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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,432
COMMITMENTS
     819    2,180       64   41,490   40,010   42,373   42,254       59      178

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,745)
       0      101        0    1,750    1,649    1,750    1,750       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.1      0.2     97.8     94.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        1       41       46       43       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,624
COMMITMENTS
     200        0        0   28,347   28,424   28,547   28,424       77      200

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -155     -155     -155     -155        0        0

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,492
COMMITMENTS
     170      216       31    3,754    3,985    3,955    4,232    1,537    1,260

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      -61       53      -61       53      186       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.9      0.6     68.4     72.6     72.0     77.1     28.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       17       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,768
COMMITMENTS
     498      293      146    6,849    7,332    7,493    7,771    1,275      997

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        159)
      13      110        0      286      584      299      694     -140     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.3      1.7     78.1     83.6     85.5     88.6     14.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        3       41       40       45       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,106
COMMITMENTS
     394      418      290    5,943    5,954    6,627    6,662      479      444

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        336)
      16       -2       47      369      431      432      476      -96     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.9      4.1     83.6     83.8     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        7        3       50       51       54       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,604
COMMITMENTS
     709        0        5    1,013    2,159    1,727    2,164      877      440

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         90)
      70        0      -10       25       55       85       45        5       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      0.0      0.2     38.9     82.9     66.3     83.1     33.7     16.9

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,458
COMMITMENTS
      30       40        0    1,103    1,061    1,133    1,101      325      357

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       41      194       41      194        7     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.7      0.0     75.7     72.8     77.7     75.5     22.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       17       19       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,297
COMMITMENTS
       0      200        0   15,117   15,087   15,117   15,287      180       10

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,596)
       0        0        0    2,596    2,596    2,596    2,596        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     98.8     98.6     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       26       17       26       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      383,530
COMMITMENTS
  61,324   29,529   68,541  203,669  257,258  333,534  355,329   49,996   28,202

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -14,218)
  -6,652   -1,943   -4,036   -1,178   -6,068  -11,866  -12,046   -2,352   -2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.7     17.9     53.1     67.1     87.0     92.6     13.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      50       24       46       72       85      144      140
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      112,600
COMMITMENTS
     105    9,052   28,446   79,159   70,802  107,709  108,300    4,891    4,300

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -84)
      -6      133     -118      -30     -419     -154     -404       70      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.0     25.3     70.3     62.9     95.7     96.2      4.3      3.8

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,334
COMMITMENTS
     475    1,540      600   15,176   14,129   16,251   16,269       83       65

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        925)
       0      150      -50      925      825      875      925       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      9.4      3.7     92.9     86.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       3        7        4       41       46       47       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| 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    4,410    6,907    6,895    6,932       37        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       50      525       50      525      -50     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      0.0      0.4     63.6     99.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        0        1       24       23       30       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,447
COMMITMENTS
   2,588       80      627    6,190    8,720    9,405    9,427       42       20

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -24)
    -150        0      126        0     -150      -24      -24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      0.8      6.6     65.5     92.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       12       11       14
 
 
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE              Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,561
COMMITMENTS
     152        0      455    2,651    2,813    3,258    3,268      303      293

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0     12.8     74.5     79.0     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       18       18       20       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      863,845
COMMITMENTS
 167,322  314,781  252,968  352,064  254,386  772,354  822,135   91,491   41,710

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     20,500)
   6,984   20,159    7,272      436   -4,734   14,692   22,698    5,808   -2,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     36.4     29.3     40.8     29.4     89.4     95.2     10.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      91      100      134       84       79      262      237
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,053
COMMITMENTS
      86        0      280   51,170   49,173   51,536   49,453    4,517    6,600

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,330)
      86        0      280      884    1,050    1,250    1,330       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.5     91.3     87.7     91.9     88.2      8.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       16       20       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,788
COMMITMENTS
   2,332    2,367    5,839   38,998   35,690   47,169   43,896    7,619   10,892

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0        0      -62        0      -62      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.3     10.7     71.2     65.1     86.1     80.1     13.9     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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,307
COMMITMENTS
   2,315    1,280    3,750   45,809   51,039   51,874   56,069   11,433    7,238

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        635)
  -1,284        0      517    1,414      118      647      635      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.0      5.9     72.4     80.6     81.9     88.6     18.1     11.4

