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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,349
COMMITMENTS
      60        0        0   33,059   33,289   33,119   33,289      230       60

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,209)
       0        0        0    1,209    1,229    1,209    1,229        0      -20

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:       42)
       1        0        0       31       36       32       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,156
COMMITMENTS
   1,100      120      125   22,710   23,562   23,935   23,807      221      349

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -132)
      25        0      -25     -132      -82     -132     -107        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.5      0.5     94.0     97.5     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       29       32       32       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,629
COMMITMENTS
   1,844        0      274    4,579    6,309    6,697    6,583      932    1,046

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        128)
      24        0       -9      108       58      123       49        5       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      0.0      3.6     60.0     82.7     87.8     86.3     12.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       23       21       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,960
COMMITMENTS
     196      150      176   10,501   10,978   10,873   11,304    1,087      656

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        655)
      24        9        5      743      603      772      617     -117       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.3      1.5     87.8     91.8     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        3       37       42       41       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,083
COMMITMENTS
     157      175      188    8,347    8,214    8,692    8,577      391      506

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        293)
      73       75      108      314      141      495      324     -202      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.9      2.1     91.9     90.4     95.7     94.4      4.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        3       37       45       40       50
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,401
COMMITMENTS
       0      278        0    4,077    4,259    4,077    4,537    1,324      864

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        291)
       0       30        0      210      231      210      261       81       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      0.0     75.5     78.9     75.5     84.0     24.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       22       18       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,587
COMMITMENTS
       0      138       40    2,285    2,886    2,325    3,064    1,262      523

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.1     63.7     80.5     64.8     85.4     35.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       17       16       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,803
COMMITMENTS
       0        0        0    1,012    1,322    1,012    1,322      791      481

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     56.1     73.3     56.1     73.3     43.9     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       16       12       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,650
COMMITMENTS
  23,535   17,514   58,253  164,774  181,537  246,562  257,304   40,088   29,346

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     20,114)
    -894    3,268    8,210   13,955    9,008   21,272   20,487   -1,157     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      6.1     20.3     57.5     63.3     86.0     89.8     14.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      22       29       46       65       65      118      119
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,927
COMMITMENTS
     141      988        0   16,711   15,849   16,852   16,837       75       90

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,255)
       0        0        0    2,300    2,255    2,300    2,255      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.8      0.0     98.7     93.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        3        0       38       42       39       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,510
COMMITMENTS
     150        0        0    9,445   10,285    9,595   10,285      915      225

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        854)
       0        0        0      879      779      879      779      -25       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     89.9     97.9     91.3     97.9      8.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        3,723
COMMITMENTS
      75        0        0    3,373    3,348    3,448    3,348      275      375

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        700)
      25        0        0    1,100      608    1,125      608     -425       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     90.6     89.9     92.6     89.9      7.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       21       21       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,000,417
COMMITMENTS
 136,173  193,931  397,486  386,266  364,862  919,925  956,280   80,492   44,137

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      4,477)
   7,535   -6,025    3,978   -6,724    5,626    4,789    3,580     -312      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     19.4     39.7     38.6     36.5     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      59       70       87       80       67      193      175
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       46,367
COMMITMENTS
  20,437   24,656    5,857   19,832   15,609   46,126   46,122      241      245

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,455)
  -1,323     -557      357    3,237    2,571    2,270    2,371      185       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.1     53.2     12.6     42.8     33.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       11       13        8       11       22       30
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,944
COMMITMENTS
   3,181        0    1,541   86,144   84,117   90,866   85,658    6,078   11,286

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,207)
    -163        0       52    1,262      779    1,151      831       56      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      1.6     88.9     86.8     93.7     88.4      6.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       24       26       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,985
COMMITMENTS
   2,645    2,380    3,390   42,097   36,282   48,132   42,052    6,853   12,933

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,301)
       0     -551       29    1,500    1,735    1,529    1,213     -228       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.3      6.2     76.6     66.0     87.5     76.5     12.5     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       18       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,446
COMMITMENTS
   2,661        0      217   70,353   72,194   73,231   72,411    6,215    7,035

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,892)
       0        0        0    2,430    2,962    2,430    2,962     -538   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.3     88.6     90.9     92.2     91.1      7.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        1       28       28       31       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,047
COMMITMENTS
       0        0        0   83,145   87,582   83,145   87,582   16,902   12,465

