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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,539
COMMITMENTS
   1,353      630        0   41,114   41,897   42,467   42,527       72       12

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,605)
       0        0        0   -5,425   -5,537   -5,425   -5,537     -180      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.5      0.0     96.7     98.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        0       34       40       35       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,062
COMMITMENTS
     100        0        0   18,890   19,002   18,990   19,002       72       60

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,822)
     -50     -120        0   -1,799   -1,666   -1,849   -1,786       27      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.1     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       24       28       25       28
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,725
COMMITMENTS
       0      431      388    4,952    4,815    5,340    5,634    1,385    1,091

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -470)
       0      -39        0     -543     -468     -543     -507       73       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      5.8     73.6     71.6     79.4     83.8     20.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       18       19       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,200
COMMITMENTS
     352      202      506    7,946    8,328    8,804    9,036    1,396    1,164

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,239)
    -103       13      -14   -1,133   -1,109   -1,250   -1,110       11     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.0      5.0     77.9     81.6     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        4       37       41       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,166
COMMITMENTS
      30      162      114    7,467    7,351    7,611    7,627      555      539

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,049)
      -7      -74       17   -1,757   -1,705   -1,747   -1,762     -302     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.0      1.4     91.4     90.0     93.2     93.4      6.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        3       44       56       47       61
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,572
COMMITMENTS
       0        0        0    7,562    7,552    7,562    7,552       10       20

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -535)
       0        0        0     -530     -535     -530     -535       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       16       18       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      377,279
COMMITMENTS
  58,742   15,942   73,001  195,703  259,365  327,446  348,307   49,833   28,971

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,392)
    -404   -1,048    3,635    1,753   -4,087    4,983   -1,501   -7,375     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      4.2     19.3     51.9     68.7     86.8     92.3     13.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      52       21       51       73       82      149      139
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       90,661
COMMITMENTS
     293    3,835   24,995   57,955   55,415   83,242   84,245    7,419    6,416

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -6,192)
      24     -983   -2,305   -2,837   -1,965   -5,118   -5,253   -1,073     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.2     27.6     63.9     61.1     91.8     92.9      8.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        7       16       16       23       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,722
COMMITMENTS
     714      393      587   17,863   16,943   19,164   17,923      558    1,799

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -6,774)
    -127       -2     -148   -5,299   -6,376   -5,574   -6,526   -1,200     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.0      3.0     90.6     85.9     97.2     90.9      2.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        5        6       46       45       53       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,698
COMMITMENTS
     700    2,700      225   17,245   14,503   18,170   17,428    1,528    2,270

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,042)
    -225        0        0   -1,755   -2,002   -1,980   -2,002      -62      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     13.7      1.1     87.5     73.6     92.2     88.5      7.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       23       20       27       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,895
COMMITMENTS
   5,389       50      300   10,146   13,463   15,835   13,813       60    2,082

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -790)
    -555        0        0     -155     -790     -710     -790      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      0.3      1.9     63.8     84.7     99.6     86.9      0.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       16       13       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      890,681
COMMITMENTS
 143,099  206,160  324,482  349,877  316,838  817,458  847,479   73,223   43,201

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -32,245)
   3,005   -2,585    5,263     -506     -698    7,762    1,980  -40,007  -34,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     23.1     36.4     39.3     35.6     91.8     95.1      8.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      72       84      114       93       76      239      209
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,202
COMMITMENTS
   1,942        0    2,400   62,624   61,909   66,966   64,309    6,236    8,893

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,910)
     105        0     -274   -3,402   -5,264   -3,571   -5,538     -339    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      3.3     85.5     84.6     91.5     87.9      8.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        3       19       18       22       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,484
COMMITMENTS
   1,443        0    5,512   35,027   27,611   41,982   33,123    6,502   15,361

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -4,220)
      94   -2,031       28   -3,616   -1,922   -3,494   -3,925     -726     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0     11.4     72.2     56.9     86.6     68.3     13.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       11       13       14       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,294
COMMITMENTS
   1,955    2,869      400   52,330   49,419   54,685   52,688   13,609   15,606