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,750,328
COMMITMENTS
  95,636  132,384  594,202  1052659  1016777  1742497  1743362    7,831    6,966

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     33,585)
   5,778    4,132   15,298   12,163   14,402   33,240   33,832      345     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      7.6     33.9     60.1     58.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      42       38       66       62       62      133      137
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       37,226
COMMITMENTS
   3,648   12,801   13,155   18,783   10,698   35,585   36,654    1,641      572

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,208)
    -161      509      447      276      271      562    1,227      646      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     34.4     35.3     50.5     28.7     95.6     98.5      4.4      1.5

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      113,053
COMMITMENTS
       0   12,308    1,275  101,305   93,998  102,580  107,581   10,473    5,472

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -465)
       0   -1,284      182     -367     -366     -185   -1,468     -280    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      1.1     89.6     83.1     90.7     95.2      9.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        3       19       27       22       30
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,493
COMMITMENTS
       0      952    1,594   80,385   77,676   81,979   80,222   10,514   12,271

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -119)
       0       60        0     -119     -179     -119     -119       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.7     86.9     84.0     88.6     86.7     11.4     13.3

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,463
COMMITMENTS
   6,829      190    6,886  124,503  137,862  138,218  144,938   15,245    8,525

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        307)
  -1,030      190    1,079     -201     -962     -152      307      459        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.1      4.5     81.1     89.8     90.1     94.4      9.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       26       27       29       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,626,825
COMMITMENTS
 524,952  101,523  834,865  1245359  1670157  2605176  2606545   21,649   20,280

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     32,412)
  30,961      346   18,211  -17,280   12,867   31,892   31,424      520      988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.9     31.8     47.4     63.6     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      40       26       62      105       91      173      155
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      989,618
COMMITMENTS
 169,996  115,416  177,390  638,240  692,865  985,626  985,671    3,992    3,947

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     10,397)
   2,950    2,375   -4,853   12,040   12,378   10,137    9,900      260      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     11.7     17.9     64.5     70.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       27       44       41       38       92       85
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,568
COMMITMENTS
       0      849        0    7,500    6,582    7,500    7,431       68      137

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        754)
       0        0        0      769      719      769      719      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.2      0.0     99.1     87.0     99.1     98.2      0.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       26       26       26       27
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,737
COMMITMENTS
     163      324       11    2,020    1,652    2,194    1,987      543      750

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         89)
       6       89        1      171      290      178      380      -89     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.8      0.4     73.8     60.4     80.2     72.6     19.8     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       16       19       17       23
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,962
COMMITMENTS
     135       30       20    1,339    1,543    1,494    1,593      468      369

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        144)
      40        0       -5       58       87       93       82       51       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.5      1.0     68.2     78.6     76.1     81.2     23.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       17       22       19       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      178,413
COMMITMENTS
   2,491    1,012   15,288  157,648  161,599  175,427  177,899    2,986      515

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -472)
    -786      207      511     -154   -1,244     -429     -527      -43       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.6      8.6     88.4     90.6     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        6       37       34       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,098
COMMITMENTS
      92       46        0    6,624    7,053    6,716    7,099    1,382      999

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        108)
       0        0        0      108      108      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.6      0.0     81.8     87.1     82.9     87.7     17.1     12.3

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,709
COMMITMENTS
       0      929       24   16,579   15,858   16,603   16,812    1,106      897

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        185)
       0       -3        0       92       70       92       68       93      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.1     93.6     89.6     93.8     94.9      6.2      5.1

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,671
COMMITMENTS
     699        0        0    8,579    9,163    9,278    9,163    1,393    1,508

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         24)
      24        0        0        0       24       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     80.4     85.9     86.9     85.9     13.1     14.1

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,930
COMMITMENTS
     164    2,404      350   27,968   28,232   28,482   30,986    3,448      944

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        159)
       0      114        0      159       35      159      149        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.5      1.1     87.6     88.4     89.2     97.0     10.8      3.0

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,032
COMMITMENTS
     190      352       40   10,053   10,684   10,283   11,076    1,749      956

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -88)
       0        0        0      -88      -16      -88      -16        0      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.9      0.3     83.6     88.8     85.5     92.1     14.5      7.9

