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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,687
COMMITMENTS
     819    2,079       64   39,740   38,361   40,623   40,504       64      183

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -6,479)
    -166   -1,101        0   -6,318   -5,358   -6,484   -6,459        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.1      0.2     97.7     94.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        1       42       47       44       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,779
COMMITMENTS
     200        0        0   28,502   28,579   28,702   28,579       77      200

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -4,630)
    -200        0        0   -4,425   -4,620   -4,625   -4,620       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     99.0     99.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       28       32       29       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,367
COMMITMENTS
     170      216       31    3,815    3,932    4,016    4,179    1,351    1,188

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -487)
      24        0      -24     -483     -408     -483     -432       -4      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.0      0.6     71.1     73.3     74.8     77.9     25.2     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       18       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,609
COMMITMENTS
     485      183      146    6,563    6,748    7,194    7,077    1,415    1,532

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,524)
    -237     -125       33   -1,490   -1,665   -1,694   -1,757      170      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.1      1.7     76.2     78.4     83.6     82.2     16.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        3       40       37       44       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,770
COMMITMENTS
     378      420      243    5,574    5,523    6,195    6,186      575      584

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,720)
    -311       66      -60   -1,309   -1,748   -1,680   -1,742      -40       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      6.2      3.6     82.3     81.6     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        7        3       47       49       51       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,514
COMMITMENTS
     639        0       15      988    2,104    1,642    2,119      872      395

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:         36)
     142        0        0      -55       75       87       75      -51      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      0.0      0.6     39.3     83.7     65.3     84.3     34.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       12       15       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,410
COMMITMENTS
      30       40        0    1,062      867    1,092      907      318      503

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -500)
     -30      -45        0     -366     -423     -396     -468     -104      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.8      0.0     75.3     61.5     77.4     64.3     22.6     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       16       15       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,701
COMMITMENTS
       0      200        0   12,521   12,491   12,521   12,691      180       10

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -3,070)
       0     -200        0   -3,055   -2,840   -3,055   -3,040      -15      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0     98.6     98.3     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       23       16       23       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      397,749
COMMITMENTS
  67,976   31,472   72,577  204,847  263,326  345,400  367,375   52,348   30,374

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     23,104)
  16,719    2,625    1,680    1,107   14,211   19,506   18,516    3,598    4,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      7.9     18.2     51.5     66.2     86.8     92.4     13.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      56       19       46       65       83      140      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      112,684
COMMITMENTS
     111    8,919   28,564   79,188   71,221  107,863  108,704    4,821    3,980

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.9     25.3     70.3     63.2     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        8        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,409
COMMITMENTS
     475    1,390      650   14,251   13,304   15,376   15,344       33       65

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -5,007)
       0     -232        0   -4,955   -4,760   -4,955   -4,992      -52      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      9.0      4.2     92.5     86.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        7        4       37       46       43       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,932
COMMITMENTS
   2,460        0       25    4,360    6,382    6,845    6,407       87      525

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,077)
    -225        0      -25     -820   -1,427   -1,070   -1,452       -7      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      0.0      0.4     62.9     92.1     98.7     92.4      1.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        1       23       21       29       22
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,471
COMMITMENTS
   2,738       80      501    6,190    8,870    9,429    9,451       42       20

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -815)
    -950        0      150      -15     -965     -815     -815        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      0.8      5.3     65.4     93.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        9       12       11       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      843,345
COMMITMENTS
 160,338  294,621  245,696  351,628  259,120  757,662  799,437   85,683   43,908

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      5,266)
  -4,196    1,286   12,040   -6,984   -9,552      860    3,774    4,407    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     34.9     29.1     41.7     30.7     89.8     94.8     10.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      88      100      138       85       80      262      241
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,723
COMMITMENTS
       0        0        0   50,286   48,123   50,286   48,123    4,437    6,600

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,072)
       0        0        0    1,670    3,542    1,670    3,542   -3,742   -5,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.9     87.9     91.9     87.9      8.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       16       19       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,608
COMMITMENTS
       0        0        0   45,972   53,104   45,972   53,104   10,636    3,504