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,927)
    -314    2,869     -270   -2,998   -5,961   -3,582   -3,362     -345     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.2      0.6     76.6     72.4     80.1     77.1     19.9     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       23       26       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,487
COMMITMENTS
       0        0        0   69,697   77,695   69,697   77,695   13,790    5,792

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,250)
       0        0        0   -1,549   -1,832   -1,549   -1,832     -701     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.5     93.1     83.5     93.1     16.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       21       19       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,727
COMMITMENTS
     817    2,835    4,969   68,440   74,170   74,226   81,974   12,501    4,753

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,544)
     577     -474     -117   -5,012   -4,448   -4,552   -5,039     -992     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      5.7     78.9     85.5     85.6     94.5     14.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       22       21       24       25
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,061
COMMITMENTS
     836    8,672    5,033   88,466   77,898   94,335   91,603    5,726    8,458

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -6,126)
     836   -1,099     -456   -5,866   -3,828   -5,486   -5,383     -640     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      8.7      5.0     88.4     77.9     94.3     91.5      5.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       16       23       19       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,972
COMMITMENTS
       0    3,208    2,353   25,313   21,263   27,666   26,824    2,306    3,148

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,514)
       0      198     -566   -2,899   -2,216   -3,465   -2,584      951       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      7.9     84.5     70.9     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       14       18       16
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,321
COMMITMENTS
   3,606    3,977    3,532   71,648   77,178   78,786   84,687   12,535    6,634

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,474)
     477      425      229   -6,020   -6,553   -5,314   -5,899     -161      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      4.4      3.9     78.5     84.5     86.3     92.7     13.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,566,599
COMMITMENTS
  42,297  120,469  487,121  1032226  953,666  1561645  1561256    4,954    5,343

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     25,921)
     703    9,589    8,510   18,024    9,071   27,237   27,170   -1,316   -1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      7.7     31.1     65.9     60.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      40       38       64       56       59      128      130
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,476
COMMITMENTS
   2,480    2,420        0   99,549   95,992  102,029   98,412    5,447    9,064

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,437)
       0     -600        0   -3,116   -1,820   -3,116   -2,420    1,679      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.3      0.0     92.6     89.3     94.9     91.6      5.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       16       18       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,601
COMMITMENTS
   7,258   11,850    4,819  198,863  197,108  210,940  213,777    6,661    3,824

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,448)
  -1,685   -1,601      404   -7,415   -9,191   -8,696  -10,388   -1,752      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.4      2.2     91.4     90.6     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        2        4       39       38       45       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,164
COMMITMENTS
   4,508      859    2,827  126,248  136,359  133,583  140,045   10,581    4,119

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -8,000)
    -138     -156     -312   -7,675   -7,562   -8,125   -8,030      125       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.6      2.0     87.6     94.6     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       29       27       32       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,289
COMMITMENTS
  20,589        0   12,759  193,095  217,396  226,443  230,155   15,846   12,134

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,534)
    -555     -178   -2,425   -9,576   -9,734  -12,556  -12,337    2,022    1,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      5.3     79.7     89.7     93.5     95.0      6.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        0        5       33       34       38       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,668
COMMITMENTS
   1,388        0    2,304   43,796   47,816   47,488   50,120    8,180    5,548

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -330)
    -258        0      -10      396      233      128      223     -458     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      4.1     78.7     85.9     85.3     90.0     14.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       15       16       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,852,888
COMMITMENTS
 596,639   79,598  858,126  1364065  1894000  2818830  2831724   34,058   21,164

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -95,125)
 -32,390  -21,785  -19,722  -48,136  -58,764 -100,248 -100,271    5,123    5,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      2.8     30.1     47.8     66.4     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       24       52      102       98      166      153
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      931,766
COMMITMENTS
 112,642  121,077  172,273  632,984  628,518  917,899  921,868   13,867    9,898

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:   -107,832)
 -56,203  -26,607  -21,233  -43,497  -64,259 -120,933 -112,099   13,101    4,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     13.0     18.5     67.9     67.5     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       21       37       41       39       84       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,755
COMMITMENTS
       0      496       45    1,590    1,087    1,635    1,628      120      127