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,238)
       0        0        0     -491    3,532     -491    3,532    1,729   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.1     87.5     83.1     87.5     16.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       22       21       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,180
COMMITMENTS
   3,864        0    1,100   32,571   36,190   37,535   37,290    5,645    5,890

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -1,354)
     186        0     -186   -1,261     -531   -1,261     -717      -93     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      2.5     75.4     83.8     86.9     86.4     13.1     13.6

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 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,044
COMMITMENTS
     494    6,657    4,262   75,643   71,103   80,399   82,022    6,645    5,022

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,641)
       0    1,148     -835    2,287    1,420    1,452    1,733      189      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      7.6      4.9     86.9     81.7     92.4     94.2      7.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       26       29       29       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,891
COMMITMENTS
   5,693    1,651    8,194  107,655  108,170  121,542  118,015   11,349   14,876

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,071)
      54      -62      397      620      492    1,071      827        0      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.2      6.2     81.0     81.4     91.5     88.8      8.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       18       28       21       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,537
COMMITMENTS
     413   13,896   18,182   57,425   44,472   76,020   76,550    6,517    5,987

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        865)
       0    3,922     -515    1,380   -2,567      865      840        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     16.8     22.0     69.6     53.9     92.1     92.7      7.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       14       17       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,757
COMMITMENTS
       0        0        0   47,671   42,927   47,671   42,927    7,086   11,830

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -642)
       0        0        0     -642   -1,070     -642   -1,070        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     78.4     87.1     78.4     12.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       21       22       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,375
COMMITMENTS
   3,865    2,305    7,022   69,367   67,239   80,254   76,566    7,121   10,809

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      3,055)
  -2,549     -316    2,263    6,123    1,743    5,837    3,690   -2,782     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.6      8.0     79.4     77.0     91.9     87.6      8.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       28       28       33       33
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,300,894
COMMITMENTS
  84,253  121,463  979,113  1231831  1195685  2295197  2296260    5,697    4,634

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    123,295)
   1,663   16,885   51,798   69,520   54,566  122,981  123,249      315       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.3     42.6     53.5     52.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      40       30       64       54       53      122      119
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,735
COMMITMENTS
   3,078   14,394    3,492   31,064   23,422   37,634   41,308   18,101   14,427

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -7,455)
   2,048      119   -4,831   -6,082   -3,379   -8,865   -8,091    1,410      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     25.8      6.3     55.7     42.0     67.5     74.1     32.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        3       16       17       19       22
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,132
COMMITMENTS
   1,092    3,178    2,846   48,136   39,451   52,074   45,475    5,058   11,657

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -7,379)
    -194   -2,379        0   -7,009   -3,100   -7,203   -5,479     -176   -1,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.6      5.0     84.3     69.1     91.1     79.6      8.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       20       17       24       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,229
COMMITMENTS
   7,415    7,122    6,801  193,931  198,418  208,147  212,341   11,082    6,888

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -441)
  -2,022    1,336      379    1,161   -2,194     -482     -479       41       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.2      3.1     88.5     90.5     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        4       42       34       48       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,619
COMMITMENTS
       0    6,253    5,117  154,155  155,685  159,272  167,055   14,347    6,564

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -603)
       0     -158      132     -277    2,729     -145    2,703     -458   -3,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      2.9     88.8     89.7     91.7     96.2      8.3      3.8

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 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      271,239
COMMITMENTS
     643    6,191   17,253  234,465  236,785  252,361  260,229   18,878   11,010

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      4,455)
    -687    2,700    1,514    3,264    1,463    4,091    5,677      364   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.3      6.4     86.4     87.3     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        4        5       40       39       45       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,475
COMMITMENTS
   3,237    6,225    4,869  132,984  128,998  141,090  140,092    3,385    4,383

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -12,441)
       0   -6,017   -1,329   -7,460   -4,800   -8,789  -12,146   -3,652     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.3      3.4     92.0     89.3     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        6       32       33       40       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,931
COMMITMENTS
       0    1,070        0   41,308   39,493   41,308   40,563    6,623    7,368

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        131)
       0        0        0      131      131      131      131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0     86.2     82.4     86.2     84.6     13.8     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 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,222,138
COMMITMENTS
 755,752  143,954  1080388  1359032  1976614  3195172  3200956   26,966   21,182

