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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,401
COMMITMENTS
   1,803      675        0   33,468   34,701   35,271   35,376      130       25

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -9,344)
       0        0        0   -9,139   -9,142   -9,139   -9,142     -205     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.9      0.0     94.5     98.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       35       37       36       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,798
COMMITMENTS
       0        0        0   18,701   18,648   18,701   18,648       97      150

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,407)
     -50        0        0   -2,412   -2,512   -2,462   -2,512       55      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       25       26       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,015
COMMITMENTS
     505      216      114    5,126    5,443    5,745    5,773    1,270    1,242

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -412)
     128        0     -128     -856     -455     -856     -583      444      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      3.1      1.6     73.1     77.6     81.9     82.3     18.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       19       21       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,909
COMMITMENTS
     207      221        0    8,234    8,624    8,441    8,845    1,468    1,064

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,223)
    -451      -75      -55   -2,076   -2,298   -2,582   -2,428      359      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.2      0.0     83.1     87.0     85.2     89.3     14.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       38       43       39       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,611
COMMITMENTS
      30      141       28    6,940    6,931    6,998    7,100      613      511

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,275)
     -50       21      -46   -2,113   -2,267   -2,209   -2,292      -66       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.9      0.4     91.2     91.1     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        1       46       52       48       55
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,702
COMMITMENTS
       0        0        0    8,697    8,662    8,697    8,662        5       40

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,485)
       0        0        0   -1,480   -1,525   -1,480   -1,525       -5       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     99.5     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       17       17       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,155
COMMITMENTS
  67,465   17,088   29,911  170,665  239,844  268,041  286,843   49,114   30,312

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,259)
   7,773    1,957    1,772  -13,465   -3,418   -3,920      311    6,179    1,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      5.4      9.4     53.8     75.6     84.5     90.4     15.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      52       19       35       69       82      140      123
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,474
COMMITMENTS
     996      250      425   14,096   14,971   15,517   15,646      957      828

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,361)
       0      -60     -200   -4,738   -6,353   -4,938   -6,613   -1,423      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.5      2.6     85.6     90.9     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        5       34       46       42       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,100
COMMITMENTS
     225      300       75   15,636   14,760   15,936   15,135    1,164    1,965

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,367)
    -150        0     -300   -1,855   -2,027   -2,305   -2,327      -62      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.8      0.4     91.4     86.3     93.2     88.5      6.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       22       16       23       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,675
COMMITMENTS
       0      200        0    1,625      900    1,625    1,100       50      575

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.9      0.0     97.0     53.7     97.0     65.7      3.0     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       11        9       11       11
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      724,087
COMMITMENTS
  82,285  238,874  257,881  308,551  188,724  648,717  685,479   75,370   38,608

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     22,185)
    -436    9,624   12,484    5,555   -3,962   17,603   18,146    4,582    4,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     33.0     35.6     42.6     26.1     89.6     94.7     10.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      67       81      104       83       67      222      194
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,418
COMMITMENTS
   2,647        0    1,285   53,649   55,562   57,581   56,847    7,837    8,571

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,084)
    -356        0       47   -5,449   -3,693   -5,758   -3,646    1,674     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.0     82.0     84.9     88.0     86.9     12.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       19       20       21       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,250
COMMITMENTS
     826    2,469      400   58,523   56,136   59,749   59,005   11,501   12,245

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,206)
  -1,077     -400        0   -5,402   -6,109   -6,479   -6,509      273      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.5      0.6     82.1     78.8     83.9     82.8     16.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       25       26       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,468
COMMITMENTS
       0        0        0   67,950   74,351   67,950   74,351   11,518    5,117

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,720)
       0        0        0   -2,484   -2,493   -2,484   -2,493   -1,236   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.5     93.6     85.5     93.6     14.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       20       19       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,043
COMMITMENTS
   7,070        0    2,536   72,305   83,968   81,911   86,504   10,132    5,539

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,401)
    -952        0       57   -3,426   -4,182   -4,321   -4,125   -1,080   -1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      2.8     78.6     91.2     89.0     94.0     11.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        3       23       26       26       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,870
COMMITMENTS
     957    3,422    4,457   81,993   74,311   87,407   82,190    6,463   11,680

