697   97,012   96,972      800      840

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        151)
       0        0        0      151      151      151      151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.0     99.2     93.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,616,042
COMMITMENTS
       0   69,830        0  1616042  1546212  1616042  1616042        0        0

CHANGES FROM 12/15/09 (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      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       12       18       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      176,617
COMMITMENTS
   6,217        0        0  170,360  175,982  176,577  175,982       40      635

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -2,307)
       0        0        0      919      959      919      959   -3,226   -3,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     96.5     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        0       22       29       24       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,824,966
COMMITMENTS
 103,205        0        0  2721761  2824966  2824966  2824966        0        0

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -6,158)
       0        0        0    5,512    5,512    5,512    5,512  -11,670  -11,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       20       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       63,218
COMMITMENTS
      80    3,090        0   63,116   59,702   63,196   62,792       22      426

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      0.0     99.8     94.4    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       16       21       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,032,176
COMMITMENTS
       0   81,875        0  1032176  950,301  1032176  1032176        0        0

CHANGES FROM 12/15/09 (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      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,080
COMMITMENTS
   5,130      579       45   52,650   57,416   57,825   58,040      255       40

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,409)
  -1,280        0        0    2,689    1,409    1,409    1,409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      1.0      0.1     90.7     98.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       24       27       26       29
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,058,056
COMMITMENTS
 105,180   35,400        0  952,876  1022656  1058056  1058056        0        0

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     23,320)
 -24,120        0        0   47,440   23,320   23,320   23,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.3      0.0     90.1     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       25       25       27       27
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,047
COMMITMENTS
     142        0       21   20,216   20,995   20,379   21,016    1,668    1,031

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      7,794)
     142      -63      -77    6,405    7,184    6,470    7,044    1,324      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.1     91.7     95.2     92.4     95.3      7.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       30       33       31       34
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,602
COMMITMENTS
       0      137      215   13,740   13,899   13,955   14,251      647      351

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      7,573)
       0     -114      215    7,126    7,858    7,341    7,959      232     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      1.5     94.1     95.2     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       22       24       23
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,984
COMMITMENTS
       0        0        0    6,582    8,047    6,582    8,047    2,402      937

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     73.3     89.6     73.3     89.6     26.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       19       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,406,250
COMMITMENTS
 246,191  102,966  740,775  1338608  1492927  2325574  2336669   80,676   69,581

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:   -143,251)
     751  -13,692  -77,096  -44,313  -42,543 -120,657 -133,330  -22,594   -9,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      4.3     30.8     55.6     62.0     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     131       74      157       89      103      295      271
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,973
COMMITMENTS
   4,333   22,568   14,855   62,986   44,894   82,175   82,317    3,799    3,656

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -15,750)
    -429   -2,242   -4,100  -10,314   -8,587  -14,842  -14,929     -908     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     26.2     17.3     73.3     52.2     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        7       10       18       18       28       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      217,140
COMMITMENTS
  39,157   30,855    1,811  153,982  141,676  194,950  174,342   22,190   42,798

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        822)
    -195   -2,388     -122    2,869    1,554    2,552     -956   -1,730    1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     14.2      0.8     70.9     65.2     89.8     80.3     10.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        6       32       32       40       39
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      156,533
COMMITMENTS
  29,707    6,236   34,009   89,022  112,437  152,738  152,682    3,795    3,851

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -8,298)
   1,410      178   -6,156   -3,359   -2,382   -8,105   -8,360     -194       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      4.0     21.7     56.9     71.8     97.6     97.5      2.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23       10       26       23       23       57       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      625,342
COMMITMENTS
  38,463      491   70,805  496,877  536,665  606,144  607,960   19,198   17,382

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -2,725)
  -1,157      232     -280      -12     -947   -1,450     -996   -1,275   -1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.1     11.3     79.5     85.8     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        2       10       36       37       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,864
COMMITMENTS
     100    1,305      200   83,226   82,419   83,526   83,924    1,338      940

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,701)
       0      -55        0    2,451    2,656    2,451    2,601     -750     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.5      0.2     98.1     97.1     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1        6        2       48       53       50       60
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,329
COMMITMENTS
  14,975   31,115    9,516  100,669   83,371  125,160  124,002    5,169    6,327

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -7,449)
  -1,097       60   -2,564   -3,324   -4,493   -6,985   -6,997     -464     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     23.9      7.3     77.2     64.0     96.0     95.1      4.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13       13       24       24       42       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,444
COMMITMENTS
     516    3,339    5,822   25,288   22,988   31,626   32,149    1,818    1,295

