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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,051
COMMITMENTS
   1,273    4,904      243   36,489   32,884   38,005   38,031       46       20

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      2,043)
       0      655     -225    2,318    1,627    2,093    2,057      -50      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     12.9      0.6     95.9     86.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        2       40       49       43       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,566
COMMITMENTS
       0        0        0   27,451   27,329   27,451   27,329      115      237

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,582)
       0        0        0    1,582    1,582    1,582    1,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     99.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       31       33       31       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,355
COMMITMENTS
     137      216       79    4,366    4,874    4,582    5,169    1,773    1,186

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      104      261      104      261      156       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.4      1.2     68.7     76.7     72.1     81.3     27.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       20       22       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,789
COMMITMENTS
     963      362      193    7,279    8,006    8,435    8,561    1,354    1,228

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        364)
      64        5      109      151      225      324      339       40       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      3.7      2.0     74.4     81.8     86.2     87.5     13.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        6       38       42       44       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,127
COMMITMENTS
     293      279      810    7,369    7,539    8,472    8,628      655      499

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        369)
     136       15       34      177      345      347      394       22      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.1      8.9     80.7     82.6     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        5        6       49       55       56       63
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,924
COMMITMENTS
     230        0        5    2,023    2,384    2,258    2,389      666      535

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         36)
     -10        0        5       41      164       36      169        0     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.2     69.2     81.5     77.2     81.7     22.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       19       18       21       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,272
COMMITMENTS
      40       25        0    1,761    1,829    1,801    1,854      471      418

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         27)
       0        0        0       22      112       22      112        5      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.1      0.0     77.5     80.5     79.3     81.6     20.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       20       19       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,935
COMMITMENTS
      60       20       25    1,237    1,200    1,322    1,245      613      690

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.0      1.3     63.9     62.0     68.3     64.3     31.7     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       17       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       21,033
COMMITMENTS
       0        0        0   20,918   20,918   20,918   20,918      115      115

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       22       21       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,911
COMMITMENTS
  35,070   41,345   33,049  213,379  206,821  281,498  281,215   33,413   33,696

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      5,476)
   2,021   -1,658    4,480    1,920    2,930    8,421    5,752   -2,945     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     13.1     10.5     67.8     65.7     89.4     89.3     10.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      29       40       42       65       82      119      144
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,623
COMMITMENTS
     181    1,845      869   20,573   18,909   21,623   21,623        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      3,195)
     -69      300      -31    3,345    2,926    3,245    3,195      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      8.5      4.0     95.1     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       2        6        7       51       57       58       68
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,049
COMMITMENTS
     870        0      533   10,211   11,020   11,614   11,553      435      496

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          8)
     -50        0        8       50        0        8        8        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      4.4     84.7     91.5     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        3       27       23       31       26
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,646
COMMITMENTS
     297      114      357    3,099    2,815    3,753    3,286      893    1,360

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        119)
     -14       13      -14      160      119      132      118      -13        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.5      7.7     66.7     60.6     80.8     70.7     19.2     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       20       19       24       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      816,477
COMMITMENTS
 113,993  277,699  271,490  357,416  227,682  742,899  776,871   73,578   39,606

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:    -12,088)
   1,062    1,572  -11,307   -3,689   -2,352  -13,934  -12,087    1,846       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     34.0     33.3     43.8     27.9     91.0     95.1      9.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      78       99      125       86       75      238      243
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,470
COMMITMENTS
   1,143        0    1,288   43,654   47,337   46,085   48,625    9,385    6,845

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,455)
     422     -493     -242    1,200    1,502    1,380      767       75      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      2.3     78.7     85.3     83.1     87.7     16.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       20       18       22       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       35,758
COMMITMENTS
     244       42    3,397   30,035   24,719   33,676   28,158    2,082    7,600

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        732)
     244     -488      488        0        0      732        0        0      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      9.5     84.0     69.1     94.2     78.7      5.8     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       15       19       17       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,168
COMMITMENTS
       0        0        0   52,384   47,992   52,384   47,992    7,784   12,176

