```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,218
COMMITMENTS
   1,190    5,894      243   37,696   33,071   39,129   39,208       89       10

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      2,668)
       0      358        0    2,668    2,310    2,668    2,668        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     15.0      0.6     96.1     84.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        2       40       51       43       56
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,834
COMMITMENTS
     700        0        0   25,033   25,597   25,733   25,597      101      237

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        801)
       0        0        0      801      801      801      801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     96.9     99.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       28       32       29       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,120
COMMITMENTS
     132      216       79    4,177    4,782    4,388    5,077    1,732    1,043

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      137      154      137      154        3      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.5      1.3     68.3     78.1     71.7     83.0     28.3     17.0

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
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,649
COMMITMENTS
   1,001      219      171    7,063    7,746    8,235    8,136    1,414    1,513

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        290)
      71       45       19      206      196      296      260       -6       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      2.3      1.8     73.2     80.3     85.3     84.3     14.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        5       37       41       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,080
COMMITMENTS
     255      349      579    6,677    6,695    7,511    7,623      569      457

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        306)
      27      -44        9      232      315      268      280       38       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      4.3      7.2     82.6     82.9     93.0     94.3      7.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        5        8       50       57       58       66
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,651
COMMITMENTS
     140        0       35    1,891    2,190    2,066    2,225      585      426

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        116)
      20        0       35       75      120      130      155      -14      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      1.3     71.3     82.6     77.9     83.9     22.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       18       18       20       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,018
COMMITMENTS
      30       25        0    1,789    1,559    1,819    1,584      199      434

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         66)
       0        0        0      338      151      338      151     -272      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.2      0.0     88.7     77.3     90.1     78.5      9.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       18       20       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,074
COMMITMENTS
      60       35       45    1,335    1,353    1,440    1,433      634      641

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        191)
      30       -5       45       81       71      156      111       35       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.7      2.2     64.4     65.2     69.4     69.1     30.6     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       18       21       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,510
COMMITMENTS
     300        0        0   16,120   16,415   16,420   16,415       90       95

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -280)
     300        0        0     -480     -180     -180     -180     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     97.6     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       22       21       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      332,803
COMMITMENTS
  45,214   27,323   32,886  215,447  243,861  293,547  304,070   39,256   28,733

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     12,056)
   3,139   -3,933   -2,874    8,215   17,898    8,480   11,091    3,576      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      8.2      9.9     64.7     73.3     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      37       31       40       72       85      131      138
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,449
COMMITMENTS
     350    1,098    1,100   16,999   16,251   18,449   18,449        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,731)
     150      150     -150    1,806    1,806    1,806    1,806      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      6.0      6.0     92.1     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        5        6       47       52       53       62
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,607
COMMITMENTS
   1,020        0      300    8,909    9,881   10,229   10,181      378      426

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      2.8     84.0     93.2     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        2       28       24       32       26
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,329
COMMITMENTS
     247      136      301    2,903    2,327    3,451    2,764      878    1,565

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         49)
       0      -27        0        3       11        3      -16       46       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.1      7.0     67.1     53.8     79.7     63.8     20.3     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        3       19       19       23       23
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      817,004
COMMITMENTS
 107,926  291,039  249,464  385,137  236,386  742,527  776,889   74,477   40,115

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -4,712)
  -5,373     -890   -4,551    5,276    1,719   -4,648   -3,722      -64     -990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     35.6     30.5     47.1     28.9     90.9     95.1      9.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      78      101      119       93       72      246      233
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,282
COMMITMENTS
     340        0    1,357   40,131   43,341   41,828   44,698   10,454    7,584

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -288)
    -323        0       69       42     -233     -212     -164      -76     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      2.6     76.8     82.9     80.0     85.5     20.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       18       17       20       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       32,398
COMMITMENTS
     531      170    2,782   26,215   21,474   29,528   24,426    2,870    7,972

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        478)
    -304        0      198      340      220      234      418      244       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      8.6     80.9     66.3     91.1     75.4      8.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       13       15       15       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,334
COMMITMENTS
       0        0        0   55,434   51,847   55,434   51,847    6,900   10,487

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -736)
       0        0        0     -736     -736     -736     -736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.9     83.2     88.9     83.2     11.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       24       19       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,410
COMMITMENTS
       0        0        0   53,874   60,689   53,874   60,689   10,536    3,721

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        856)
       0        0        0        0        0        0        0      856      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.6     94.2     83.6     94.2     16.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,702
COMMITMENTS
   4,062    2,519    5,828   55,253   58,178   65,143   66,525    7,559    6,177

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,363)
    -846    1,860     -143    2,050     -354    1,061    1,363      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      3.5      8.0     76.0     80.0     89.6     91.5     10.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       21       25       25       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,186