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        -12)
     632   -5,581     -597     -620    6,028     -585     -150      573      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      4.5     33.5     42.2     61.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      32       17       45      102       96      152      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,292,516
COMMITMENTS
 150,105  247,162  412,873  723,935  627,542  1286913  1287577    5,603    4,939

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     46,734)
   3,816  -17,604   20,772   21,244   42,465   45,832   45,633      902    1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     19.1     31.9     56.0     48.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      16       35       41       36       35       79       84
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,110
COMMITMENTS
   4,548      805    8,274   87,219   91,467  100,041  100,546    1,069      564

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,475)
     267      148      254    1,524    1,871    2,044    2,273      431      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.8      8.2     86.3     90.5     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        8       32       32       41       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,216
COMMITMENTS
   2,724        0      432   33,781   37,106   36,936   37,538    1,280      678

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -469)
     -23        0       20     -462     -513     -465     -493       -4       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      1.1     88.4     97.1     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       20       19       22       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,011
COMMITMENTS
       0        0        0   12,757   12,563   12,757   12,563    1,254    1,448

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5        5       -5        5        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.0     89.7     91.0     89.7      9.0     10.3

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 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,549
COMMITMENTS
       0      720      720   28,709   30,379   29,429   31,819    3,120      730

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -886)
       0        0        0     -998     -746     -998     -746      112     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      2.2     88.2     93.3     90.4     97.8      9.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       27       21       28       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,640
COMMITMENTS
       0        0        0   28,448   27,836   28,448   27,836      192      804

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -841)
       0        0        0     -841     -781     -841     -781        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     97.2     99.3     97.2      0.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       18       17       18
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,992
COMMITMENTS
       0    8,970        0   47,552   38,766   47,552   47,736      440      256

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.7      0.0     99.1     80.8     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       18       15       20
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:      639,488
COMMITMENTS
       0  167,440        0  639,488  402,248  639,488  569,688        0   69,800

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     26.2      0.0    100.0     62.9    100.0     89.1      0.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       13       10       15
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,987
COMMITMENTS
       0        0        0   16,915   16,554   16,915   16,554       72      433

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -111)
       0       -5      -70       19      -36      -51     -111      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     97.5     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       19       21       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,018,664
COMMITMENTS
 241,916  119,105  1150333  1533890  1645082  2926138  2914519   92,526  104,145

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -85,138)
   5,151     -216  -77,994  -10,324  -15,051  -83,167  -93,261   -1,971    8,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      3.9     38.1     50.8     54.5     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     104       97      159       77       85      267      265
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,670
COMMITMENTS
   2,643   15,379   39,552   73,981   60,733  116,176  115,664    1,494    2,006

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -20,274)
  -6,050    2,012   -6,465   -7,295  -15,253  -19,810  -19,706     -464     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     13.1     33.6     62.9     51.6     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3       10       11        8       11       19       24
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,674
COMMITMENTS
  22,153   10,378   13,606   92,570   94,621  128,329  118,605   50,345   60,069

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      3,931)
     210    1,159     -279    3,614   -6,048    3,545   -5,168      386    9,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.8      7.6     51.8     53.0     71.8     66.4     28.2     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        5       16       17       22       24
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      222,268
COMMITMENTS
  15,922   17,200   82,575  120,781  119,689  219,278  219,465    2,990    2,803

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    -37,833)
  -2,523      644  -25,502   -9,214  -12,654  -37,240  -37,512     -594     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.7     37.2     54.3     53.8     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25       24       39       25       25       67       71
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      489,243
COMMITMENTS
  24,779   11,281   88,617  365,804  372,332  479,200  472,230   10,043   17,012

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      6,790)
   5,175    1,370      250    4,396    9,294    9,821   10,914   -3,031   -4,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.3     18.1     74.8     76.1     97.9     96.5      2.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        3       11       31       31       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,544
COMMITMENTS
     855    3,344    1,805   51,836   49,341   54,496   54,490       48       54

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,044)
      75      651      -50    2,044    1,462    2,069    2,063      -25      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      6.1      3.3     95.0     90.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        4       37       44       44       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      175,980
COMMITMENTS
  17,697   39,372   28,136  122,897  101,273  168,730  168,781    7,250    7,199