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -208)
       0        0        0     -208     -208     -208     -208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.1     79.8     87.1     79.8     12.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       22       18       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,077
COMMITMENTS
       0        0        0   56,766   62,766   56,766   62,766    9,311    3,311

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.9     95.0     85.9     95.0     14.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       19       19       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,013
COMMITMENTS
   3,385        0    7,557   59,606   64,133   70,548   71,690    7,465    6,323

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,162)
  -2,790        0    2,336    1,496   -1,174    1,042    1,162      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      9.7     76.4     82.2     90.4     91.9      9.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        4       22       26       26       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,922
COMMITMENTS
     488    6,272    1,758   60,159   43,572   62,405   51,602    5,517   16,320

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        538)
       0     -420      186      515      904      701      670     -163     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      9.2      2.6     88.6     64.2     91.9     76.0      8.1     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       14       19       17       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,196
COMMITMENTS
   6,323    1,987    2,148   31,261   31,812   39,732   35,947    4,464    8,249

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        122)
     304        0     -182        0      304      122      122        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      4.5      4.9     70.7     72.0     89.9     81.3     10.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       11       12       16       16
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       75,203
COMMITMENTS
   3,961    1,360    4,823   55,098   64,450   63,882   70,633   11,321    4,570

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          7)
   2,061        0     -385   -1,428      326      248      -59     -241       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.8      6.4     73.3     85.7     84.9     93.9     15.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        4       23       24       28       28
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       31,050
COMMITMENTS
       0        0        0   24,847   26,763   24,847   26,763    6,203    4,287

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.0     86.2     80.0     86.2     20.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,082
COMMITMENTS
     840        0        0   63,642   62,956   64,482   62,956      600    2,126

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      2,391)
       0        0        0    2,391    2,391    2,391    2,391        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.8     96.7     99.1     96.7      0.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       21       21       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,237
COMMITMENTS
   4,695    7,175    4,726  135,187  132,213  144,608  144,114    4,629    5,123

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        151)
    -271     -214      456      147      -91      332      151     -181        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.8      3.2     90.6     88.6     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       36       38       41       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,192
COMMITMENTS
   1,000    3,838      872  105,416  105,943  107,288  110,653    8,904    5,539

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        310)
       0      227       52      -60       31       -8      310      318        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      0.8     90.7     91.2     92.3     95.2      7.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       25       22       28       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,950
COMMITMENTS
   8,611      278    6,911  162,615  179,154  178,137  186,343   14,813    6,607

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        983)
      40        0       15       65      389      120      404      863      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.1      3.6     84.3     92.8     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        4       36       38       40       42
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,298
COMMITMENTS
       0    2,719    1,086   40,321   36,354   41,407   40,159    2,891    4,139

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        189)
       0        0        0      189      189      189      189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      2.5     91.0     82.1     93.5     90.7      6.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       12       17       13
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,665,426
COMMITMENTS
 537,741  166,577  796,883  1310022  1685706  2644646  2649166   20,780   16,260

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:   -126,957)
 -93,996   -1,305  -22,373   -9,652 -102,075 -126,021 -125,753     -936   -1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      6.2     29.9     49.1     63.2     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      31       34       59      110       98      174      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,008,742
COMMITMENTS
  94,685  162,866  165,502  745,898  676,628  1006085  1004996    2,657    3,746

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:    -53,134)
 -25,671    7,320  -24,427   -4,700  -37,197  -54,798  -54,304    1,664    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     16.1     16.4     73.9     67.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       25       41       45       42       90       90
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,431
COMMITMENTS
       0    1,345        0    6,345    4,924    6,345    6,269       86      162

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        687)
       0        0        0      741      724      741      724      -54      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.9      0.0     98.7     76.6     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       23       26       23       27
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,827
COMMITMENTS
       0       51        0    3,797    3,661    3,797    3,712       30      115