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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,522
COMMITMENTS
     123      562      517   38,864   38,801   39,505   39,880    1,017      642

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        470)
     123      -30      102      227      379      452      452       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.4      1.3     95.9     95.8     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       29       23       31       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      694,279
COMMITMENTS
       0    9,360        0  694,279  684,919  694,279  694,279        0        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        792)
       0        0        0      792      792      792      792        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 BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A42
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,669
COMMITMENTS
       0      410        0   32,135   32,259   32,135   32,669      534        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     98.4     98.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15        4       15        5
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       23)
       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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      208,760
COMMITMENTS
     916        0        0  207,844  208,630  208,760  208,630        0      130

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      279      417      279      417        0     -138

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       25       29       27       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,666,429
COMMITMENTS
       0        0        0  3666429  3666429  3666429  3666429        0        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     16,803)
       0        0        0   16,803   16,803   16,803   16,803        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:       39)
       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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,066
COMMITMENTS
   3,558    1,715    1,407   58,101   59,689   63,066   62,811        0      255

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,673)
       0        0    1,275    1,398    1,883    2,673    3,158        0     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.7      2.2     92.1     94.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        2       24       24       30       27
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,181,715
COMMITMENTS
  33,205   67,900        0  1148510  1113056  1181715  1180956        0      759

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     34,934)
   3,800     -759        0   31,134   34,934   34,934   34,175        0      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      5.7      0.0     97.2     94.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       26       26       28       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,059
COMMITMENTS
   1,595      223      301   53,033   54,535   54,929   55,059      130        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        193)
       0        0        0      193      193      193      193        0        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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,817
COMMITMENTS
     510        0        0   34,797   34,988   35,307   34,988      510      829

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -422)
       0        0        0     -422     -422     -422     -422        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:       21)
       1        0        0       17       12       18       12
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,021,408
COMMITMENTS
   9,776   41,730    1,880  1009752  977,798  1021408  1021408        0        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,430)
       0    3,800        0    1,430   -2,370    1,430    1,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      4.1      0.2     98.9     95.7    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 12/14/10          |
--------------------------------------------------------------| 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 12/07/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,112
COMMITMENTS
     140        0      375   25,724   26,343   26,239   26,718      873      394

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        436)
       0        0        0      354      534      354      534       82      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      1.4     94.9     97.2     96.8     98.5      3.2      1.5

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,602
COMMITMENTS
     420        0       35   16,003   16,076   16,458   16,111      144      491

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        368)
      40        0       35      413      408      488      443     -120      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.2     96.4     96.8     99.1     97.0      0.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       20       17       22       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,015
COMMITMENTS
      60        0        0    8,223    8,331    8,283    8,331      732      684

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        223)
     -20        0        0      248      288      228      288       -5      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     91.2     92.4     91.9     92.4      8.1      7.6

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,733
COMMITMENTS
       0        0        0   10,193   10,216   10,193   10,216      540      517

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      355      370      355      370       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     95.2     95.0     95.2      5.0      4.8

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,978
COMMITMENTS
       0        0        0    3,919    3,827    3,919    3,827       59      151

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       41       41       41       41        0        0

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       12       18       12
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,479,732
COMMITMENTS
 330,447  122,188  803,932  1243180  1481530  2377560  2407650  102,172   72,082

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -10,248)
 -10,905    3,690  -14,305   18,058   11,123   -7,153      508   -3,095  -10,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      4.9     32.4     50.1     59.7     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     172      113      196       98      106      367      328
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      153,611
COMMITMENTS
  79,718    9,758   29,168   42,690  109,759  151,577  148,686    2,033    4,925

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      3,541)
  -1,798    1,954    1,431    4,024      311    3,657    3,696     -116     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.9      6.4     19.0     27.8     71.5     98.7     96.8      1.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        7       11       17       18       29       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      240,694
COMMITMENTS
  30,204   17,088   10,895  161,949  158,079  203,048  186,062   37,646   54,632

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      4,229)
   2,339      920      699     -105   -1,500    2,933      119    1,296    4,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.1      4.5     67.3     65.7     84.4     77.3     15.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        5       29       29       35       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,291
COMMITMENTS
  25,284    3,182   31,075   60,100   83,047  116,460  117,305    3,831    2,986

