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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,745
COMMITMENTS
   1,803      675        0   42,607   43,843   44,410   44,518      335      227

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,702)
       0       15        0    1,627    1,687    1,627    1,702       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.5      0.0     95.2     98.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       37       37       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,205
COMMITMENTS
      50        0        0   21,113   21,160   21,163   21,160       42       45

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      320      320      320      320        0        0

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       29       33       30       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,427
COMMITMENTS
     377      216      242    5,982    5,898    6,601    6,356      826    1,071

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         67)
       0        0        0       55      114       55      114       12      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.9      3.3     80.5     79.4     88.9     85.6     11.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       23       22       24       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,132
COMMITMENTS
     658      296       55   10,310   10,922   11,023   11,273    1,109      859

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         84)
      11        5        0       87      111       98      116      -14      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.4      0.5     85.0     90.0     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        1       42       46       46       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,886
COMMITMENTS
      80      120       74    9,053    9,198    9,207    9,392      679      494

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        219)
      15       65        0      318      308      333      373     -114     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.2      0.7     91.6     93.0     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        3        2       51       57       54       61
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,591
COMMITMENTS
     900       40        0    1,874    3,052    2,774    3,092      817      499

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         19)
       0        0        0       20       20       20       20       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      1.1      0.0     52.2     85.0     77.2     86.1     22.8     13.9

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,187
COMMITMENTS
       0        0        0   10,177   10,187   10,177   10,187       10        0

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      575      615      575      615        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      359,836
COMMITMENTS
  58,741   17,816   48,914  205,362  262,384  313,016  329,113   46,820   30,723

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,475)
  11,781     -738   -4,768   -4,137   12,352    2,876    6,847      599   -3,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      5.0     13.6     57.1     72.9     87.0     91.5     13.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      42       19       40       75       83      138      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       85,982
COMMITMENTS
   1,951    7,397   23,479   55,871   51,248   81,301   82,124    4,681    3,858

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,136)
     418      -30    1,173    1,074    1,726    2,664    2,868      472      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      8.6     27.3     65.0     59.6     94.6     95.5      5.4      4.5

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,835
COMMITMENTS
     996      310      625   18,834   21,324   20,455   22,259    2,380      576

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        775)
      32       50       25      418      600      475      675      300      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.4      2.7     82.5     93.4     89.6     97.5     10.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        2        6       42       50       50       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,102
COMMITMENTS
     703        0      349    2,710    2,937    3,762    3,286    1,340    1,816

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         16)
       2        0        0       30        0       32        0      -16       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.0      6.8     53.1     57.6     73.7     64.4     26.3     35.6

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      881,937
COMMITMENTS
 141,270  213,773  317,382  348,538  312,542  807,190  843,696   74,748   38,242

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -13,866)
   5,073    4,729   -9,433   -7,482   -6,755  -11,842  -11,460   -2,024   -2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     24.2     36.0     39.5     35.4     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      67       80      110       86       73      230      200
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,502
COMMITMENTS
   3,003        0    1,238   59,098   59,255   63,339   60,493    6,163    9,009

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        432)
     -90        0       90      432      342      432      432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      1.8     85.0     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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,456
COMMITMENTS
   1,903    2,869      400   63,925   62,245   66,228   65,514   11,228   11,942

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     -1,572)
       0        0        0   -1,572   -1,572   -1,572   -1,572        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.7      0.5     82.5     80.4     85.5     84.6     14.5     15.4

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,188
COMMITMENTS
       0        0        0   70,434   76,844   70,434   76,844   12,754    6,344

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        270)
       0        0        0    1,579      -32    1,579      -32   -1,309      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.7     92.4     84.7     92.4     15.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       20       19       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,444
COMMITMENTS
   8,022        0    2,479   75,731   88,150   86,232   90,629   11,212    6,815

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     -1,022)
     175      -53     -692     -498     -369   -1,015   -1,114       -7       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      2.5     77.7     90.5     88.5     93.0     11.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        3       23       26       26       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,032
COMMITMENTS
     665    4,168    4,894   86,831   79,989   92,390   89,051    6,642    9,981

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         20)
      82        0      -62        0        0       20      -62        0       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.2      4.9     87.7     80.8     93.3     89.9      6.7     10.1