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        369)
       0        0        0      380      334      380      334      -11       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     99.2     95.7     99.2     97.0      0.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       20       14       21
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,272
COMMITMENTS
       0      114       43    1,728    1,444    1,771    1,601      501      671

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         -2)
       0       -9      -18        9      -30       -9      -57        7       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      1.9     76.1     63.6     77.9     70.5     22.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        2       19       21       21       23
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,612
COMMITMENTS
     132        0       59    1,882    2,094    2,073    2,153      539      459

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        184)
     -18      -63        3      127      300      112      240       72      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      2.3     72.1     80.2     79.4     82.4     20.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       26       27       28       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,530
COMMITMENTS
   5,082      820      546   32,160   38,936   37,788   40,302    2,742      228

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     -1,887)
   1,278       27     -253   -2,837   -1,617   -1,812   -1,843      -75      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      2.0      1.3     79.3     96.1     93.2     99.4      6.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       33       24       37       28
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,829
COMMITMENTS
     432       42        0    7,587    8,231    8,019    8,273      810      556

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -255        0     -255        0      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.5      0.0     85.9     93.2     90.8     93.7      9.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       15       17       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,974
COMMITMENTS
       0      704      140   14,573   14,059   14,713   14,903    1,261    1,071

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        285)
       0      170     -100      433      125      333      195      -48       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.9     91.2     88.0     92.1     93.3      7.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       20       20       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,823
COMMITMENTS
       0    2,140      200   28,453   28,689   28,653   31,029    3,170      794

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         42)
       0        0        0      -32       42      -32       42       74        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.6     89.4     90.2     90.0     97.5     10.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       22       27       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,686
COMMITMENTS
     626        0      116   10,177   11,284   10,919   11,400    1,767    1,286

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       40       20       40        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.9     80.2     88.9     86.1     89.9     13.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,844
COMMITMENTS
       0    2,700        0   33,844   31,144   33,844   33,844        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      0.0    100.0     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16        9       16       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,165
COMMITMENTS
     212        0       12   15,138   15,583   15,362   15,595      803      570

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,326)
      40        0        0    1,460    1,346    1,500    1,346     -174      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.1     93.6     96.4     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       27       24       30       25
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       10,181
COMMITMENTS
       0        0        0    8,990    8,954    8,990    8,954    1,191    1,227

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       36        6       36        6      -42      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.3     87.9     88.3     87.9     11.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,611
COMMITMENTS
       0        0        0   55,611   55,567   55,611   55,567        0       44

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        189)
       0        0        0      189      189      189      189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       11       13       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      818,162
COMMITMENTS
       0        0        0  818,162  818,162  818,162  818,162        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       10       14       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,889
COMMITMENTS
       0    2,270        0   41,889   39,619   41,889   41,889        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -650)
       0        0        0     -650     -650     -650     -650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0    100.0     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15        6       15        8
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,451
COMMITMENTS
       0        0        0   36,643   37,451   36,643   37,451      808        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8    100.0     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       11       14       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      548,539
COMMITMENTS
       0        0        0  548,539  548,539  548,539  548,539        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       12       13       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       82,349
COMMITMENTS
       0        0        0   82,241   82,349   82,241   82,349      108        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      4,575)
       0        0        0    4,575    4,575    4,575    4,575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       17       18       17       18
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,394,320
COMMITMENTS
       0        0        0  1394320  1394320  1394320  1394320        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     70,320)
       0        0        0   70,320   70,320   70,320   70,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       15       17       15
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      223,054
COMMITMENTS
   2,710        0        0  219,833  223,054  222,543  223,054      511        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      2,974)
       0        0        0    2,974    2,974    2,974    2,974        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.6    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       27       33       29       33
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,805,459
COMMITMENTS
       0        0        0  3805459  3805459  3805459  3805459        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     46,846)
       0        0        0   46,846   46,846   46,846   46,846        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       25       24       25       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,920
COMMITMENTS
   1,275    2,350        0   62,645   61,315   63,920   63,665        0      255