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,162)
     292     -746     -437   -4,838   -5,678   -4,983   -6,861     -179    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.6      4.7     87.3     79.2     93.1     87.6      6.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       14       21       17       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,601
COMMITMENTS
  10,401    2,543    3,804   66,688   78,832   80,893   85,179   11,708    7,422

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,284)
    -554      -55   -1,345   -5,601   -5,335   -7,500   -6,735      216     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.7      4.1     72.0     85.1     87.4     92.0     12.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       21       23       25       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,678
COMMITMENTS
       0    1,180        0   88,974   86,643   88,974   87,823    3,704    4,855

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,688)
       0     -620        0   -8,468   -6,665   -8,468   -7,285      780     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     96.0     93.5     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       17       16       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,628
COMMITMENTS
   5,507    8,455    4,754  178,354  178,456  188,615  191,665   10,013    6,963

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -15,975)
    -886     -781     -592  -13,170  -15,215  -14,648  -16,588   -1,327      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.3      2.4     89.8     89.8     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        5       39       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      141,623
COMMITMENTS
   2,570      295    2,716  124,292  133,740  129,578  136,751   12,045    4,872

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -8,062)
     796     -527     -889   -7,560   -6,304   -7,653   -7,720     -409     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.2      1.9     87.8     94.4     91.5     96.6      8.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       24       25       27       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,938
COMMITMENTS
   6,791      662   11,547  203,692  215,081  222,030  227,290   12,908    7,648

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,874)
  -2,221      662      666    4,294   -1,288    2,739       40   -5,613   -2,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.3      4.9     86.7     91.5     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        4       35       37       39       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,862,272
COMMITMENTS
 707,716   75,822  860,965  1262551  1908468  2831232  2845255   31,040   17,017

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:   -194,978)
  43,529   -4,259  -88,391 -143,565  -99,181 -188,427 -191,831   -6,551   -3,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      2.6     30.1     44.1     66.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      45       20       58      103       95      169      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      891,391
COMMITMENTS
 128,974  196,509  144,378  612,716  548,031  886,068  888,918    5,323    2,473

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,975)
   6,544      -21    4,062   -8,745   -1,265    1,861    2,776      114     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     22.0     16.2     68.7     61.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       25       40       40       37       87       82
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,487
COMMITMENTS
       0      810        0    2,378    1,524    2,378    2,334      109      153

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,455)
     -86     -150      -42   -1,308   -1,275   -1,436   -1,467      -19       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     32.6      0.0     95.6     61.3     95.6     93.8      4.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       15       12       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,933
COMMITMENTS
   3,750       80      282   36,438   41,171   40,470   41,533    1,463      400

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,583)
  -1,000     -220      -70   -1,094   -1,261   -2,164   -1,551      581      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.2      0.7     86.9     98.2     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        2       32       29       37       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,130
COMMITMENTS
       2    1,140      472   17,678   16,117   18,152   17,729      978    1,401

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -667)
       2       54      -26     -749     -770     -773     -742      106       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      2.5     92.4     84.2     94.9     92.7      5.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       17       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,271
COMMITMENTS
       0    1,270      480   28,802   28,833   29,282   30,583    1,989      688

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -410)
       0      -10      -10     -598     -688     -608     -708      198      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      1.5     92.1     92.2     93.6     97.8      6.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       19       28       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,038
COMMITMENTS
     720        0        0   10,118   11,470   10,838   11,470    2,200    1,568

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -332)
       0        0        0   -1,380     -556   -1,380     -556    1,048      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.0     77.6     88.0     83.1     88.0     16.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       15       16       15
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,508
COMMITMENTS
     672        0        0   14,525   15,110   15,197   15,110      311      398

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:         62)
     -20        0        0      110      -36       90      -36      -28       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.0     93.7     97.4     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       18       22       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| 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:       11,208
COMMITMENTS
       0        0        0   10,078   10,364   10,078   10,364    1,130      844

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -554)
       0        0        0     -726     -520     -726     -520      172      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.9     92.5     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       16       18       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       55,508
COMMITMENTS
       0        0        0   55,508   55,166   55,508   55,166        0      342

