```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,189
COMMITMENTS
   1,803      660        0   38,738   39,935   40,541   40,595      648      594

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,110)
      60        0        0    1,730    1,813    1,790    1,813      320      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.6      0.0     94.0     97.0     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        0       37       39       38       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,010
COMMITMENTS
      50        0        0   19,933   19,980   19,983   19,980       27       30

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        593)
       0        0        0      693      693      693      693     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.6     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       30       29       31       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,242
COMMITMENTS
     377      216      242    5,576    5,740    6,195    6,198    1,047    1,044

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        198)
    -108        0       76       75      166       43      242      155      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      3.0      3.3     77.0     79.3     85.5     85.6     14.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       22       20       23       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,908
COMMITMENTS
     630      210      220    9,977   10,554   10,827   10,984    1,081      924

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        565)
     110       20        0      447      650      557      670        8     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.8      1.8     83.8     88.6     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        2       41       46       45       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,180
COMMITMENTS
      40       45       74    8,302    8,399    8,416    8,518      764      662

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        408)
       0       25       16      492      551      508      592     -100     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.5      0.8     90.4     91.5     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        2       51       56       53       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,297
COMMITMENTS
     900        0        0    1,579    2,842    2,479    2,842      818      455

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      0.0      0.0     47.9     86.2     75.2     86.2     24.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       17       14       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,917
COMMITMENTS
       0        0        0    8,909    8,917    8,909    8,917        8        0

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        622)
       0        0        0      619      682      619      682        3      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       18       18       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      348,584
COMMITMENTS
  43,774   21,913   56,001  204,510  235,076  304,285  312,990   44,299   35,594

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -7,899)
  -1,532    2,407     -814     -969   -9,426   -3,315   -7,833   -4,584      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      6.3     16.1     58.7     67.4     87.3     89.8     12.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      33       27       48       73       77      134      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       83,702
COMMITMENTS
   1,367    7,475   22,654   55,472   49,909   79,493   80,037    4,210    3,665

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -661)
     347    2,002     -903      644     -737       88      362     -750   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      8.9     27.1     66.3     59.6     95.0     95.6      5.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        9       16       16       25       26
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,912
COMMITMENTS
     864      310      550   17,480   19,550   18,894   20,410    2,018      502

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,093)
     -50      -50       50      843    1,243      843    1,243      250     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.5      2.6     83.6     93.5     90.4     97.6      9.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        5       42       49       50       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,467
COMMITMENTS
     375    1,200      375   17,491   15,887   18,241   17,462    1,226    2,005

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         90)
       0        0        0      330       90      330       90     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.2      1.9     89.8     81.6     93.7     89.7      6.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       26       24       28       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,796
COMMITMENTS
   2,734       50    1,305   10,727   11,434   14,766   12,789       30    2,007

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        795)
  -1,125        0      900    1,020     -105      795      795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.3      8.8     72.5     77.3     99.8     86.4      0.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       15       15       17
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,064
COMMITMENTS
     681        0      342    2,675    2,938    3,698    3,280    1,366    1,784

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        115)
       1        0       15     -113      -25      -97      -10      212      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      0.0      6.8     52.8     58.0     73.0     64.8     27.0     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       12       15       16       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      932,819
COMMITMENTS
 130,374  200,063  338,742  377,318  339,466  846,435  878,271   86,384   54,548

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     34,575)
    -595   -6,819   18,667    8,575   16,761   26,647   28,609    7,928    5,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     21.4     36.3     40.4     36.4     90.7     94.2      9.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      75       89      122       91       79      247      217
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,637
COMMITMENTS
   3,113       98    1,626   58,679   58,966   63,418   60,690    6,219    8,947

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        258)
     243        0     -153       89      330      179      177       79       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.1      2.3     84.3     84.7     91.1     87.2      8.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       19       19       22       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,192
COMMITMENTS