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         21)
       0        0        0       21       21       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.7      0.0     98.0     95.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       28       20       29       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,123,845
COMMITMENTS
  23,400   70,120        0  1100445  1053725  1123845  1123845        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      4,631)
       0        0        0    4,631    4,631    4,631    4,631        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.2      0.0     97.9     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       25       24       26       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,051
COMMITMENTS
   2,700      110        0   61,351   63,941   64,051   64,051        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -105)
       0        0        0     -105     -105     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.2      0.0     95.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       26       28       27       29
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,766
COMMITMENTS
     130      564       86    9,400    8,819    9,616    9,469      150      297

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.8      0.9     96.3     90.3     98.5     97.0      1.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       13       17       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,580
COMMITMENTS
       0      220        0   14,516   14,019   14,516   14,239       64      341

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      618      510      618      510     -108        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     99.6     96.2     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       13       16       14
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      597,150
COMMITMENTS
       0   48,625        0  597,150  548,525  597,150  597,150        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       21)
       0        1        0       14        9       14       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,184,934
COMMITMENTS
  57,203   23,400    3,112  1124619  1158422  1184934  1184934        0        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     23,380)
   8,578   -3,112    3,112   11,690   23,380   23,380   23,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.0      0.3     94.9     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       25       25       27       27
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,485
COMMITMENTS
     128      530       82   24,242   24,586   24,452   25,198    1,033      287

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        928)
       5      100      -20      868      743      853      823       75      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.1      0.3     95.1     96.5     95.9     98.9      4.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       32       29       34       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,841
COMMITMENTS
      90        0        0   15,295   15,104   15,385   15,104      456      737

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        -57)
       0        0        0       -7      -57       -7      -57      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     96.6     95.3     97.1     95.3      2.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       16       18       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,913
COMMITMENTS
     459        0      210    8,975    9,344    9,644    9,554      269      359

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        191)
     -50        0       86      254      101      290      187      -99        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      2.1     90.5     94.3     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       21       18       24       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,595
COMMITMENTS
       0        0        0    9,272    8,823    9,272    8,823      323      772

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -106)
       0        0        0     -226      -96     -226      -96      120      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.6     92.0     96.6     92.0      3.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       17       20       17
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,440
COMMITMENTS
     130        0       50    4,099    3,982    4,279    4,032      161      408

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        140)
     -25        0       25      140      -20      140        5        0      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.1     92.3     89.7     96.4     90.8      3.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,308,042
COMMITMENTS
 274,240  261,120  311,510  636,344  662,522  1222094  1235152   85,948   72,890

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     61,258)
  14,235   28,438   14,235   33,097   10,147   61,567   52,820     -309    8,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     20.0     23.8     48.6     50.6     93.4     94.4      6.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     102      119      152       86       92      288      282
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      246,576
COMMITMENTS
  27,325   16,583   17,808  176,276  167,480  221,409  201,871   25,167   44,705

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     13,292)
    -957     -763       76   15,519   11,180   14,638   10,493   -1,346    2,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      6.7      7.2     71.5     67.9     89.8     81.9     10.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        4        5       29       26       37       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,243
COMMITMENTS
     116      785      375   45,365   44,696   45,856   45,856      387      387

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,618)
      33        0        0    1,620    1,653    1,653    1,653      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.7      0.8     98.1     96.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        3       49       42       53       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,482
COMMITMENTS
  11,943   33,150    5,702   89,370   67,643  107,015  106,495    4,467    4,987

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     -2,571)
       0    4,013   -3,002      632   -2,416   -2,370   -1,405     -201   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     29.7      5.1     80.2     60.7     96.0     95.5      4.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       13       11       25       24       38       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,876
COMMITMENTS
       0    4,419    4,656   29,105   23,806   33,761   32,881    2,115    2,995