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -449)
       0       53       -7     -522     -507     -529     -461       80       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     28.3      2.6     90.6     61.9     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       12       14       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      129,001
COMMITMENTS
   1,136    1,824    3,079  123,604  123,654  127,820  128,558    1,181      443

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,048)
      22      241     -135   -2,141   -2,235   -2,255   -2,129      207       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.4      2.4     95.8     95.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        5       36       33       43       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,069
COMMITMENTS
       0       44        0    6,771    6,943    6,771    6,987      298       82

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -598)
       0        0        0     -576     -616     -576     -616      -22       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     95.8     98.2     95.8     98.8      4.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,537
COMMITMENTS
     109       80      569   22,947   22,920   23,625   23,568      912      969

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,243)
     -21        0      -49   -2,080   -2,177   -2,151   -2,226      -92      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.3      2.3     93.5     93.4     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       23       21       26       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,094
COMMITMENTS
       0    1,234      436   29,754   30,240   30,190   31,910    1,904      184

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        -37)
       0       70      -30      452       23      422       63     -459     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.4     92.7     94.2     94.1     99.4      5.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       23       28       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,080
COMMITMENTS
     758        0        0   11,492   11,990   12,250   11,990      830    1,090

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -312)
     -14        0        0     -320     -202     -334     -202       22     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      0.0     87.9     91.7     93.7     91.7      6.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       17       22       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       44,697
COMMITMENTS
       0        0        0   44,017   44,189   44,017   44,189      680      508

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      1,277)
      -0        0        0    1,743    1,045    1,743    1,045     -465      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     98.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       24       24       25       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| 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:       11,712
COMMITMENTS
       0        0        0   11,012   11,324   11,012   11,324      700      388

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -536)
       0        0        0     -556     -526     -556     -526       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.0     96.7     94.0     96.7      6.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       21       23       21
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,649
COMMITMENTS
       0      982        0   18,502   17,520   18,502   18,502      147      147

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,874)
       0     -132        0   -1,852   -1,720   -1,852   -1,852      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0     99.2     93.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13        8       13       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       52,468
COMMITMENTS
       0        0        0   51,633   52,368   51,633   52,368      835      100

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,046)
    -264      -44        0   -1,672   -2,002   -1,936   -2,046     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4     99.8     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        9       19        9
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      858,979
COMMITMENTS
       0   31,040        0  858,979  827,939  858,979  858,979        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -31,752)
       0        0        0  -31,752  -31,752  -31,752  -31,752        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:       20)
       0        3        0       14        7       14       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       90,909
COMMITMENTS
       0    5,575        0   90,909   85,334   90,909   90,909        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,440)
       0     -330        0   -3,440   -3,110   -3,440   -3,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,497,740
COMMITMENTS
       0   73,840        0  1497740  1423900  1497740  1497740        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -65,766)
       0   -3,920        0  -65,766  -61,846  -65,766  -65,766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      165,316
COMMITMENTS
   6,557        0        0  158,759  164,581  165,316  164,581        0      735

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -7,190)
    -462        0        0   -6,708   -7,060   -7,170   -7,060      -20     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.0     96.0     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       21       28       24       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,581,887
COMMITMENTS
 107,616        0        0  2474271  2581887  2581887  2581887        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:   -102,784)
  -4,312        0        0  -98,472 -102,784 -102,784 -102,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.0     95.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       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 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       61,448
COMMITMENTS
      80    3,090        0   61,326   57,912   61,406   61,002       42      446

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,756)
       0        0        0   -1,734   -1,734   -1,734   -1,734      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.0      0.0     99.8     94.2     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,034,928
COMMITMENTS
       0   83,880        0  1034928  951,048  1034928  1034928        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -10,726)
       0   21,560        0  -10,726  -32,286  -10,726  -10,726        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.0    100.0     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       51,422
COMMITMENTS
   1,290      579       45   49,832   50,758   51,167   51,382      255       40