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,885
COMMITMENTS
  10,955    2,598    5,149   72,289   84,167   88,393   91,914   11,492    7,971

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,262)
  -1,017     -172      950    1,405      248    1,338    1,026      -76      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.6      5.2     72.4     84.3     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        4       23       25       27       29
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,556,341
COMMITMENTS
  52,618   96,816  500,465  997,967  953,376  1551050  1550657    5,291    5,684

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:   -127,312)
    -966   -9,696  -52,678  -73,845  -64,903 -127,489 -127,277      177      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      6.2     32.2     64.1     61.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      34       31       53       53       55      112      114
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,366
COMMITMENTS
       0    1,800        0   97,442   93,308   97,442   95,108    2,924    5,258

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,117)
       0        0        0    3,471    3,117    3,471    3,117     -354        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     97.1     93.0     97.1     94.8      2.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       18       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,603
COMMITMENTS
   6,393    9,236    5,346  191,524  193,671  203,263  208,253   11,340    6,350

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        275)
       7       45      143      527      123      677      311     -402      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.3      2.5     89.2     90.2     94.7     97.0      5.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        2        5       41       40       48       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,767
COMMITMENTS
   1,774    2,031    3,605  133,934  140,917  139,313  146,553   12,454    5,214

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        715)
     428      170      220       67      356      715      746        0      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.3      2.4     88.2     92.9     91.8     96.6      8.2      3.4

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,812
COMMITMENTS
   9,012        0   10,881  199,398  216,369  219,291  227,250   18,521   10,562

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        426)
     838     -950      -42     -189    1,386      607      394     -181       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      4.6     83.8     91.0     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        4       34       35       38       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,057,250
COMMITMENTS
 664,187   80,081  949,356  1406116  2007649  3019659  3037086   37,591   20,164

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    103,916)
  17,500       78   27,087   59,673   79,293  104,260  106,458     -344   -2,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      2.6     31.1     46.0     65.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      46       21       57      111      100      176      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      889,416
COMMITMENTS
 122,430  196,530  140,316  621,461  549,296  884,207  886,142    5,209    3,274

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:   -136,875)
 -31,071   -4,293  -59,069  -48,352  -74,258 -138,492 -137,620    1,617      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     22.1     15.8     69.9     61.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      25       24       37       39       36       82       79
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,942
COMMITMENTS
      86      960       42    3,686    2,799    3,814    3,801      128      141

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        175)
       0      195        0      145       -5      145      190       30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     24.4      1.1     93.5     71.0     96.8     96.4      3.2      3.6

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,826
COMMITMENTS
       0        0        0    1,008    1,313    1,008    1,313      818      513

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0      -49      -25      -49      -25      -21      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     55.2     71.9     55.2     71.9     44.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       21       21       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      133,884
COMMITMENTS
   1,722      872    6,939  124,300  125,599  132,962  133,410      922      473

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -571)
     -36     -144      151     -296     -428     -181     -420     -390     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.7      5.2     92.8     93.8     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        7       36       34       45       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,766
COMMITMENTS
       0    1,139      569   22,325   20,732   22,894   22,440      872    1,326

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         23)
       0       20       -7       60      110       53      122      -30      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      2.4     93.9     87.2     96.3     94.4      3.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       25       21       28       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| 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    1,280      490   29,400   29,521   29,890   31,291    1,791      390

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0      110        0        0     -110        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      1.5     92.8     93.2     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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,370
COMMITMENTS
     720        0        0   11,498   12,026   12,218   12,026    1,152    1,344

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:          4)
       0        0        0        4        0        4        0        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     86.0     89.9     91.4     89.9      8.6     10.1

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,911
COMMITMENTS
      54        0      738   45,709   45,873   46,501   46,611      410      300

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        120)
      -2        0       -1      132      131      129      130       -9      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     97.4     97.8     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       22       25       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| 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:       11,762
COMMITMENTS
       0        0        0   10,804   10,884   10,804   10,884      958      878

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         16)
       0        0        0       18       16       18       16       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.9     92.5     91.9     92.5      8.1      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      955,216
COMMITMENTS
       0        0        0  955,216  955,216  955,216  955,216        0        0