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -5,812)
       0        0        0   -5,498   -5,285   -5,498   -5,285     -314     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.2     93.8     81.2     93.8     18.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,850
COMMITMENTS
   2,332    2,367    5,839   38,998   35,752   47,169   43,958    7,681   10,892

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -6,221)
     155     -415     -812   -3,355   -7,996   -4,012   -9,223   -2,209    3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.3     10.6     71.1     65.2     86.0     80.1     14.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,672
COMMITMENTS
   3,599    1,280    3,233   44,395   50,921   51,227   55,434   11,445    7,238

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -5,353)
     120     -579     -972   -4,133   -5,294   -4,985   -6,845     -368    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.0      5.2     70.8     81.3     81.7     88.5     18.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       16       14       19       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,716,743
COMMITMENTS
  89,858  128,252  578,903  1040496  1002375  1709257  1709530    7,487    7,213

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     10,800)
   7,149    5,757    7,026   -3,872   -2,075   10,302   10,708      498       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.5     33.7     60.6     58.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      42       37       68       61       61      134      135
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       36,018
COMMITMENTS
   3,809   12,292   12,708   18,506   10,427   35,024   35,427      995      591

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        657)
      70       85      580      143      -20      793      645     -136       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     34.1     35.3     51.4     28.9     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       10       11       15       16       29       31
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      113,519
COMMITMENTS
       0   13,592    1,093  101,673   94,364  102,766  109,049   10,753    4,469

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -10,518)
       0    1,705   -1,523  -13,363  -10,472  -14,886  -10,290    4,368     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.0      1.0     89.6     83.1     90.5     96.1      9.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        3       20       27       23       30
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,611
COMMITMENTS
       0      892    1,594   80,503   77,854   82,097   80,340   10,514   12,271

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -8,178)
       0      317     -317  -11,274  -15,117  -11,591  -15,117    3,413    6,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.7     86.9     84.1     88.6     86.8     11.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       16       17       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,156
COMMITMENTS
   7,859        0    5,807  124,704  138,824  138,370  144,631   14,786    8,525

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -10,792)
     162        0   -1,505  -11,244  -11,693  -12,587  -13,198    1,795    2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      3.8     81.4     90.6     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       26       27       29       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,594,413
COMMITMENTS
 493,991  101,177  816,654  1262639  1657290  2573284  2575121   21,129   19,292

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     22,483)
  11,844   -2,719    9,185    1,271   16,389   22,300   22,855      183     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      3.9     31.5     48.7     63.9     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      37       27       60      105       91      170      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      979,221
COMMITMENTS
 167,046  113,041  182,243  626,200  680,487  975,489  975,771    3,732    3,450

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     23,794)
  19,622   11,519     -169    4,879   12,918   24,332   24,268     -538     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.5     18.6     63.9     69.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       27       40       39       37       87       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,814
COMMITMENTS
       0      849        0    6,731    5,863    6,731    6,712       83      102

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,174)
       0      -75        0   -1,148   -1,124   -1,148   -1,199      -26       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.5      0.0     98.8     86.0     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       27       24       27       25
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,648
COMMITMENTS
     157      235       10    1,849    1,362    2,016    1,607      632    1,041

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -189)
      33       17      -30     -223     -238     -220     -251       31       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      8.9      0.4     69.8     51.4     76.1     60.7     23.9     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       14       17       15       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,818
COMMITMENTS
      95       30       25    1,281    1,456    1,401    1,511      417      307

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -508)
     -66        0        1     -344     -400     -409     -399      -99     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.7      1.4     70.5     80.1     77.1     83.1     22.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       20       23       22       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      178,886
COMMITMENTS
   3,277      805   14,777  157,802  162,843  175,856  178,426    3,030      460

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,616)
     379     -293     -449   -1,624     -926   -1,694   -1,667       78       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.5      8.3     88.2     91.0     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        6       37       33       45       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,990
COMMITMENTS
      92       46        0    6,516    6,945    6,608    6,991    1,382      999

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -403)
     -84     -125        0     -571     -297     -655     -422      252       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.6      0.0     81.6     86.9     82.7     87.5     17.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,523
COMMITMENTS
       0      932       24   16,487   15,788   16,511   16,744    1,012      779