COMMITMENTS
     248    6,035    1,633   55,687   39,982   57,568   47,650    5,618   15,536

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         35)
       0       56       -1       36      -20       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      9.6      2.6     88.1     63.3     91.1     75.4      8.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       13       18       16       20
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,941
COMMITMENTS
   3,113    2,449    2,095   28,285   26,244   33,493   30,788    5,448    8,153

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        -13)
    -580      312      243      240     -862      -97     -307       84      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      6.3      5.4     72.6     67.4     86.0     79.1     14.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       11       12       15       15
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,735
COMMITMENTS
   5,369    1,320    4,066   51,929   62,596   61,364   67,982   10,371    3,753

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -255)
   1,938        0     -592   -1,642      306     -296     -286       41       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.8      5.7     72.4     87.3     85.5     94.8     14.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       22       24       26       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,623
COMMITMENTS
     840        0        0   53,131   53,097   53,971   53,097      652    1,526

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -3,660)
       0        0        0   -3,784   -3,660   -3,784   -3,660      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     97.3     97.2     98.8     97.2      1.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       19       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      140,608
COMMITMENTS
   3,272    6,893    4,714  128,296  124,272  136,282  135,879    4,326    4,729

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        765)
    -585     -364      494      856      635      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.9      3.4     91.2     88.4     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       34       35       39       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      110,446
COMMITMENTS
     610    2,797    1,031  100,546  101,403  102,187  105,231    8,259    5,215

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        287)
       0     -458      245       42      500      287      287        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.5      0.9     91.0     91.8     92.5     95.3      7.5      4.7

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 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,139
COMMITMENTS
   9,026      248    7,295  151,439  167,746  167,760  175,289   14,379    6,850

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        945)
   2,011        0     -247     -215    1,104    1,549      857     -604       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.1      4.0     83.1     92.1     92.1     96.2      7.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        2       34       35       37       38
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,699,227
COMMITMENTS
 556,703  159,343  793,340  1329641  1731013  2679684  2683696   19,543   15,531

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     11,766)
   1,848   -6,879    2,026    6,398   16,634   10,272   11,781    1,494      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      5.9     29.4     49.3     64.1     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      36       30       60      114       99      179      164
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,062,158
COMMITMENTS
  96,686  183,499  185,488  777,454  689,331  1059628  1058318    2,530    3,840

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     31,448)
   6,088    9,811   13,373   11,778    7,984   31,239   31,168      209      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     17.3     17.5     73.2     64.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      21       31       40       47       40       91       88
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,821
COMMITMENTS
      78    1,365        0    6,616    5,320    6,694    6,685      127      136

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,023)
      78      175        0    1,024      913    1,102    1,088      -79      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     20.0      0.0     97.0     78.0     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        0       24       30       26       33
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,379
COMMITMENTS
       0        0        0    3,374    3,139    3,374    3,139        5      240

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        191)
       0        0        0      196      -31      196      -31       -5      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     92.9     99.9     92.9      0.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       19       17       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,533
COMMITMENTS
      48        0       55    1,931    2,025    2,034    2,080      499      453

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        327)
       0        0        0      318      259      318      259        9       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.2     76.2     79.9     80.3     82.1     19.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       25       26       26       27
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,794
COMMITMENTS
   5,082      514      924   32,074   39,036   38,080   40,474    2,714      320

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -168)
       0       80      -80      -64     -264     -144     -264      -24       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      1.3      2.3     78.6     95.7     93.3     99.2      6.7      0.8

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 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,321
COMMITMENTS
     344       42        0    6,848    7,491    7,192    7,533    1,129      788

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       23       44       23        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.5      0.0     82.3     90.0     86.4     90.5     13.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,682
COMMITMENTS
       0      672      100   14,128   13,663   14,228   14,435    1,454    1,247

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        158)
       0       14        0      122      122      122      136       36       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.6     90.1     87.1     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       19       20       20       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,398
COMMITMENTS
     569        0        0    9,551   10,628   10,120   10,628    2,278    1,770

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        384)
       0        0        0       24      432       24      432      360      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     77.0     85.7     81.6     85.7     18.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       13       16       13
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,320
COMMITMENTS
       0    2,130      200   27,888   28,258   28,088   30,588    3,232      732

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        264)
       0      120        0      264      144      264      264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.6     89.0     90.2     89.7     97.7     10.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       23       27       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,734
COMMITMENTS
     492        0      138   10,597   11,291   11,227   11,429    1,507    1,305

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        150)
     -14        0        2      160      160      148      162        2      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      1.1     83.2     88.7     88.2     89.8     11.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,204
COMMITMENTS
       0    2,150        0   31,204   29,054   31,204   31,204        0        0

CHANGES FROM 09/14/10 (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      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15        9       15       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,317