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,080)
       0        0        0   -3,080   -3,080   -3,080   -3,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        8       14        8
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       49,744
COMMITMENTS
       0      400        0   49,119   49,244   49,119   49,644      625      100

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,750)
    -220        0        0   -2,420   -2,750   -2,640   -2,750     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     98.7     99.0     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18        8       18        9
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      822,066
COMMITMENTS
       0   31,040        0  822,066  791,026  822,066  822,066        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -33,712)
       0        0        0  -33,712  -33,712  -33,712  -33,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.0    100.0     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       91,298
COMMITMENTS
       0    4,345        0   90,498   86,153   90,498   90,498      800      800

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,514)
       0     -930        0   -6,514   -5,544   -6,514   -6,474        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.0     99.1     94.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       13       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,537,250
COMMITMENTS
       0   65,910        0  1537250  1471340  1537250  1537250        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -78,792)
       0   -3,920        0  -78,792  -74,872  -78,792  -78,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       12       16       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      168,419
COMMITMENTS
   5,375        0        0  163,044  167,814  168,419  167,814        0      605

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -9,246)
    -842        0        0   -8,364   -9,136   -9,206   -9,136      -40     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     96.8     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       22       25       24       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,708,942
COMMITMENTS
  98,893        0        0  2610049  2708942  2708942  2708942        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:   -115,248)
  -4,312        0        0 -110,936 -115,248 -115,248 -115,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       20       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       61,096
COMMITMENTS
      80    3,090        0   61,016   57,750   61,096   60,840        0      256

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,222)
       0        0        0   -2,200   -2,222   -2,200   -2,222      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.1      0.0     99.9     94.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,008,456
COMMITMENTS
       0   79,915        0  1008456  928,541  1008456  1008456        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -26,264)
       0   -1,960        0  -26,264  -24,304  -26,264  -26,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,176
COMMITMENTS
   5,130      515       45   51,746   56,576   56,921   57,136      255       40

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -924)
       0      -44        0     -924     -880     -924     -924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.9      0.1     90.5     99.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       22       28       24       30
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,038,064
COMMITMENTS
 105,180   35,400        0  932,884  1002664  1038064  1038064        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -19,992)
       0        0        0  -19,992  -19,992  -19,992  -19,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      3.4      0.0     89.9     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       23       23       25       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,986
COMMITMENTS
     457        0       21   21,556   22,670   22,034   22,691      952      295

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        770)
     165        0        0      584      770      749      770       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.1     93.8     98.6     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       31       33       33       34
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,876
COMMITMENTS
       0      317      180   12,457   12,244   12,637   12,741      239      135

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,783)
       0      135      -65   -1,375   -1,702   -1,440   -1,632     -343     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      1.4     96.7     95.1     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       22       20       23
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,875
COMMITMENTS
       0        0        0    6,190    6,613    6,190    6,613    1,685    1,262

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,628)
       0        0        0   -1,016   -1,047   -1,016   -1,047     -612     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.6     84.0     78.6     84.0     21.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       17       22       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,231,436
COMMITMENTS
 265,034  156,199  269,160  611,986  738,471  1146180  1163830   85,256   67,606

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     46,228)
  17,535    2,778   18,670     -405   19,785   35,800   41,233   10,428    4,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     12.7     21.9     49.7     60.0     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     114       91      140       81       92      282      248
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,580
COMMITMENTS
  36,759   25,864    1,677  142,397  131,789  180,833  159,330   27,747   49,250

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -12,236)
  -2,563   -5,628     -139  -15,294  -14,372  -17,996  -20,139    5,760    7,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     12.4      0.8     68.3     63.2     86.7     76.4     13.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       27       27       33       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,492
COMMITMENTS
      25    1,155      200   66,787   65,692   67,012   67,047      480      445

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -19,263)
     -75     -150        0  -18,605  -18,893  -18,680  -19,043     -583     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.3     99.0     97.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        2       48       49       51       54
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,006
COMMITMENTS
  19,209   29,265    8,319   99,975   86,734  127,503  124,318    5,503    8,688