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        177)
       0      232      -28      591      194      563      398     -386     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.1     94.1     90.1     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       25       22       27       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,647
COMMITMENTS
     675        0        0    8,579    9,139    9,254    9,139    1,393    1,508

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -176)
      16        0        0      306       16      322       16     -498     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      0.0     80.6     85.8     86.9     85.8     13.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       14       18       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,771
COMMITMENTS
     164    2,290      350   27,809   28,197   28,323   30,837    3,448      934

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        967)
       0      264        0      599      339      599      603      368      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.2      1.1     87.5     88.8     89.1     97.1     10.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       25       24       28       27
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,120
COMMITMENTS
     190      352       40   10,141   10,700   10,371   11,092    1,749    1,028

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -914)
       0       74      -32     -713     -760     -745     -718     -169     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.9      0.3     83.7     88.3     85.6     91.5     14.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       16       21       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,226
COMMITMENTS
       0      575        0   23,971   23,396   23,971   23,971      255      255

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,184)
       0     -525        0   -2,184   -1,659   -2,184   -2,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.0     98.9     96.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,052
COMMITMENTS
       0      591      415   38,638   38,421   39,053   39,428      999      624

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,940)
       0      -38      -37   -2,957   -2,459   -2,994   -2,534       54     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      1.0     96.5     95.9     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       29       23       31       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| 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:        8,721
COMMITMENTS
       0        0        0    7,659    7,939    7,659    7,939    1,062      782

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -502)
       0        0        0     -452     -450     -452     -450      -50      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.8     91.0     87.8     91.0     12.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,516
COMMITMENTS
       0      510        0   48,006   47,920   48,006   48,430      510       86

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -3,216)
       0        0        0   -3,216   -3,216   -3,216   -3,216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     98.9     98.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       13       14       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      693,487
COMMITMENTS
       0    9,360        0  693,487  684,127  693,487  693,487        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -51,609)
       0        0        0  -51,609  -51,609  -51,609  -51,609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       12       17       13
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,882
COMMITMENTS
       0      460        0   32,882   32,422   32,882   32,882        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,415)
       0     -420        0   -2,415   -1,995   -2,415   -2,415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,005
COMMITMENTS
     230        0        0   33,010   34,005   33,240   34,005      765        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,677)
    -210        0        0   -1,467   -1,677   -1,677   -1,677        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.1    100.0     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       10       16       10
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      503,787
COMMITMENTS
       0        0        0  503,787  503,787  503,787  503,787        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -17,265)
       0        0        0  -17,265  -17,265  -17,265  -17,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       24)
       0        0        0       14       14       14       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,101
COMMITMENTS
       0        0        0   63,078   63,101   63,078   63,101       23        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -4,200)
       0        0        0   -4,179   -4,200   -4,179   -4,200      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       28)
       0        0        0       18       15       18       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,077,087
COMMITMENTS
       0        0        0  1077087  1077087  1077087  1077087        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -69,300)
       0        0        0  -69,300  -69,300  -69,300  -69,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      208,481
COMMITMENTS
     916        0        0  207,565  208,213  208,481  208,213        0      268

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -3,125)
    -515        0     -315   -2,295   -2,789   -3,125   -3,104        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       26       28       28       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,649,626
COMMITMENTS
       0        0        0  3649626  3649626  3649626  3649626        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -55,682)
       0   -1,540        0  -55,682  -54,142  -55,682  -55,682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       40)
       0        0        0       24       28       24       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,393
COMMITMENTS
   3,558    1,715      132   56,703   57,806   60,393   59,653        0      740

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,597)
   1,456     -105        0   -4,053   -2,747   -2,597   -2,852        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.8      0.2     93.9     95.7    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       24       22       29       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,781
COMMITMENTS
  29,405   68,659        0  1117376  1078122  1146781  1146781        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -49,036)
  -5,390   -1,925        0  -43,646  -47,111  -49,036  -49,036        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.0      0.0     97.4     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       25       26       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,866
COMMITMENTS
   1,595      223      301   52,840   54,342   54,736   54,866      130        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -4,308)
    -525        0        0   -3,762   -4,308   -4,287   -4,308      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.4      0.5     96.3     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       26       26       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,068
COMMITMENTS
      46      230        0    7,979    8,177    8,025    8,407    1,043      661