COMMITMENTS
     172        0       12   14,780   14,637   14,964   14,649      353      668

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         82)
       0        0        0      -14       82      -14       82       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.1     96.5     95.6     97.7     95.6      2.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       29       23       31       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| 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:        9,823
COMMITMENTS
       0        0        0    8,703    8,660    8,703    8,660    1,120    1,163

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60      108       60      108        0      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.6     88.2     88.6     88.2     11.4     11.8

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 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,815
COMMITMENTS
       0        0        0   53,815   53,815   53,815   53,815        0        0

CHANGES FROM 09/14/10 (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       11       13       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      813,722
COMMITMENTS
       0        0        0  813,722  813,722  813,722  813,722        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     23,440)
       0        0        0   23,440   23,440   23,440   23,440        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       14        9       14        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,573
COMMITMENTS
       0    1,720        0   40,573   38,853   40,573   40,573        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -168)
       0        0        0        0        0        0        0     -168     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       10       16       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,774
COMMITMENTS
       0        0        0   35,988   36,519   35,988   36,519      786      255

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255        0      255        0        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.9     99.3     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       11       15       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      527,347
COMMITMENTS
       0        0        0  527,347  527,347  527,347  527,347        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        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:       23)
       0        0        0       13       13       13       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       77,465
COMMITMENTS
       0        0        0   77,379   77,465   77,379   77,465       86        0

CHANGES FROM 09/14/10 (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     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 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,318,272
COMMITMENTS
       0        0        0  1318272  1318272  1318272  1318272        0        0

CHANGES FROM 09/14/10 (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:       26)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      213,990
COMMITMENTS
   1,720        0        0  212,270  213,797  213,990  213,797        0      193

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    2,041    1,530    2,041    1,530     -511        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     99.2     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        0       28       30       29       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,748,088
COMMITMENTS
       0        0        0  3748088  3748088  3748088  3748088        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     27,150)
       0        0        0   27,150   27,150   27,150   27,150        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       26       24       26       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,031
COMMITMENTS
   1,275    2,240        0   59,501   58,536   60,776   60,776      255      255

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0        0      255        0      255      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.7      0.0     97.5     95.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       25       20       26       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,095,711
COMMITMENTS
  23,400   68,160        0  1072311  1027551  1095711  1095711        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     13,834)
       0        0        0   13,834   13,834   13,834   13,834        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 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,775
COMMITMENTS
   2,150        0        0   59,625   61,775   61,775   61,775        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       25       26       26       26
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,606
COMMITMENTS
     130      608       42   11,306   10,659   11,478   11,309      128      297

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        126)
       0        0        0      381      126      381      126     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.2      0.4     97.4     91.8     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       14       17       15
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      552,462
COMMITMENTS
       0   38,825        0  552,462  513,637  552,462  552,462        0        0

CHANGES FROM 09/14/10 (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      7.0      0.0    100.0     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,142,086
COMMITMENTS
  49,363   23,400    1,152  1091571  1117534  1142086  1142086        0        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.0      0.1     95.6     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       23       24       25       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,205
COMMITMENTS
     230       50    1,146   24,006   24,810   25,382   26,006      823      199

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,092)
     -94       50      247      940      797    1,093    1,094       -1       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.2      4.4     91.6     94.7     96.9     99.2      3.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        7       32       30       39       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,215
COMMITMENTS
      45        0        0   14,490   14,308   14,535   14,308      680      907

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        327)
       0        0        0       67      292       67      292      260       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     95.2     94.0     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       14       16       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,966
COMMITMENTS
     158      105      171    8,382    8,456    8,711    8,732      255      234

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        -17)
      83        0        4       76      123      163      127     -180     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.2      1.9     93.5     94.3     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       25       19       28       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,295
COMMITMENTS
       0        0        0    8,832    8,621    8,832    8,621      463      674

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      155      290      155      290       70      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     92.7     95.0     92.7      5.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       18       19       18
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,638
COMMITMENTS
     130        0       50    4,316    4,435    4,496    4,485      142      153

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        104)
       0        0        0      104      104      104      104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      1.1     93.1     95.6     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       14       19       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,324,114
COMMITMENTS
 287,028  243,128  328,952  627,365  687,037  1243345  1259117   80,769   64,997

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -12,278)
      66    4,503   34,247  -49,409  -42,574  -15,096   -3,824    2,818   -8,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     18.4     24.8     47.4     51.9     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     110      109      145       84       97      285      272
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      233,683