   1,903    2,869      400   64,816   63,316   67,119   66,585   11,073   11,607

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,411)
     247        0        0    2,164    2,411    2,411    2,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.7      0.5     82.9     81.0     85.8     85.2     14.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       26       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,225
COMMITMENTS
       0        0        0   68,704   76,876   68,704   76,876   14,521    6,349

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -121)
       0        0        0      642      -60      642      -60     -763      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.6     92.4     82.6     92.4     17.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       20       18       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,011
COMMITMENTS
   4,253        0    4,156   70,411   79,464   78,820   83,620   11,191    6,391

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,287)
  -1,197        0      -79    3,199    2,484    1,923    2,405      364     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      4.6     78.2     88.3     87.6     92.9     12.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        4       23       25       27       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,750
COMMITMENTS
       0    6,297    4,335   86,376   78,800   90,711   89,432    7,039    8,318

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,333)
       0     -362       87    1,778    3,964    1,865    3,689     -532   -2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      4.4     88.4     80.6     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       15       22       18       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,175
COMMITMENTS
  11,624    2,342    3,790   71,131   84,218   86,545   90,350   11,630    7,825

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        965)
    -902     -416      607    2,539     -640    2,244     -449   -1,279    1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      2.4      3.9     72.5     85.8     88.2     92.0     11.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       22       25       26       28
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,660,522
COMMITMENTS
  49,364   98,512  542,319  1064441  1014634  1656124  1655466    4,399    5,057

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     46,976)
  -2,155   -7,119   32,466   17,147   22,088   47,459   47,436     -483     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      5.9     32.7     64.1     61.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       34       56       60       60      124      122
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,233
COMMITMENTS
       0    1,800        0   94,955   89,715   94,955   91,515    3,278    6,718

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        605)
       0        0        0      605      605      605      605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     96.7     91.3     96.7     93.2      3.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       16       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,804
COMMITMENTS
   6,373    9,969    4,271  189,711  191,104  200,355  205,344   11,449    6,460

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -893)
    -515   -1,239      218     -564     -957     -861   -1,978      -32    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.7      2.0     89.6     90.2     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        5       39       39       46       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      147,704
COMMITMENTS
     754      524    3,019  130,515  138,718  134,288  142,261   13,416    5,443

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,271)
  -3,280        0    1,006    2,407      268      133    1,274    1,138       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.4      2.0     88.4     93.9     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       26       25       28       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,271
COMMITMENTS
   8,185    1,021   14,231  198,163  212,300  220,579  227,552   16,692    9,719

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        117)
   2,665      167   -3,221      919    3,793      363      739     -246     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      6.0     83.5     89.5     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        4       33       35       37       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,819,327
COMMITMENTS
 587,589  111,347  854,073  1339995  1833854  2781657  2799274   37,670   20,053

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     45,054)
  34,145    4,182   17,429   -8,284   23,037   43,290   44,648    1,764      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      3.9     30.3     47.5     65.0     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      39       23       53      104       99      164      158
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      966,112
COMMITMENTS
 124,386  173,556  182,087  657,229  609,541  963,702  965,184    2,410      928

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     41,981)
  -2,032   -2,961   30,037   15,659   17,040   43,664   44,116   -1,683   -2,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     18.0     18.8     68.0     63.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       20       37       41       38       87       80
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,518
COMMITMENTS
      86      675       52    3,252    2,629    3,390    3,356      128      162

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        421)
       6      -11       -7      428      400      427      382       -6       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     19.2      1.5     92.4     74.7     96.4     95.4      3.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12       14       14       18
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,835
COMMITMENTS
       0        0        0    1,036    1,386    1,036    1,386      799      449

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          6)
       0        0        0      -71       33      -71       33       77      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     56.5     75.5     56.5     75.5     43.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      133,492
COMMITMENTS
   1,622    1,366    6,620  124,030  124,982  132,272  132,968    1,220      524

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,438)
     229     -350     -193    1,392    1,932    1,428    1,389       10       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.0      5.0     92.9     93.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        6       35       33       43       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,643
COMMITMENTS
       0       86        0    6,365    6,535    6,365    6,621      278       22

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         42)