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,662)
   4,603   -1,900   -1,156   -1,005    3,363    2,442      307      220    2,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     22.0      6.3     75.2     65.2     95.9     93.5      4.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       12       12       24       24       42       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,526
COMMITMENTS
     916    2,641    5,913   25,795   24,065   32,624   32,619    1,902    1,907

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        982)
     255        0       45      707      877    1,007      922      -25       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      7.6     17.1     74.7     69.7     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        4       16       18       21       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,070
COMMITMENTS
       0    2,130        0   36,070   33,851   36,070   35,981        0       89

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,741)
       0        0        0   -4,726   -4,696   -4,726   -4,696      -15      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      0.0    100.0     93.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        0       25       34       25       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,379
COMMITMENTS
  16,060    1,942      322    4,063   20,470   20,445   22,734    2,934      645

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        977)
     -38     -170      140      499      778      601      748      376      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7      8.3      1.4     17.4     87.6     87.5     97.2     12.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      89       16        5       19       27      111       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       33,582
COMMITMENTS
  21,663    1,285      273    6,265   30,858   28,201   32,416    5,381    1,166

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,109)
     612     -507     -213      489    1,647      888      927      221      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5      3.8      0.8     18.7     91.9     84.0     96.5     16.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      80        9        3       18       30      101       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      246,966
COMMITMENTS
  87,887   14,245   18,188  119,868  199,594  225,943  232,027   21,023   14,939

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     11,786)
  15,356      398      850  -11,091    6,569    5,115    7,817    6,671    3,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      5.8      7.4     48.5     80.8     91.5     94.0      8.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      70       22       47       74       82      168      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,379
COMMITMENTS
   1,374        0      495   14,330   14,979   16,199   15,474    5,180    5,905

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,884)
    -719        0     -168   -1,240   -2,304   -2,127   -2,472      243      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      2.3     67.0     70.1     75.8     72.4     24.2     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       14       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,791
COMMITMENTS
   1,206        0      266    5,746    7,335    7,218    7,601      573      190

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,756)
    -375        0      -50   -1,256   -1,781   -1,681   -1,831      -75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      0.0      3.4     73.8     94.1     92.6     97.6      7.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       25       30       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,437
COMMITMENTS
     750        0      690   35,416   37,552   36,856   38,242    1,581      195

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,464)
       0        0        0   -4,480   -4,214   -4,480   -4,214       16     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      1.8     92.1     97.7     95.9     99.5      4.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       35       25       37       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,796
COMMITMENTS
   2,425        0        0   17,260   19,196   19,685   19,196      111      600

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,830)
    -230        0        0   -3,651   -3,830   -3,881   -3,830       51        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.0      0.0     87.2     97.0     99.4     97.0      0.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       14       23       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,703
COMMITMENTS
   2,484        0        0   11,219   12,862   13,703   12,862        0      841

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,758)
    -500      -50        0   -1,258   -1,506   -1,758   -1,556        0     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      0.0      0.0     81.9     93.9    100.0     93.9      0.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       21       22       24       22
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,457
COMMITMENTS
     230        0        0    2,372    2,602    2,602    2,602      855      855

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -471)
      -5      -63        0     -318     -498     -323     -561     -148       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     68.6     75.3     75.3     75.3     24.7     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       15       14       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,430
COMMITMENTS
       0        0        0   11,915   12,430   11,915   12,430      515        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,785)
       0        0        0   -2,700   -2,680   -2,700   -2,680      -85     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9    100.0     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       15       16       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,101
COMMITMENTS
     708       96      150   14,930   15,724   15,788   15,970      313      131

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,212)
    -393        0       -7   -1,835   -2,283   -2,235   -2,290       23       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.6      0.9     92.7     97.7     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       28       32       31       34
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,803
COMMITMENTS
   1,121      356        0    9,682   10,382   10,803   10,738        0       65

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,115)
    -403     -107        0     -612     -881   -1,015     -988     -100     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.3      0.0     89.6     96.1    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       19       21       22       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,374
COMMITMENTS
   7,355    1,716      856   39,913   47,043   48,124   49,615    2,250      759

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,275)
     112      225     -439   -2,487   -2,607   -2,814   -2,821      539      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      3.4      1.7     79.2     93.4     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        3       34       37       41       42
```

----

Updated January 8, 2010