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      4,823)
     -96     -802    3,652    1,513    2,548    5,069    5,398     -246     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.0     17.4     75.6     68.7     94.6     96.1      5.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        5       16       18       22       25
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,848
COMMITMENTS
   1,902    1,302    2,221   69,099   79,956   73,222   83,479   30,626   20,369

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        987)
       0        0      201      466      858      667    1,059      320      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.3      2.1     66.5     77.0     70.5     80.4     29.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       26       25       29       27
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,666
COMMITMENTS
       0    2,130        0   40,561   38,428   40,561   40,558      105      108

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      565      547      565      547     -110      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0     99.7     94.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        0       28       38       28       41
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,804
COMMITMENTS
       0        0        0   45,807   42,922   45,807   42,922    4,997    7,882

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:         79)
       0        0        0       12        0       12        0       67       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.2     84.5     90.2     84.5      9.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       19       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,351
COMMITMENTS
  16,359    2,017      132    3,411   19,776   19,902   21,925    2,449      426

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        -29)
     390      -98      -33     -129       49      228      -82     -257       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.2      9.0      0.6     15.3     88.5     89.0     98.1     11.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      86       18        4       15       27      105       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       32,478
COMMITMENTS
  21,309    1,777      484    5,549   28,831   27,342   31,092    5,136    1,386

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -431)
    -617       94      317        9     -813     -291     -402     -140      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.6      5.5      1.5     17.1     88.8     84.2     95.7     15.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      79       13        7       14       29       99       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      263,040
COMMITMENTS
  59,860   17,451   34,769  152,952  197,225  247,581  249,445   15,459   13,595

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        969)
  -1,687     -889     -592    6,074    5,266    3,795    3,785   -2,826   -2,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      6.6     13.2     58.1     75.0     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      51       29       46       80       91      160      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,089
COMMITMENTS
   2,093        0      663   15,396   17,146   18,152   17,809    4,937    5,280

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,103)
   1,443        0      -24      511      954    1,930      930     -827      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      2.9     66.7     74.3     78.6     77.1     21.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       20       21       24       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,307
COMMITMENTS
   1,622        0      175    6,862    9,017    8,659    9,192      648      115

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        470)
     -50        0      100      480      430      530      530      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      0.0      1.9     73.7     96.9     93.0     98.8      7.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        0        3       30       37       36       40
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,039
COMMITMENTS
     750        0      690   39,049   40,904   40,489   41,594    1,550      445

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        728)
       0        0       12      716      716      728      728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      1.6     92.9     97.3     96.3     98.9      3.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        0        1       40       32       42       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,520
COMMITMENTS
   2,655        0        0   20,805   22,920   23,460   22,920       60      600

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        845)
      25        0        0      845      845      870      845      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      0.0     88.5     97.4     99.7     97.4      0.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       28       16       31       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,511
COMMITMENTS
   2,984       50        0   12,527   14,368   15,511   14,418        0    1,093

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -478)
    -450        0        0       15     -478     -435     -478      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      0.3      0.0     80.8     92.6    100.0     93.0      0.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        0       30       29       35       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,902
COMMITMENTS
     235       63        0    2,690    3,125    2,925    3,188      977      714

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:         39)
      29        0        0        5       26       34       26        5       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.6      0.0     68.9     80.1     75.0     81.7     25.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       17       17       18       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,283
COMMITMENTS
       0        0        0   13,923   14,178   13,923   14,178      360      105

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      160      360      160      360      150      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     99.3     97.5     99.3      2.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       18       23       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,142
COMMITMENTS
   1,101       96      157   16,685   17,820   17,943   18,073      199       69

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        693)
       0        0      150      582      682      732      832      -39     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.5      0.9     92.0     98.2     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        2       34       36       39       39
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,809
COMMITMENTS
   1,747      463        0   10,062   11,254   11,809   11,717        0       92

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,354)
     -89     -196        0    1,488    1,595    1,399    1,399      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      3.9      0.0     85.2     95.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        0       23       22       26       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,227
COMMITMENTS
   7,179    1,341    1,295   41,714   48,928   50,188   51,564    2,039      663

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        282)
  -1,425     -258     -165    2,157    1,185      567      762     -285     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      2.6      2.5     79.9     93.7     96.1     98.7      3.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        4       38       37       44       42
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,413
COMMITMENTS
   2,994    1,275    1,655   14,045   15,713   18,694   18,643    3,719    3,770

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        300)
    -285     -675      400    1,144      449    1,259      174     -959      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      5.7      7.4     62.7     70.1     83.4     83.2     16.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        5       12       15       17       21
```

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Updated December 28, 2009