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,266)
     -42     -210        0   -1,203   -1,056   -1,245   -1,266      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.5      0.0     88.0     90.2     88.5     92.7     11.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       11       14       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,239
COMMITMENTS
     510        0        0   35,219   35,410   35,729   35,410      510      829

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -904)
       0        0        0     -904     -904     -904     -904       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.2     97.7     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       12       17       12
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      432,408
COMMITMENTS
       0    9,400        0  432,408  423,008  432,408  432,408        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -39,270)
       0   -9,625        0  -39,270  -29,645  -39,270  -39,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0    100.0     97.8    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,019,978
COMMITMENTS
   9,776   37,930    1,880  1008322  980,168  1019978  1019978        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -83,785)
 -10,010    3,850   -3,850  -69,925  -83,785  -83,785  -83,785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.7      0.2     98.9     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       24       28       27       30
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      412,232
COMMITMENTS
       0   11,605    3,760  408,472  396,867  412,232  412,232        0        0

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -19,250)
       0    3,850   -3,850  -15,400  -19,250  -19,250  -19,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.9     99.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       12       15       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,676
COMMITMENTS
     140        0      375   25,370   25,809   25,885   26,184      791      492

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        161)
       5        0       75      267      108      347      183     -186      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      1.4     95.1     96.7     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        2       39       35       42       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,234
COMMITMENTS
     380        0        0   15,590   15,668   15,970   15,668      264      566

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -714)
    -130        0        0     -569     -629     -699     -629      -15      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     96.0     96.5     98.4     96.5      1.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       16       19       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,792
COMMITMENTS
      80        0        0    7,975    8,043    8,055    8,043      737      749

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -876)
      80        0        0     -911     -748     -831     -748      -45     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     90.7     91.5     91.6     91.5      8.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       26       21       27       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,363
COMMITMENTS
       0        0        0    9,838    9,846    9,838    9,846      525      517

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -489)
       0        0        0     -318     -244     -318     -244     -171     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.9     95.0     94.9     95.0      5.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       22       22       22
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,937
COMMITMENTS
       0        0        0    3,878    3,786    3,878    3,786       59      151

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     96.2     98.5     96.2      1.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       13       18       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,489,980
COMMITMENTS
 341,353  118,498  818,237  1225123  1470407  2384713  2407142  105,267   82,838

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    100,412)
  33,786      830   24,257   36,968   65,735   95,011   90,822    5,401    9,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      4.8     32.9     49.2     59.1     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     175      102      189       95      104      358      317
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      150,069
COMMITMENTS
  81,516    7,805   27,737   38,667  109,448  147,920  144,990    2,150    5,080

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      2,068)
  -1,746   -2,456    4,930   -1,087      -14    2,097    2,460      -29     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.3      5.2     18.5     25.8     72.9     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       10       12       17       17       30       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      236,465
COMMITMENTS
  27,865   16,168   10,196  162,054  159,579  200,115  185,943   36,350   50,522

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -12,113)
    -900     -388   -4,168   -7,723   -2,743  -12,791   -7,299      678   -4,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      6.8      4.3     68.5     67.5     84.6     78.6     15.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       30       30       35       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,539
COMMITMENTS
  26,507    3,311   30,714   59,596   83,657  116,816  117,682    3,723    2,857

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      6,679)
   4,413     -772    1,943     -206    5,253    6,150    6,424      529      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      2.7     25.5     49.4     69.4     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       11       25       25       23       59       49
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      602,883
COMMITMENTS
  44,465    2,579  108,391  433,017  471,510  585,872  582,479   17,010   20,403

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     34,910)
   4,714      547    8,248   19,398   19,552   32,361   28,348    2,549    6,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.4     18.0     71.8     78.2     97.2     96.6      2.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9        2       11       35       36       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,079
COMMITMENTS
     428    2,166       50   36,546   34,736   37,024   36,952       55      127