COMMITMENTS
  26,099   16,846   15,408  165,674  150,486  207,181  182,740   26,502   50,943

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        941)
     365      555     -233      442      -98      574      224      367      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      7.2      6.6     70.9     64.4     88.7     78.2     11.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        4        4       26       24       33       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,127
COMMITMENTS
     200    5,887      658   46,244   40,509   47,102   47,054       25       73

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      4,910)
       0    3,452      600    4,460      960    5,060    5,012     -150     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     12.5      1.4     98.1     86.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        8        4       46       40       50       52
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,120
COMMITMENTS
   5,870   33,015    5,218   89,810   62,030  100,898  100,263    4,222    4,857

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -2,147)
       8     -903     -152   -1,692     -937   -1,836   -1,992     -311     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     31.4      5.0     85.4     59.0     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       12       11       26       25       38       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,567
COMMITMENTS
   4,035    2,569    5,656   27,404   28,641   37,095   36,866    2,472    2,701

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      4,913)
   2,535        0    1,700      687    3,552    4,922    5,252       -9     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      6.5     14.3     69.3     72.4     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        4        5       14       15       22       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,685
COMMITMENTS
   8,274      625      100   13,960   21,885   22,334   22,610      351       75

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      3,375)
   3,900        0        0     -525    3,375    3,375    3,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      2.8      0.4     61.5     96.5     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        1       23       24       27       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,464
COMMITMENTS
  16,487    2,251      191    4,049   20,494   20,727   22,936    2,737      528

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        454)
    -206     -113       33      373      685      200      605      254     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3      9.6      0.8     17.3     87.3     88.3     97.7     11.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      68       22        8       26       35      102       59
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,937
COMMITMENTS
  25,054    2,076      355    7,289   34,181   32,698   36,612    5,239    1,325

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      3,300)
   2,981      -84      106       24    3,833    3,111    3,855      189     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0      5.5      0.9     19.2     90.1     86.2     96.5     13.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      78       13        4       16       32       98       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      241,578
COMMITMENTS
  58,428   23,196   22,413  147,997  179,326  228,838  224,935   12,740   16,643

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -1,193)
   3,436     -931   -1,500     -856    2,236    1,080     -195   -2,273     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      9.6      9.3     61.3     74.2     94.7     93.1      5.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      50       31       45       76       83      150      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,637
COMMITMENTS
   2,397      585    2,327   14,950   17,851   19,674   20,763    4,963    3,874

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -239)
    -805      105      153     -327   -1,118     -979     -860      740      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      2.4      9.4     60.7     72.5     79.9     84.3     20.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        6       19       20       25       26
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,403
COMMITMENTS
     150      115      392   16,876   17,375   17,418   17,882      985      521

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        980)
       0        0        0      930      905      930      905       50       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.6      2.1     91.7     94.4     94.6     97.2      5.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       11       16       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,760
COMMITMENTS
     250      332      286    7,116    7,142    7,652    7,760      108        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        286)
       0       50       50      236      186      286      286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      4.3      3.7     91.7     92.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        2       34       35       39       39
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       61,084
COMMITMENTS
     570    1,106      937   58,210   58,014   59,717   60,057    1,367    1,027

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      4,097)
    -400     -225      200    4,097    3,922    3,897    3,897      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.8      1.5     95.3     95.0     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        1        2       37       37       40       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,002
COMMITMENTS
     800      290        0   21,012   21,262   21,812   21,552      190      450

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -255)
       0        0        0     -230     -230     -230     -230      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.3      0.0     95.5     96.6     99.1     98.0      0.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       25       18       26       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,673
COMMITMENTS
     500      150        0    6,903    7,523    7,403    7,673      270        0

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        275)
     300        0        0      -25      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      2.0      0.0     90.0     98.0     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        0       25       27       28       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,409
COMMITMENTS
   4,980        0      225   14,514   19,334   19,719   19,559      690      850

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         45)
     296        0        0     -137       45      159       45     -114        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      0.0      1.1     71.1     94.7     96.6     95.8      3.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       29       24       31       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,336
COMMITMENTS
     803    1,026      121   15,766   15,492   16,690   16,639      646      697

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:         79)
    -250       60       15      371        4      136       79      -57        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      5.9      0.7     90.9     89.4     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        3       32       34       38       39
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,837
COMMITMENTS
   1,022      296      143   14,436   15,215   15,601   15,654      236      183

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,167)
      50        0      -44    1,105    1,521    1,111    1,477       56     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.9      0.9     91.2     96.1     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       31       27       34       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,171
COMMITMENTS
   1,977    1,293    1,811   25,398   26,575   29,186   29,679    1,985    1,492

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        583)
     283     -111      -63      291      516      511      342       72      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      4.1      5.8     81.5     85.3     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        5       33       34       40       40
```

----

Updated September 24, 2010