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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,896
COMMITMENTS
     232        0        0   32,340   32,846   32,572   32,846      324       50

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,568)
     172        0        0   -3,834   -3,558   -3,662   -3,558       94      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     98.3     99.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        0       32       36       34       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,372
COMMITMENTS
   1,150      120      100   19,811   20,881   21,061   21,101      311      271

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -4,538)
    -250        0      -25   -4,403   -4,485   -4,678   -4,510      140      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.6      0.5     92.7     97.7     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       29       34       31       36
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,232
COMMITMENTS
   1,592       51      337    4,524    5,966    6,453    6,354      779      878

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -453)
    -226       51       27     -118     -491     -317     -413     -136      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.7      4.7     62.6     82.5     89.2     87.9     10.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       20       24       22       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,901
COMMITMENTS
     187      196      124    9,344    9,897    9,655   10,217    1,246      684

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -1,411)
     -14       27      -65   -1,391   -1,459   -1,470   -1,497       59       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.8      1.1     85.7     90.8     88.6     93.7     11.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       38       41       42       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,922
COMMITMENTS
     200      210       68    7,118    7,045    7,386    7,323      536      599

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -1,463)
      47        2      -10   -1,492   -1,361   -1,455   -1,369       -8      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.7      0.9     89.9     88.9     93.2     92.4      6.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        2       38       42       40       47
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,344
COMMITMENTS
       0      352       66    4,028    4,036    4,094    4,454    1,250      890

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -282)
       0      -33        0     -212     -273     -212     -306      -70       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      1.2     75.4     75.5     76.6     83.3     23.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       22       21       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,420
COMMITMENTS
      90      300       75    2,277    2,399    2,442    2,774      978      646

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -380)
      90       67       25     -362     -636     -247     -544     -133      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.8      2.2     66.6     70.1     71.4     81.1     28.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       17       18       20       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      278,020
COMMITMENTS
  27,374   17,984   53,237  161,123  177,792  241,734  249,013   36,286   29,007

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -1,449)
   2,172    1,517    2,047   -2,349   -4,137    1,870     -573   -3,319     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      6.5     19.1     58.0     63.9     86.9     89.6     13.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      29       26       44       61       62      115      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,712
COMMITMENTS
      91      309        0   13,441   13,213   13,532   13,522      180      190

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -4,840)
       0     -174        0   -4,935   -4,766   -4,935   -4,940       95      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.3      0.0     98.0     96.4     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        0       40       40       41       42
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,225
COMMITMENTS
     125        0        0   10,395   11,000   10,520   11,000      705      225

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -310)
     -25        0        0      -75     -310     -100     -310     -210        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     92.6     98.0     93.7     98.0      6.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       21       24       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      980,523
COMMITMENTS
 137,479  194,200  389,254  371,690  350,639  898,424  934,094   82,099   46,429

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     11,394)
   6,362    2,180   11,173   -4,049   -3,063   13,485   10,290   -2,092    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     19.8     39.7     37.9     35.8     91.6     95.3      8.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       75       87       79       68      190      182
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       47,197
COMMITMENTS
  21,144   24,960    5,765   20,008   16,181   46,916   46,906      280      291

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        532)
     498      -17       36      -34      462      500      481       32       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     52.9     12.2     42.4     34.3     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       11       14        9       11       23       31
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,088
COMMITMENTS
   2,981        0    2,279   81,767   79,523   87,027   81,802    8,061   13,286

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -4,320)
     -26        0      310   -3,910   -4,762   -3,626   -4,452     -694      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      2.4     86.0     83.6     91.5     86.0      8.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       23       24       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,137
COMMITMENTS
   2,669    8,859    1,770   44,615   31,536   49,054   42,165    7,083   13,972

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -2,898)
      24    1,044      195   -4,829   -4,177   -4,610   -2,938    1,712       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     15.8      3.2     79.5     56.2     87.4     75.1     12.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        3       18       15       21       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,956
COMMITMENTS
   3,007        0      805   66,849   68,436   70,661   69,241    5,295    6,715

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -5,627)
    -944        0      569   -3,339   -5,084   -3,714   -4,515   -1,913   -1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      1.1     88.0     90.1     93.0     91.2      7.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       28       29       30       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,982
COMMITMENTS
       0        0        0   79,533   78,957   79,533   78,957   14,449   15,025

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,614)
       0        0        0   -2,446   -3,620   -2,446   -3,620   -1,168        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.6     84.0     84.6     84.0     15.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       20       21       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,854
COMMITMENTS
   2,108        0      846   31,443   33,389   34,397   34,235    4,457    4,619