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      2,272)
    -247      149      -65    2,584    2,188    2,272    2,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.1      0.1     96.9     98.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      923,657
COMMITMENTS
  36,020   35,400        0  887,637  888,257  923,657  923,657        0        0

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     29,528)
   5,845     -872   -3,920   27,603   34,320   29,528   29,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.8      0.0     96.1     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,874
COMMITMENTS
     330      195       20   18,075   18,498   18,425   18,713      449      161

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        192)
       0      111        0      192       81      192      192       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.0      0.1     95.8     98.0     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       30       34       31       37
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,706
COMMITMENTS
     305        0       25    6,866    7,251    7,196    7,276      510      430

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,119)
      -5        0       25   -1,094   -1,169   -1,074   -1,144      -45       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.3     89.1     94.1     93.4     94.4      6.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       23       20       25       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,997
COMMITMENTS
     224        0      131   11,391   11,775   11,746   11,906      251       91

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,198)
     -45        0       -5   -1,112   -1,188   -1,162   -1,193      -36       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.1     94.9     98.1     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       18       23       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,615
COMMITMENTS
       0      432      130   11,980   11,946   12,110   12,508      505      107

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        526)
       0        0        0      567      500      567      500      -41       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      1.0     95.0     94.7     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       27       29       29       31
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,579
COMMITMENTS
       0      170       85    5,000    5,109    5,085    5,364      494      215

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -321)
       0      110       15     -410     -240     -395     -115       74     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      1.5     89.6     91.6     91.1     96.1      8.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       20       18       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,905,903
COMMITMENTS
 290,437  100,074  980,230  1551567  1755135  2822234  2835439   83,669   70,464

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -27,918)
  -5,222   -4,062  -15,992    7,328   29,224  -13,886    9,169  -14,032  -37,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      3.4     33.7     53.4     60.4     97.1     97.6      2.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     171       99      192       90      106      346      316
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,265
COMMITMENTS
   5,349   25,464   20,235   63,697   43,555   89,281   89,253    1,984    2,011

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      1,420)
    -476    1,735      212      820     -790      556    1,157      864      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     27.9     22.2     69.8     47.7     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        7       14       19       20       33       34
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,986
COMMITMENTS
  37,797   32,867    1,818  138,280  126,327  177,895  161,012   28,091   44,974

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -14,883)
     303   -3,899      -21  -10,661  -12,807  -10,379  -16,727   -4,504    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     16.0      0.9     67.1     61.3     86.4     78.2     13.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        5       30       30       36       38
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      212,926
COMMITMENTS
  34,291    8,587   51,871  123,084  149,825  209,246  210,283    3,680    2,643

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:        544)
     418      187     -274      237      568      381      481      163       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      4.0     24.4     57.8     70.4     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      30       14       35       29       31       70       69
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      661,619
COMMITMENTS
  46,593    2,985   81,368  514,459  558,591  642,420  642,944   19,199   18,675

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:    -29,655)
  -4,106       31   -6,842  -18,081  -22,756  -29,030  -29,567     -625      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.5     12.3     77.8     84.4     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        1       13       32       33       45       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       76,968
COMMITMENTS
     302    1,685      200   75,241   74,653   75,743   76,538    1,225      430

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,158)
     150     -445     -150   -2,008   -1,538   -2,008   -2,133   -1,150   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.2      0.3     97.8     97.0     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        3       44       53       49       58
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,037
COMMITMENTS
  19,396   48,541   12,670  134,448  104,036  166,514  165,247    6,523    7,790

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      5,538)
      91    4,984      567    4,903     -234    5,561    5,317      -23      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     28.1      7.3     77.7     60.1     96.2     95.5      3.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       18       17       24       24       45       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,045
COMMITMENTS
   2,234    2,825    3,479   30,685   32,091   36,398   38,395    3,647    1,650

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      1,800)
    -550        0    1,300      800      800    1,550    2,100      250     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.1      8.7     76.6     80.1     90.9     95.9      9.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        7       14       15       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,703
COMMITMENTS
   4,045    2,885    1,785   65,111   78,309   70,941   82,979   31,762   19,724