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,909)
     487    2,912    1,369    1,516     -250    3,372    4,031     -463   -1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     22.4     16.0     69.8     57.5     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       21       22       23       22       48       49
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,505
COMMITMENTS
   4,113    6,135    6,169   17,198   15,667   27,480   27,971    3,025    2,534

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        195)
     500        0        0      -50      140      450      140     -255       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     20.1     20.2     56.4     51.4     90.1     91.7      9.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        5       11       12       18       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,965
COMMITMENTS
       0    6,035      180   52,803   42,403   52,983   48,618   11,982   16,347

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,156)
       0     -600        0      986    1,521      986      921      170      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      0.3     81.3     65.3     81.6     74.8     18.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       17       16       18       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,293
COMMITMENTS
   2,783    8,715   11,350   58,311   47,625   72,444   67,690   28,849   33,603

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,494)
    -828   -1,790    1,221    1,750    2,837    2,143    2,268      351      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      8.6     11.2     57.6     47.0     71.5     66.8     28.5     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        4       18       18       22       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,220
COMMITMENTS
       0    7,240       95   31,125   23,885   31,220   31,220        0        0

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      4,375)
       0    5,220        0    4,375     -845    4,375    4,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.2      0.3     99.7     76.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        8        1       22       29       23       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,387
COMMITMENTS
   8,371    3,511       85    2,105    7,880   10,561   11,476    1,826      911

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        -81)
    -255      109       35       84     -322     -136     -178       55       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6     28.3      0.7     17.0     63.6     85.3     92.6     14.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      38       23        3       16       19       55       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,832
COMMITMENTS
   9,212    1,969      127    5,652   14,592   14,991   16,688    2,841    1,144

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -462)
    -546      350      -38       50     -845     -534     -533       72       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     11.0      0.7     31.7     81.8     84.1     93.6     15.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      34        9        3       17       23       53       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,394
COMMITMENTS
  52,545    2,656   34,022  120,941  175,625  207,508  212,303   20,886   16,091

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      5,572)
  -2,703     -222    2,311    5,608    3,303    5,216    5,392      356      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      1.2     14.9     53.0     76.9     90.9     93.0      9.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      51       20       43       74       87      142      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,471
COMMITMENTS
       0      632       96   11,987   12,485   12,083   13,213    5,388    4,258

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        855)
       0      632       96      269      786      365    1,514      490     -659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.5     68.6     71.5     69.2     75.6     30.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       20       18       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,522
COMMITMENTS
      50        0        0    4,472    4,522    4,522    4,522        0        0

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        188)
    -100        0        0      388      288      288      288     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       21       22       22       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,054
COMMITMENTS
   1,208       50        0   21,823   24,000   23,031   24,050    1,023        4

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        310)
       0     -150        0      700      460      700      310     -390        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.2      0.0     90.7     99.8     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       30       26       32       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,527
COMMITMENTS
      75        0       25   14,966   15,767   15,066   15,792    1,461      735

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      3,875)
       0        0        0    3,825    3,950    3,825    3,950       50      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.2     90.6     95.4     91.2     95.6      8.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       13       18       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,980
COMMITMENTS
     275        0        0    9,705    9,980    9,980    9,980        0        0

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,825)
    -100        0        0    2,075    1,975    1,975    1,975     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     97.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       29       20       31       20
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,465
COMMITMENTS
       0      138        0    3,328    3,233    3,328    3,371    1,137    1,094

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        167)
       0        0        0      101      192      101      192       66      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     74.5     72.4     74.5     75.5     25.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       16       15       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,579
COMMITMENTS
     300      285      108   19,594   20,132   20,002   20,525      577       54

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        478)
       0        0        0      385      460      385      460       93       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.4      0.5     95.2     97.8     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       20       22       22       23
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,126
COMMITMENTS
     449       45        0    8,647    9,065    9,096    9,110       30       16

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        623)
       0       45        0      623      578      623      623        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.5      0.0     94.8     99.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       18       21       19
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,160
COMMITMENTS
   3,141    3,499    2,510   36,170   38,521   41,821   44,530    3,339      630

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,659)
       0       99      165    1,737    1,065    1,902    1,329     -243      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.7      5.6     80.1     85.3     92.6     98.6      7.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        4       23       25       31       30
```

----

Updated January 23, 2009