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -4,662)
  -1,980        0     -254   -1,640   -4,807   -3,874   -5,061     -788      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      2.2     80.9     85.9     88.5     88.1     11.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,800
COMMITMENTS
     494    8,089    3,527   73,261   67,740   77,282   79,356    6,518    4,444

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -6,459)
     -56   -1,848      -46   -6,991   -4,099   -7,093   -5,993      634     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      9.7      4.2     87.4     80.8     92.2     94.7      7.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       29       29       32       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,215
COMMITMENTS
   3,919      765    8,023  108,205  110,059  120,147  118,847   11,068   12,368

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -4,342)
  -4,040      -86      197     -170   -1,925   -4,013   -1,814     -329   -2,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.6      6.1     82.5     83.9     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        3       19       30       22       33
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,164
COMMITMENTS
     657    6,206    2,431   31,279   23,137   34,367   31,774    5,797    8,390

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,883)
  -1,832        0   -1,158   -1,887   -5,588   -4,877   -6,746      994    2,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     15.5      6.1     77.9     57.6     85.6     79.1     14.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,711
COMMITMENTS
     217   14,049   18,434   53,946   43,923   72,597   76,406   10,114    6,305

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -2,977)
    -196    1,152   -1,407   -5,015   -3,343   -6,618   -3,598    3,641      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     17.0     22.3     65.2     53.1     87.8     92.4     12.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       12       15       16       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,321
COMMITMENTS
       0        0        0   46,877   42,404   46,877   42,404    8,444   12,917

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,205)
       0        0        0   -2,127   -3,909   -2,127   -3,909   -1,078      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.7     76.7     84.7     76.7     15.3     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       20       20       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,674
COMMITMENTS
  10,065    2,026    5,275   65,348   70,999   80,688   78,300    7,986   10,374

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -2,942)
   3,519     -853   -1,011   -6,425     -130   -3,917   -1,994      975     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      2.3      5.9     73.7     80.1     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       26       28       31       33
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,820
COMMITMENTS
       0   12,512    3,784   64,256   56,310   68,040   72,606    6,780    2,214

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -1,989)
       0    2,036        0   -4,929   -4,109   -4,929   -2,073    2,940       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      5.1     85.9     75.3     90.9     97.0      9.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       14       15       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,239,855
COMMITMENTS
  91,983  125,088  959,465  1182819  1150555  2234267  2235108    5,588    4,747

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     37,052)
    -465    5,094   24,472   12,646    7,271   36,654   36,836      398      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.6     42.8     52.8     51.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      38       33       63       53       52      119      120
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,451
COMMITMENTS
   2,266   12,082    3,172   27,453   21,022   32,891   36,276   17,560   14,175

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -5,284)
    -812   -2,312     -320   -3,611   -2,369   -4,743   -5,001     -541     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     23.9      6.3     54.4     41.7     65.2     71.9     34.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       15       18       20
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,075
COMMITMENTS
   1,157    3,741    1,791   34,346   28,300   37,294   33,832    6,781   10,243

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -6,043)
    -371      665     -943   -6,508   -7,849   -7,822   -8,127    1,779    2,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.5      4.1     77.9     64.2     84.6     76.8     15.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       17       16       20       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,747
COMMITMENTS
   9,446    7,917    5,283  188,224  196,291  202,953  209,491   12,794    6,256

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:    -11,969)
   2,247      185   -1,666  -13,940   -9,992  -13,359  -11,473    1,390     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.7      2.4     87.2     91.0     94.1     97.1      5.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        5       40       33       47       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,993
COMMITMENTS
       0    3,041    4,529  154,071  156,475  158,600  164,045   10,393    4,948

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -7,429)
       0   -2,513      -43   -6,661   -4,901   -6,704   -7,457     -725       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      2.7     91.2     92.6     93.9     97.1      6.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        3       34       30       37       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      259,037
COMMITMENTS
   1,838    9,037   12,291  228,149  226,434  242,278  247,762   16,759   11,275

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:    -19,855)
   1,270   -3,078   -2,516  -20,535  -15,548  -21,781  -21,142    1,926    1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.5      4.7     88.1     87.4     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        4       39       40       43       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,881
COMMITMENTS
   2,089    5,323    4,140  125,644  121,841  131,873  131,304    3,008    3,577

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -9,713)
  -1,148     -985     -758   -7,430   -7,220   -9,336   -8,963     -377     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.9      3.1     93.2     90.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       32       33       38       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,890
COMMITMENTS
       0      616        0   37,778   35,711   37,778   36,327    7,112    8,563