       0       42        0       42        0       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     95.8     98.4     95.8     99.7      4.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       14       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,055
COMMITMENTS
       0    1,116      572   22,561   20,950   23,133   22,637      922    1,418

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         74)
       0       11       -7       61     -170       54     -166       20      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      2.4     93.8     87.1     96.2     94.1      3.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        3       24       20       27       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,595
COMMITMENTS
       0    1,170      490   29,284   29,617   29,774   31,277    1,821      318

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        270)
       0       30        0       96       60       96       90      174      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.6     92.7     93.7     94.2     99.0      5.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       24       29       26
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,194
COMMITMENTS
     720        0        0   11,442   11,826   12,162   11,826    1,032    1,368

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         46)
       0        0        0       46        0       46        0        0       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.0     86.7     89.6     92.2     89.6      7.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       17       20       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,847
COMMITMENTS
      36        0      752   45,202   45,805   45,990   46,557      856      290

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        190)
      -8        0        2      490      176      485      178     -295       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     96.5     97.8     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       23       22       25       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,586
COMMITMENTS
       0        0        0   10,462   10,766   10,462   10,766    1,124      820

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         68)
       0        0        0     -192       82     -192       82      260      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.3     92.9     90.3     92.9      9.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       19       23       19
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,729
COMMITMENTS
       0      762        0   22,602   21,840   22,602   22,602      127      127

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,870)
       0        0        0    2,870    2,870    2,870    2,870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0     99.4     96.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       52,104
COMMITMENTS
     220      400        0   50,499   50,954   50,719   51,354    1,385      750

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        975)
       0        0        0      325      325      325      325      650      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      0.0     96.9     97.8     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       20        9       21       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      867,448
COMMITMENTS
       0   31,040        0  855,778  824,738  855,778  855,778   11,670   11,670

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     11,670)
       0        0        0        0        0        0        0   11,670   11,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     98.7     95.1     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       97,661
COMMITMENTS
       0    5,275        0   96,861   91,546   96,861   96,821      800      840

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        800)
       0        0        0        0        0        0        0      800      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.0     99.2     93.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       14       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,616,042
COMMITMENTS
       0   69,830        0  1616042  1546212  1616042  1616042        0        0

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       12       18       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      178,924
COMMITMENTS
   6,217        0        0  169,441  175,023  175,658  175,023    3,266    3,901

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      5,455)
       0        0        0    2,209    2,209    2,209    2,209    3,246    3,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     94.7     97.8     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        0       21       29       23       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,831,124
COMMITMENTS
 103,205        0        0  2716249  2819454  2819454  2819454   11,670   11,670

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     77,420)
       0        0        0   65,750   65,750   65,750   65,750   11,670   11,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     95.9     99.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       19       22       22       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,708
COMMITMENTS
      80    3,090        0   62,606   59,192   62,686   62,282       22      426

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      215      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      0.0     99.8     94.4    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       15       21       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,032,176
COMMITMENTS
       0   81,875        0  1032176  950,301  1032176  1032176        0        0

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       56,671
COMMITMENTS
   6,410      579       45   49,961   56,007   56,416   56,631      255       40

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      440      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.0      0.1     88.2     98.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       25       26       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,034,736
COMMITMENTS
 129,300   35,400        0  905,436  999,336  1034736  1034736        0        0

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      7,760)
       0        0        0    7,760    7,760    7,760    7,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.4      0.0     87.5     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       24       24       26       26
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,329
COMMITMENTS
     230        0       20   14,545   15,248   14,795   15,268      534       61

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:          1)
       0        0        0       10       -1       10       -1       -8        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.1     94.9     99.5     96.5     99.6      3.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       31       35       32       36