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      8,480)
       0        0        0    8,480    8,480    8,480    8,480        0        0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,960
COMMITMENTS
       0      762        0   22,602   21,815   22,602   22,577      358      383

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         80)
       0        0        0        0       80        0       80       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     98.4     95.0     98.4     98.3      1.6      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (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      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      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 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      177,665
COMMITMENTS
   6,217        0        0  171,408  176,950  177,625  176,950       40      715

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,048)
       0        0        0    1,048      968    1,048      968        0       80

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       23       29       25       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,824,190
COMMITMENTS
 103,205        0        0  2720985  2824190  2824190  2824190        0        0

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -776)
       0        0        0     -776     -776     -776     -776        0        0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       63,318
COMMITMENTS
      80    3,090        0   63,216   59,972   63,296   63,062       22      256

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      270      100      270        0     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      0.0     99.8     94.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       17       22       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,034,720
COMMITMENTS
       0   81,875        0  1034720  952,845  1034720  1034720        0        0

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      2,544)
       0        0        0    2,544    2,544    2,544    2,544        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:       23)
       0        1        0       15       16       15       17
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,100
COMMITMENTS
   5,130      559       45   52,670   57,456   57,845   58,060      255       40

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         20)
       0      -20        0       20       40       20       20        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:       36)
       1        2        1       24       28       26       30
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| 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 12/22/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,216
COMMITMENTS
     292        0       21   20,972   21,900   21,285   21,921      931      295

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        169)
     150        0        0      756      905      906      905     -737     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.1     94.4     98.6     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       31       33       32       34
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,659
COMMITMENTS
       0      182      245   13,832   13,946   14,077   14,373      582      286

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         57)
       0       45       30       92       47      122      122      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.7     94.4     95.1     96.0     98.0      4.0      2.0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,503
COMMITMENTS
       0        0        0    7,206    7,660    7,206    7,660    2,297    1,843

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        519)
       0        0        0      624     -387      624     -387     -105      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     75.8     80.6     75.8     80.6     24.2     19.4

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,438,030
COMMITMENTS
 264,157  101,417  742,157  1343130  1516614  2349444  2360187   88,585   77,842

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     31,780)
  17,967   -1,550    1,382    4,522   23,687   23,871   23,519    7,909    8,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      4.2     30.4     55.1     62.2     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     127       91      158       88       99      301      271
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,479
COMMITMENTS
   4,555   22,061   15,692   64,004   46,483   84,251   84,235    3,229    3,244

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,506)
     222     -507      837    1,017    1,588    2,076    1,918     -570     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     25.2     17.9     73.2     53.1     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        7       11       18       18       29       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,816
COMMITMENTS
  39,322   31,492    1,816  157,691  146,161  198,829  179,469   21,987   41,347

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,676)
     165      637        5    3,709    4,485    3,879    5,127     -203   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     14.3      0.8     71.4     66.2     90.0     81.3     10.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        5       33       33       41       39
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,667
COMMITMENTS
  30,344    5,682   34,763   90,682  115,264  155,788  155,709    3,879    3,958

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,134)
     637     -554      754    1,660    2,827    3,050    3,027       84      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      3.6     21.8     56.8     72.2     97.6     97.5      2.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23        9       26       23       23       56       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      645,567
COMMITMENTS
  39,017      798   73,468  513,774  553,771  626,259  628,037   19,309   17,530

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     20,225)
     554      307    2,663   16,897   17,107   20,115   20,077      111      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.1     11.4     79.6     85.8     97.0     97.3      3.0      2.7

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,755
COMMITMENTS
     100    1,305      200   85,392   84,585   85,692   86,090    1,063      665

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,891)
       0        0        0    2,166    2,166    2,166    2,166     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.5      0.2     98.4     97.5     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1        6        2       51       53       53       60
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,344
COMMITMENTS
  14,606   31,165    9,475  100,980   83,371  125,061  124,011    5,283    6,333

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         15)
    -369       50      -41      311        0      -99        9      114        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     23.9      7.3     77.5     64.0     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13       12       24       24       41       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,544
COMMITMENTS
     661    2,641    5,868   25,088   23,188   31,617   31,697    1,927    1,847

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        100)
     145     -698       46     -200      200       -9     -452      109      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      7.9     17.5     74.8     69.1     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        4       16       18       21       24
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,186
COMMITMENTS
   1,902    1,159    2,334   69,114   80,273   73,350   83,766   30,836   20,420