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -2,611)
       0     -454        0   -2,825   -2,926   -2,825   -3,380      214      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0     84.2     79.6     84.2     80.9     15.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       17       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,159,599
COMMITMENTS
 728,351  136,425  1050321  1353001  1952381  3131673  3139127   27,926   20,472

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:   -120,185)
 -12,248  -10,157  -38,769  -71,165  -71,393 -122,182 -120,319    1,997      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.3     33.2     42.8     61.8     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      32       17       48      101       95      152      145
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,232,900
COMMITMENTS
 143,053  267,305  396,954  687,455  565,389  1227462  1229648    5,438    3,252

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:   -112,106)
 -14,702   36,697  -31,634  -53,678  -84,279 -100,014  -79,216  -12,092  -32,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     21.7     32.2     55.8     45.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16       34       43       36       34       81       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       97,924
COMMITMENTS
   3,791      644    7,547   85,900   89,484   97,238   97,675      686      249

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -7,309)
    -555     -245   -1,701   -5,039   -5,354   -7,295   -7,300      -14       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.7      7.7     87.7     91.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        7       33       31       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,783
COMMITMENTS
   2,840        2      204   31,475   34,921   34,519   35,127    1,264      656

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -2,490)
     110        2     -220   -2,340   -2,244   -2,450   -2,462      -40      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.6     88.0     97.6     96.5     98.2      3.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       19       18       21       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,274
COMMITMENTS
       0        0        0   13,060   12,890   13,060   12,890    1,214    1,384

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:         61)
       0        0        0       93      125       93      125      -32      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.5     90.3     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       15       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,612
COMMITMENTS
       0      800      500   25,089   26,605   25,589   27,905    3,023      707

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -779)
       0       80       20     -652   -1,096     -632     -996     -147      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      1.7     87.7     93.0     89.4     97.5     10.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       22       27       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,132
COMMITMENTS
       0        0        0   27,914   27,388   27,914   27,388      218      744

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -306     -220     -306     -220        6      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     97.4     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,022
COMMITMENTS
     100        0        0   12,064   12,572   12,164   12,572      858      450

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -322)
     -40        0        0     -252     -272     -292     -272      -30      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     92.6     96.5     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       16       13       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| 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:        9,880
COMMITMENTS
       0        0        0    9,388    9,334    9,388    9,334      492      546

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -398)
       0        0        0     -368     -320     -368     -320      -30      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     94.5     95.0     94.5      5.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       13       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       92,844
COMMITMENTS
       0    9,042        0   92,340   81,866   92,340   90,908      504    1,936

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     35,603)
       0     -128        0   35,539   34,051   35,539   33,923       64    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      0.0     99.5     88.2     99.5     97.9      0.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        0       18       24       18       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,457,155
COMMITMENTS
   1,183  136,576   14,080  1441892  1276139  1457155  1426795        0   30,360

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:    666,831)
   1,183  -30,864   14,080  651,568  653,255  666,831  636,471        0   30,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      9.4      1.0     99.0     87.6    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       12       17       14       19
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,532
COMMITMENTS
       0        0        0   17,472   17,034   17,472   17,034       60      498

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        102)
       0        0        0      102      147      102      147        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     97.2     99.7     97.2      0.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       20       21       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,040,117
COMMITMENTS
 254,040  122,705  1161242  1542171  1665821  2957453  2949769   82,664   90,348

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:      3,189)
  12,192   12,924    5,358   -3,058      322   14,492   18,604  -11,303  -15,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.0     38.2     50.7     54.8     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     120       95      172       77       87      282      275
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,278
COMMITMENTS
   4,880   16,514   40,905   75,811   63,615  121,596  121,034    1,681    2,244

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:      5,602)
   1,318    2,859    1,035    2,952    1,285    5,305    5,179      297      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     13.4     33.2     61.5     51.6     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        7       12       10       14       22       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      190,586
COMMITMENTS
  19,897   17,696   12,000  116,454  111,915  148,351  141,611   42,235   48,975

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:      1,893)
  -2,003    8,045    1,734    9,908    4,536    9,639   14,315   -7,746  -12,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      9.3      6.3     61.1     58.7     77.8     74.3     22.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        4        5       19       21       25       28
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      233,291
COMMITMENTS
  17,808   19,255   87,058  125,536  124,823  230,401  231,135    2,889    2,155

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:      2,623)
   2,119       78      226      340    2,434    2,684    2,738      -61     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      8.3     37.3     53.8     53.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       23       41       26       27       71       73
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      477,122
COMMITMENTS
  20,050   13,133   87,575  357,839  361,899  465,464  462,606   11,658   14,516

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:    -31,103)
  -2,150    1,359   -7,931  -21,210  -21,130  -31,291  -27,702      188   -3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.8     18.4     75.0     75.9     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        4       10       32       32       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,233
COMMITMENTS
     400    3,127    1,075   45,566   42,839   47,041   47,041      192      192