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -5,665)
     220   -1,148       -8   -5,869   -4,558   -5,657   -5,714       -8       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.8      0.1     98.6     93.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        1       43       39       47       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,982
COMMITMENTS
   4,494   34,753    3,304   77,128   44,324   84,926   82,381    3,056    5,601

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      3,043)
      43    1,781      954    2,182      446    3,179    3,181     -136     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     39.5      3.8     87.7     50.4     96.5     93.6      3.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       11       10       27       25       39       39
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,970
COMMITMENTS
   4,325      375        0   10,620   14,570   14,945   14,945       25       25

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,955)
    -200     -200        0   -1,730   -1,730   -1,930   -1,930      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      2.5      0.0     70.9     97.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        0       19       24       21       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,947
COMMITMENTS
  16,666    2,325      451    4,896   21,523   22,013   24,299    2,934      648

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:        571)
      56       98      -15      169      294      210      376      361      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.8      9.3      1.8     19.6     86.3     88.2     97.4     11.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      85       13        8       23       33      113       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,745
COMMITMENTS
  25,662    1,608      862    5,633   33,961   32,157   36,430    5,588    1,315

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      2,725)
   1,851     -401      195      383    2,845    2,429    2,639      296       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0      4.3      2.3     14.9     90.0     85.2     96.5     14.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      87        9        8       15       34      106       49
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,456
COMMITMENTS
  84,793   11,357   34,136  152,327  236,527  271,256  282,020   24,199   13,435

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -785)
   2,069      122   -2,231   -4,582   -1,182   -4,744   -3,291    3,960    2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      3.8     11.6     51.6     80.1     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      77       20       40       76       91      170      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,927
COMMITMENTS
   3,102    1,318    1,226   10,703   11,984   15,031   14,528    4,896    5,399

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -3,789)
     700      179     -341   -5,365   -4,797   -5,006   -4,959    1,217    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      6.6      6.2     53.7     60.1     75.4     72.9     24.6     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        4       12       18       19       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,706
COMMITMENTS
      86      150        0    4,333    4,543    4,419    4,693      287       13

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,185)
    -136     -160      -20   -1,182     -905   -1,338   -1,085      153     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.2      0.0     92.1     96.5     93.9     99.7      6.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       22       22       24       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,291
COMMITMENTS
     330    2,297       15   52,018   50,744   52,363   53,056      928      235

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -7,902)
    -130      111      -20   -7,718   -8,048   -7,868   -7,957      -34       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.3      0.0     97.6     95.2     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       32       35       35       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,379
COMMITMENTS
     200        0        0   17,934   18,279   18,134   18,279      245      100

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -717)
    -200        0        0     -512     -817     -712     -817       -5      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     97.6     99.5     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       16       21       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,387
COMMITMENTS
     850    2,475        0    6,187    4,662    7,037    7,137      350      250

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -912)
       0      425      -50     -812   -1,387     -862   -1,012      -50      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     33.5      0.0     83.8     63.1     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        0       24       22       27       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,680
COMMITMENTS
   1,666        0       50   13,804   15,380   15,520   15,430      160      250

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -2,736)
    -929        0        0   -1,692   -2,636   -2,621   -2,636     -115     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.0      0.3     88.0     98.1     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       32       22       34       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,409
COMMITMENTS
     516    1,133      570   13,467   13,493   14,553   15,196      856      213

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,595)
    -338      248      217   -1,297   -1,811   -1,418   -1,346     -177     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      7.4      3.7     87.4     87.6     94.4     98.6      5.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        4       31       31       37       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,686
COMMITMENTS
       0    2,400       54   13,542   11,106   13,596   13,560       90      126

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -1,852)
       0      135      -33   -1,604   -1,820   -1,637   -1,718     -215     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.5      0.4     98.9     81.1     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        6        2       27       22       29       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,333
COMMITMENTS
   6,494    1,242    1,646   22,540   28,159   30,680   31,047      653      286

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:       -961)
     689     -176      288   -1,945   -1,027     -968     -915        7      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      4.0      5.3     71.9     89.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        7       34       33       42       41
```

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Updated December 10, 2010