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,887
COMMITMENTS
     200        0       60    6,042    6,492    6,302    6,552      585      335

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         -7)
       0        0        0       68       -7       68       -7      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.9     87.7     94.3     91.5     95.1      8.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       25       20       26       21
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,035
COMMITMENTS
     214        0      126   10,458   10,804   10,798   10,930      237      105

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         13)
      -6        0        6        7        7        7       13        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      1.1     94.8     97.9     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       24       18       25       19
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,253
COMMITMENTS
       0       63       98   13,811   13,811   13,909   13,972      344      281

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        616)
       0      -35       35      536      516      571      516       45      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.7     96.9     96.9     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       29       28       30
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,029
COMMITMENTS
       0      251        0    6,614    6,041    6,614    6,292      415      737

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        703)
       0      -59        0      678      456      678      397       25      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     94.1     85.9     94.1     89.5      5.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       20       18       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,549,500
COMMITMENTS
 245,440  116,659  817,871  1382921  1535470  2446231  2469999  103,269   79,501

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        405)
   3,195   15,964   -4,396   11,921   -1,913   10,721    9,655  -10,315   -9,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      4.6     32.1     54.2     60.2     95.9     96.9      4.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     143       85      175       88       99      313      287
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,724
COMMITMENTS
   4,762   24,810   18,955   73,300   53,482   97,017   97,246    4,707    4,478

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        930)
     154   -2,221      390      120    2,735      665      904      265       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     24.4     18.6     72.1     52.6     95.4     95.6      4.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        5        9       15       16       25       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,318
COMMITMENTS
  39,352   33,243    1,933  151,113  140,122  192,398  175,298   23,920   41,020

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      5,236)
     200    4,182      136    2,074     -384    2,410    3,934    2,826    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     15.4      0.9     69.9     64.8     88.9     81.0     11.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        6        6       31       31       39       39
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      164,831
COMMITMENTS
  28,297    6,058   40,165   92,381  114,819  160,843  161,042    3,989    3,790

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -2,743)
  -1,566      114      271     -593   -2,515   -1,888   -2,130     -855     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.7     24.4     56.0     69.7     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      27       10       29       24       24       60       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      628,066
COMMITMENTS
  39,620      259   71,085  496,889  537,612  607,594  608,956   20,472   19,111

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -5,311)
   2,064   -3,358     -663   -6,713   -2,040   -5,312   -6,062        1      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0     11.3     79.1     85.6     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        2       10       36       37       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,163
COMMITMENTS
     100    1,360      200   80,775   79,763   81,075   81,323    2,088    1,840

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,370)
       0       75      -50      830      755      780      780      590      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.6      0.2     97.1     95.9     97.5     97.8      2.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        2       46       52       48       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,778
COMMITMENTS
  16,072   31,055   12,080  103,993   87,864  132,145  130,999    5,633    6,779

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      5,487)
    -248    1,543    2,111    3,298    2,588    5,161    6,242      326     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     22.5      8.8     75.5     63.8     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       14       14       24       24       43       41
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,621
COMMITMENTS
     612    4,141    2,170   23,775   20,440   26,557   26,751    2,064    1,870

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        -28)
      96     -297     -203      -78      102     -185     -398      157      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     14.5      7.6     83.1     71.4     92.8     93.5      7.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       16       18       21       24
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      102,861
COMMITMENTS
   1,902    1,302    2,020   68,633   79,098   72,555   82,420   30,306   20,441

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,228)
       0      -65       45      329      899      374      879      854      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.3      2.0     66.7     76.9     70.5     80.1     29.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       26       25       29       27
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,211
COMMITMENTS
       0    2,130        0   39,996   37,881   39,996   40,011      215      200

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        165)
       0        0        0      165      165      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0     99.5     94.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        0       28       39       28       42
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,726
COMMITMENTS
       0        0        0   45,795   42,922   45,795   42,922    4,930    7,803

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -338)