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        338)
       0     -143      113       15      317      128      287      210       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.1      2.2     66.3     77.0     70.4     80.4     29.6     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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,811
COMMITMENTS
       0    2,130        0   40,796   38,547   40,796   40,677       15      134

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      235      119      235      119      -90       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0    100.0     94.5    100.0     99.7      0.0      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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,352
COMMITMENTS
       0        0        0   46,959   44,508   46,959   44,508    5,393    7,844

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,548)
       0        0        0    1,152    1,586    1,152    1,586      396      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.7     85.0     89.7     85.0     10.3     15.0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,402
COMMITMENTS
  16,098    2,112      182    3,564   19,692   19,844   21,986    2,558      416

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         51)
    -261       95       50      153      -84      -58       61      109      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.9      9.4      0.8     15.9     87.9     88.6     98.1     11.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      85       20        6       18       26      108       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       32,473
COMMITMENTS
  21,051    1,792      486    5,776   29,211   27,313   31,489    5,160      984

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         -5)
    -258       15        2      227      380      -29      397       24     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.8      5.5      1.5     17.8     90.0     84.1     97.0     15.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      73       11        4       17       29       94       41
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      260,688
COMMITMENTS
  71,147   13,967   30,350  143,203  203,693  244,700  248,010   15,989   12,678

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     -2,352)
  11,287   -3,484   -4,420   -9,749    6,468   -2,882   -1,435      530     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      5.4     11.6     54.9     78.1     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      59       24       46       79       89      165      139
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,263
COMMITMENTS
   2,093        0      663   15,570   17,283   18,326   17,946    4,937    5,317

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        174)
       0        0        0      174      137      174      137        0       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      2.9     66.9     74.3     78.8     77.1     21.2     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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,547
COMMITMENTS
   1,581        0      316    7,002    9,116    8,899    9,432      648      115

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        240)
     -41        0      141      140       99      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.0      3.3     73.3     95.5     93.2     98.8      6.8      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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       42,901
COMMITMENTS
     750        0      690   39,896   41,766   41,336   42,456    1,565      445

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        862)
       0        0        0      847      862      847      862       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      1.6     93.0     97.4     96.4     99.0      3.6      1.0

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,626
COMMITMENTS
   2,655        0        0   20,911   23,026   23,566   23,026       60      600

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        106)
       0        0        0      106      106      106      106        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.0      0.0     88.5     97.5     99.7     97.5      0.3      2.5

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,461
COMMITMENTS
   2,984       50        0   12,477   14,368   15,461   14,418        0    1,043

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50        0      -50        0        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      0.3      0.0     80.7     92.9    100.0     93.3      0.0      6.7

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,928
COMMITMENTS
     235       63        0    2,690    3,100    2,925    3,163    1,003      765

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:         26)
       0        0        0        0      -25        0      -25       26       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.6      0.0     68.5     78.9     74.5     80.5     25.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       17       17       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,215
COMMITMENTS
       0        0        0   14,615   15,110   14,615   15,110      600      105

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        932)
       0        0        0      692      932      692      932      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     99.3     96.1     99.3      3.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,313
COMMITMENTS
   1,101       96      157   16,765   18,007   18,023   18,260      290       53

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        171)
       0        0        0       80      187       80      187       91      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.5      0.9     91.5     98.3     98.4     99.7      1.6      0.3

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 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,918
COMMITMENTS
   1,524      463        0   10,294   11,263   11,818   11,726      100      192

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        109)
    -223        0        0      232        9        9        9      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      3.9      0.0     86.4     94.5     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        0       24       22       27       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,649
COMMITMENTS
   7,243    1,491    1,295   42,400   49,650   50,938   52,436    1,711      213

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        422)
      64      150        0      686      722      750      872     -328     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.8      2.5     80.5     94.3     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        4       38       37       45       42
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,548
COMMITMENTS
   3,094    1,250    1,580   14,195   15,724   18,869   18,554    3,679    3,994

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        135)
     100      -25      -75      150       11      175      -89      -40      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      5.5      7.0     63.0     69.7     83.7     82.3     16.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        5       12       15       17       21
```

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Updated January 7, 2010