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        403)
       0        0      -50     -152      -20     -202      -70      605      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3     13.0     81.1     66.4     94.1     91.7      5.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        5       14       15       19       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,475
COMMITMENTS
   5,100      400      200   16,100   20,755   21,400   21,355       75      120

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0       90       90       90       90     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      1.9      0.9     75.0     96.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       24       25       27       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,257
COMMITMENTS
  15,101    1,838      297    2,620   17,363   18,018   19,498    2,239      759

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        879)
   1,520      -76      -64     -375      931    1,081      791     -202       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5      9.1      1.5     12.9     85.7     88.9     96.3     11.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      65       13        4       24       35       92       50
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,010
COMMITMENTS
  18,475    2,950       74    7,991   26,184   26,540   29,208    4,470    1,802

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        762)
    -190      545      -37      293      507       66    1,015      696     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6      9.5      0.2     25.8     84.4     85.6     94.2     14.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      53       17        4       17       30       73       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      235,012
COMMITMENTS
  50,852   36,259   27,030  144,649  155,102  222,531  218,391   12,481   16,621

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:    -16,264)
    -195    1,554      108  -13,654  -17,556  -13,741  -15,894   -2,523     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     15.4     11.5     61.5     66.0     94.7     92.9      5.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      48       42       45       77       88      152      158
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,159
COMMITMENTS
   4,307      196    2,027   16,444   22,654   22,778   24,877    5,381    3,282

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        174)
    -195        0      150      236      -48      191      102      -17       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.7      7.2     58.4     80.5     80.9     88.3     19.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        6       20       22       26       28
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,238
COMMITMENTS
     590        0      400   18,248   19,551   19,238   19,951    1,000      287

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -115)
     -50        0        0      -65     -285     -115     -285        0      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      2.0     90.2     96.6     95.1     98.6      4.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       16       12       18       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,594
COMMITMENTS
     250       65      450    8,686    8,944    9,386    9,459      208      135

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      1,324)
       0       25       50    1,224    1,224    1,274    1,299       50       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.7      4.7     90.5     93.2     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        5       38       36       45       42
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       69,742
COMMITMENTS
   1,225      737      843   66,474   67,708   68,542   69,288    1,200      454

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      3,179)
    -850      160        0    4,134    2,799    3,284    2,959     -105      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.1      1.2     95.3     97.1     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        1        2       38       37       41       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,204
COMMITMENTS
   1,000      290        0   24,984   25,389   25,984   25,679      220      525

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        395)
       0        0        0      395      145      395      145        0      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.1      0.0     95.3     96.9     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       21       18       22       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,925
COMMITMENTS
     100      150        0    9,555    9,775    9,655    9,925      270        0

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.5      0.0     96.3     98.5     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        0       26       32       27       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,116
COMMITMENTS
      50        0       30    1,673    1,959    1,753    1,989    1,363    1,127

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:         74)
       0        0        0       43       75       43       75       31       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.0     53.7     62.9     56.3     63.8     43.7     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       16       15       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,165
COMMITMENTS
   4,708        0      225   16,622   21,320   21,555   21,545      610      620

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        890)
     575        0        0      315      890      890      890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      0.0      1.0     75.0     96.2     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       33       25       35       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,777
COMMITMENTS
   1,603    1,558      233   17,381   17,239   19,217   19,030      560      747

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        194)
      86     -228       -6       48      308      128       74       66      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      7.9      1.2     87.9     87.2     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        2       34       39       39       44
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,571
COMMITMENTS
     881      604      390   14,223   14,243   15,494   15,237       77      334

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        501)
     520      117     -135      112      415      497      397        4      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.9      2.5     91.3     91.5     99.5     97.9      0.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       26       26       30       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,007
COMMITMENTS
   2,053    1,316    2,001   27,010   28,577   31,064   31,894    1,943    1,113

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:        339)
     166        0       33      150      450      349      483      -10     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      4.0      6.1     81.8     86.6     94.1     96.6      5.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        6       34       35       41       42
```

----

Updated September 3, 2010