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -5,907)
    -570     -150      -90   -5,848   -1,921   -6,508   -2,161      601   -3,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.8      1.7     63.4     76.2     69.1     80.8     30.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       23       21       27       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,552
COMMITMENTS
       0    1,343        0   37,422   36,067   37,422   37,410      130      142

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,461)
       0      -25        0   -3,396   -3,476   -3,396   -3,501      -65       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     99.7     96.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        0       25       36       25       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,255
COMMITMENTS
  14,282    1,746      191    5,115   19,876   19,588   21,813    2,667      442

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -439)
    -507     -139       78      283     -342     -146     -403     -293      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2      7.8      0.9     23.0     89.3     88.0     98.0     12.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      82       12        5       15       31      101       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,269
COMMITMENTS
  21,025    1,721        6    5,535   28,869   26,566   30,596    4,703      673

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -380)
     221      344      -36       87      -61      272      247     -652     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2      5.5      0.0     17.7     92.3     85.0     97.8     15.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      86       11        2       11       31       98       43
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,645
COMMITMENTS
  83,851   14,854   35,053  136,662  211,099  255,567  261,006   22,079   16,639

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      5,311)
   4,852    1,041       -1   13,321    5,929   18,172    6,968  -12,861   -1,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      5.3     12.6     49.2     76.0     92.0     94.0      8.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      72       21       45       73       81      166      130
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,384
COMMITMENTS
   1,704        0      440   15,388   16,457   17,532   16,897    4,852    5,487

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,054)
    -290        0       -4   -2,145   -2,921   -2,439   -2,925     -615     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      2.0     68.7     73.5     78.3     75.5     21.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       19       19       22       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| 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
   1,454        0       50    6,182    7,633    7,686    7,683      503      506

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,418)
    -675      -50     -100   -1,478   -2,003   -2,253   -2,153     -165     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      0.0      0.6     75.5     93.2     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        0        1       26       29       32       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,915
COMMITMENTS
   2,619        0        0   38,055   41,605   40,674   41,605    1,241      310

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -259)
    -250        0        0       84     -259     -166     -259      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.0     90.8     99.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       32       31       34       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,820
COMMITMENTS
     460        0        0   18,080   17,560   18,540   17,560      280    1,260

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,530)
    -455        0        0   -3,025   -3,530   -3,480   -3,530      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     96.1     93.3     98.5     93.3      1.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       15       25       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,790
COMMITMENTS
   2,200       50      150   12,340   13,540   14,690   13,740      100    1,050

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -550)
     300        0        0     -850     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.3      1.0     83.4     91.5     99.3     92.9      0.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        1       25       27       29       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,765
COMMITMENTS
     399       90        0    2,334    3,044    2,733    3,134    1,032      631

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:       -371)
      32      -31        0     -224        6     -192      -25     -179     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      2.4      0.0     62.0     80.8     72.6     83.2     27.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       19       18       21       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,068
COMMITMENTS
     420        0        0   14,403   15,058   14,823   15,058      245       10

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -3,526)
       0        0        0   -3,441   -3,511   -3,441   -3,511      -85      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     95.6     99.9     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,654
COMMITMENTS
   2,367      260       27   14,775   17,286   17,169   17,573      485       81

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,150)
    -384      -98        0   -1,662   -1,985   -2,046   -2,083     -104      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      1.5      0.2     83.7     97.9     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        2       28       32       34       35
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,410
COMMITMENTS
     934      178        0    8,440    9,172    9,374    9,350       36       60

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -1,066)
     -27      -89      -18     -898     -846     -943     -953     -123     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      1.9      0.0     89.7     97.5     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       22       23       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,256
COMMITMENTS
  12,811      390    1,178   37,694   50,828   51,683   52,396    2,573    1,860

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:     -2,968)
     326      -30     -352   -2,120   -2,114   -2,146   -2,496     -822     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      0.7      2.2     69.5     93.7     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        2        3       30       36       38       41
```

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Updated November 6, 2009