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:    -10,161)
    -380      555     -805   -9,158   -9,803  -10,343  -10,053      182     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.6      2.3     96.5     90.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        3       37       40       42       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,326
COMMITMENTS
  17,776   38,875   32,920  122,661  100,139  173,357  171,934    7,969    9,392

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:      1,865)
      -1      635    1,391       11   -1,541    1,401      485      464    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     21.4     18.2     67.6     55.2     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       21       24       23       22       49       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,004
COMMITMENTS
   4,563    5,145    7,169   16,278   16,237   28,010   28,551    2,994    2,453

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        220)
     100     -990    1,000     -920      220      180      230       40      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     16.6     23.1     52.5     52.4     90.3     92.1      9.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        6       10       11       19       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,453
COMMITMENTS
   2,565    8,891   11,459   54,438   46,411   68,462   66,761   31,991   33,692

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,156)
     -40     -268     -432   -4,102   -2,304   -4,574   -3,004    1,418     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.9     11.4     54.2     46.2     68.2     66.5     31.8     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       16       16       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,974
COMMITMENTS
       0    8,095       40   32,934   24,839   32,974   32,974        0        0

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        529)
       0      930      -55      584     -346      529      529        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.5      0.1     99.9     75.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        8        1       24       30       25       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,423
COMMITMENTS
   8,569    3,437       28    1,999    8,185   10,596   11,650    1,827      773

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -336)
    -127     -164      -64     -226      -93     -417     -321       81      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0     27.7      0.2     16.1     65.9     85.3     93.8     14.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      43       19        1       15       24       58       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,927
COMMITMENTS
  10,342    1,729       30    5,389   16,042   15,761   17,801    3,166    1,126

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        405)
     564     -665      -37     -125    1,025      402      323        3       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.6      9.1      0.2     28.5     84.8     83.3     94.1     16.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      37       10        3       12       23       50       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      206,346
COMMITMENTS
  48,603    4,387   29,943  109,600  157,203  188,146  191,533   18,200   14,812

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -3,705)
  -1,235      927    1,180   -2,844   -6,348   -2,899   -4,241     -807      536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      2.1     14.5     53.1     76.2     91.2     92.8      8.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      47       23       39       73       82      139      128
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,143
COMMITMENTS
       0       50        0    4,043    3,897    4,043    3,947      100      196

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -679)
    -150       50        0     -629     -925     -779     -875      100      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     97.6     94.1     97.6     95.3      2.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       23       24       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,175
COMMITMENTS
   1,188      275        0   22,778   24,896   23,966   25,171    1,209        4

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -914)
     -20      -50        0     -960     -864     -980     -914       66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      1.1      0.0     90.5     98.9     95.2    100.0      4.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       31       23       33       24
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,938
COMMITMENTS
       0      340       25   18,922   18,878   18,947   19,243      991      695

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        133)
       0      240      -75      678       53      603      218     -470      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.1     94.9     94.7     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       12       19       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,205
COMMITMENTS
     150       50        0   11,055   11,155   11,205   11,205        0        0

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        -70)
     -75       50        0        5     -120      -70      -70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.4      0.0     98.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       26       24       27       25
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,196
COMMITMENTS
       0      397        0    3,118    3,038    3,118    3,435    1,078      761

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -368)
       0      -20        0     -363     -326     -363     -346       -5      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.5      0.0     74.3     72.4     74.3     81.9     25.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       17       15       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,528
COMMITMENTS
     575      453      160   20,338   20,759   21,073   21,372      455      156

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        301)
     275       72       -8      156      117      423      181     -122      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.1      0.7     94.5     96.4     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       21       28       24       30
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,504
COMMITMENTS
      30      459        1    4,157    4,750    4,188    5,210    1,316      294

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:        280)
       1        0       -1     -288      320     -288      319      568      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      8.3      0.0     75.5     86.3     76.1     94.7     23.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       11       14       12       18
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,189
COMMITMENTS
     208       90        0    7,979    8,084    8,187    8,174        2       15

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:     -1,306)
    -197        0      -44   -1,037   -1,261   -1,278   -1,305      -28       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.1      0.0     97.4     98.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       23       17       24       18
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,088
COMMITMENTS
   3,807    5,318    2,121   38,762   39,781   44,690   47,220    3,398      868

CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST:       -646)
     186     -735     -205     -458      374     -477     -566     -169      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     11.1      4.4     80.6     82.7     92.9     98.2      7.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        7        4       25       30       33       39
```

----

Updated February 6, 2009