       0        0        0     -173     -829     -173     -829     -166      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.3     84.6     90.3     84.6      9.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       19       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,380
COMMITMENTS
  15,969    2,115      165    3,540   19,727   19,674   22,007    2,706      373

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -524)
     569      236     -108     -967     -507     -506     -379      -18     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.4      9.5      0.7     15.8     88.1     87.9     98.3     12.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      84       19        7       21       26      111       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       32,909
COMMITMENTS
  21,926    1,683      167    5,540   29,644   27,633   31,494    5,276    1,415

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -1,211)
    -894      -23       62     -137   -1,421     -969   -1,382     -242      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6      5.1      0.5     16.8     90.1     84.0     95.7     16.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      81       10        5       13       29       99       41
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      262,071
COMMITMENTS
  61,548   18,340   35,361  146,877  191,959  243,786  245,660   18,285   16,411

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -5,053)
  -3,243      229    1,017      642   -3,850   -1,583   -2,603   -3,469   -2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      7.0     13.5     56.0     73.2     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      51       30       47       77       90      155      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,986
COMMITMENTS
     650        0      687   14,885   16,192   16,222   16,879    5,764    5,107

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         37)
    -775        0        0      588      936     -187      936      224     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      3.1     67.7     73.6     73.8     76.8     26.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        3       20       22       23       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,837
COMMITMENTS
   1,672        0       75    6,382    8,587    8,129    8,662      708      175

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:         95)
      50        0     -100       45       45       -5      -55      100      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      0.0      0.8     72.2     97.2     92.0     98.0      8.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        0        2       30       36       36       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,311
COMMITMENTS
     750        0      678   38,333   40,188   39,761   40,866    1,550      445

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,012)
       0        0        0    1,701    1,892    1,701    1,892      311      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      1.6     92.8     97.3     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        1       39       31       41       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,675
COMMITMENTS
   2,630        0        0   19,960   22,075   22,590   22,075       85      600

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -215)
    -150        0        0      -90     -215     -240     -215       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      0.0     88.0     97.4     99.6     97.4      0.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       28       16       30       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,989
COMMITMENTS
   3,434       50        0   12,512   14,846   15,946   14,896       43    1,093

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        153)
     450        0        0      200      260      650      260     -497     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      0.3      0.0     78.3     92.9     99.7     93.2      0.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        1        0       29       29       36       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,863
COMMITMENTS
     206       63        0    2,685    3,099    2,891    3,162      972      701

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        143)
       2        4      -31      359       68      330       41     -187      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.6      0.0     69.5     80.2     74.8     81.9     25.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       17       17       18       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,973
COMMITMENTS
       0        0        0   13,763   13,818   13,763   13,818      210      155

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        402)
    -420        0        0      772      352      352      352       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     98.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       18       22       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,449
COMMITMENTS
   1,101       96        7   16,103   17,138   17,211   17,241      238      208

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        362)
      57        0        0      107      338      164      338      198       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.6      0.0     92.3     98.2     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       33       35       37       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,455
COMMITMENTS
   1,836      659        0    8,574    9,659   10,410   10,318       45      137

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,381)
     223        0        0    1,158    1,381    1,381    1,381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      6.3      0.0     82.0     92.4     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        0       21       20       24       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,945
COMMITMENTS
   8,604    1,599    1,460   39,557   47,743   49,621   50,802    2,324    1,143

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        874)
    -171      669       45    1,179      339    1,053    1,053     -179     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      3.1      2.8     76.2     91.9     95.5     97.8      4.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        4       38       36       44       41
 
 
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE                Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,113
COMMITMENTS
   3,279    1,950    1,255   12,901   15,264   17,435   18,469    4,678    3,644

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -802)
    -780      300     -225      -36   -1,041   -1,041     -966      239      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      8.8      5.7     58.3     69.0     78.8     83.5     21.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        5       11       14       16       20
```

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Updated December 18, 2009