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -248)
  -1,223     -129      362      505     -610     -356     -377      108      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      2.6     25.8     50.0     69.0     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22        9       25       26       24       59       50
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      598,694
COMMITMENTS
  44,695    2,603  107,295  432,898  474,779  584,887  584,677   13,807   14,018

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -4,188)
     230       25   -1,096     -119    3,269     -985    2,197   -3,203   -6,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.4     17.9     72.3     79.3     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        2       11       37       38       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,164
COMMITMENTS
     428    2,166       50   39,531   37,721   40,009   39,937      155      227

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      3,085)
       0        0        0    2,985    2,985    2,985    2,985      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.4      0.1     98.4     93.9     99.6     99.4      0.4      0.6

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 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,209
COMMITMENTS
   4,451   31,244    2,174   78,374   49,576   84,999   82,994    3,210    5,215

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        227)
     -43   -3,509   -1,130    1,246    5,252       73      613      154     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     35.4      2.5     88.9     56.2     96.4     94.1      3.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       11       11       27       25       40       38
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,345
COMMITMENTS
   4,325      621        0   10,995   14,645   15,320   15,266       25       79

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        375)
       0      246        0      375       75      375      321        0       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      4.0      0.0     71.7     95.4     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        0       19       24       21       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,424
COMMITMENTS
  17,043    2,015      641    4,979   22,166   22,663   24,822    2,761      602

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        477)
     377     -310      190       84      643      650      523     -173      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.0      7.9      2.5     19.6     87.2     89.1     97.6     10.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      88       16        9       24       33      118       54
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,710
COMMITMENTS
  24,852    1,377      721    6,670   34,133   32,242   36,231    5,468    1,479

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -36)
    -811     -231     -141    1,036      172       84     -200     -120      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.9      3.7      1.9     17.7     90.5     85.5     96.1     14.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      86        7        7       17       35      105       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      296,623
COMMITMENTS
  82,191   10,734   33,312  157,025  237,874  272,528  281,920   24,095   14,703

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,168)
  -2,603     -623     -824    4,698    1,347    1,271     -100     -104    1,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      3.6     11.2     52.9     80.2     91.9     95.0      8.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      76       22       39       75       89      167      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,231
COMMITMENTS
   3,102    1,235    1,226   12,129   13,097   16,457   15,558    3,774    4,673

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        304)
       0      -83        0    1,426    1,113    1,426    1,030   -1,122     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      6.1      6.1     60.0     64.7     81.3     76.9     18.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        4       15       21       22       26
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,156
COMMITMENTS
     186      200        0    4,883    4,893    5,069    5,093       87       63

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        450)
     100       50        0      550      350      650      400     -200       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      3.9      0.0     94.7     94.9     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        0       24       23       27       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       53,933
COMMITMENTS
     230    2,497       15   52,760   51,186   53,005   53,698      928      235

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        642)
    -100      200        0      742      442      642      642        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.6      0.0     97.8     94.9     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       33       34       36       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,954
COMMITMENTS
     200        0        0   18,584   18,954   18,784   18,954      170        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      650      675      650      675      -75     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.0    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       17       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,857
COMMITMENTS
     900    2,775      150    6,657    4,932    7,707    7,857      150        0

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        470)
      50      300      150      470      270      670      720     -200     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     35.3      1.9     84.7     62.8     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        1       26       23       30       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,544
COMMITMENTS
   1,796        0      140   14,448   16,274   16,384   16,414      160      130

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        864)
     130        0       90      644      894      864      984        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.0      0.8     87.3     98.4     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       33       22       36       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,848
COMMITMENTS
   1,014    1,283      627   13,895   13,738   15,536   15,648      312      200

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        439)
     498      150       57      428      245      983      452     -544      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.1      4.0     87.7     86.7     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        6       32       31       40       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,030
COMMITMENTS
     300    2,271       81   13,559   11,552   13,940   13,904       90      126

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        344)
     300     -129       27       17      446      344      344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     16.2      0.6     96.6     82.3     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        6        3       26       23       30       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,618
COMMITMENTS
   6,934    1,242    2,241   22,940   28,849   32,115   32,332      503      286

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,285)
     440        0      595      400      690    1,435    1,285     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      3.8      6.9     70.3     88.4     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        7       34       33       42       41
```

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Updated December 17, 2010