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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,374
COMMITMENTS
   1,733      910        0   30,373   31,306   32,106   32,216      268      158

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -6,164)
    -247       30        0   -6,152   -6,312   -6,399   -6,282      235      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.8      0.0     93.8     96.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        0       36       38       37       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,571
COMMITMENTS
       0        0        0   19,470   19,446   19,470   19,446      101      125

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,549)
       0        0        0   -1,533   -1,539   -1,533   -1,539      -16      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       32       24       32       24
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,610
COMMITMENTS
     428      216      114    6,217    6,319    6,759    6,649      851      961

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -247)
     -77        0        0     -154     -293     -231     -293      -16       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.8      1.5     81.7     83.0     88.8     87.4     11.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       25       23       27       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,789
COMMITMENTS
       0      140        0    8,225    8,778    8,225    8,918    1,564      871

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,428)
    -262     -111      -60   -1,214   -1,099   -1,536   -1,270      108     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0     84.0     89.7     84.0     91.1     16.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        2        0       44       43       44       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,367
COMMITMENTS
     100       77      162    6,438    6,503    6,700    6,742      667      625

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,874)
      75     -119      -36   -1,727   -1,729   -1,688   -1,884     -186       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.0      2.2     87.4     88.3     90.9     91.5      9.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        3        5       46       53       51       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,767
COMMITMENTS
     680        0        0    2,336    2,976    3,016    2,976      751      791

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -484)
    -145      -40        0     -330     -403     -475     -443       -9      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.0      0.0     62.0     79.0     80.1     79.0     19.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       18       16       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,883
COMMITMENTS
       0        0        0    9,883    9,843    9,883    9,843        0       40

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,200)
       0        0        0   -1,195   -1,200   -1,195   -1,200       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       19       18       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,043
COMMITMENTS
  49,055   27,215   63,502  207,479  239,503  320,036  330,220   40,007   29,823

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -604)
  -1,996    2,102    3,413    3,037   -5,994    4,454     -479   -5,059     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      7.6     17.6     57.6     66.5     88.9     91.7     11.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      46       27       44       71       87      142      140
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       68,706
COMMITMENTS
   2,139    6,035   17,028   45,930   42,693   65,096   65,755    3,610    2,951

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,179)
    -181      373   -1,046      831     -345     -396   -1,018   -1,783   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      8.8     24.8     66.8     62.1     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        8       13       13       21       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,375
COMMITMENTS
     851      325      352   14,472   15,210   15,675   15,887      700      488

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -5,694)
    -520      275     -323   -2,611   -4,748   -3,454   -4,796   -2,240     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.0      2.1     88.4     92.9     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        2        4       40       44       49       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,748
COMMITMENTS
       0    2,150      600   15,195   13,228   15,795   15,978      953      770

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,640)
    -225      500      150   -1,352   -2,220   -1,427   -1,570     -213      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.8      3.6     90.7     79.0     94.3     95.4      5.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       25       17       27       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      946,730
COMMITMENTS
 141,671  222,681  366,119  358,592  314,288  866,382  903,087   80,348   43,643

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     21,922)
 -10,263  -14,345   21,008    7,571    8,855   18,316   15,517    3,606    6,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     23.5     38.7     37.9     33.2     91.5     95.4      8.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      73       99      132       84       76      247      231
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,741
COMMITMENTS
   2,907        0    1,302   54,379   53,359   58,588   54,661    5,153    9,080

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,019)
     780        0     -522   -1,285   -3,334   -1,027   -3,856        8    2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      2.0     85.3     83.7     91.9     85.8      8.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       21       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,207
COMMITMENTS
     434    2,869        0   56,095   52,456   56,529   55,325    9,678   10,882

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -5,817)
    -392      -48        0   -4,538   -5,459   -4,930   -5,507     -887     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.3      0.0     84.7     79.2     85.4     83.6     14.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       23       24       24       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,877
COMMITMENTS
       0        0        0   67,462   75,683   67,462   75,683   11,415    3,194

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,051)
       0        0        0   -4,016   -1,405   -4,016   -1,405    1,965     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.5     96.0     85.5     96.0     14.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,543
COMMITMENTS
   6,037        0    2,580   77,775   89,532   86,392   92,112    8,151    2,431

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,226)
   1,629        0     -943   -4,126   -1,739   -3,440   -2,682     -786   -1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      2.7     82.3     94.7     91.4     97.4      8.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        3       25       31       28       34
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,613
COMMITMENTS
       0   11,660    2,503   88,333   72,820   90,836   86,983    4,777    8,630

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,514)
       0      980     -474   -1,762   -2,964   -2,236   -2,458   -1,278   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.2      2.6     92.4     76.2     95.0     91.0      5.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       22       19       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,622
COMMITMENTS
   8,811    2,759    3,153   63,082   74,972   75,046   80,884   12,576    6,738

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,758)
    -152      340     -873   -4,832   -4,659   -5,857   -5,192    1,099      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.1      3.6     72.0     85.6     85.6     92.3     14.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       23       25       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,559,532
COMMITMENTS
  59,509  101,005  505,119  989,451  947,811  1554079  1553934    5,453    5,598

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     29,516)
   3,083    2,402   15,757   11,751   12,498   30,591   30,657   -1,075   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      6.5     32.4     63.4     60.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       30       59       59       60      125      125
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,514
COMMITMENTS
       0      620        0   86,444   84,403   86,444   85,023    3,070    4,491

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,060)
       0     -560        0   -3,780   -3,136   -3,780   -3,696     -280     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     96.6     94.3     96.6     95.0      3.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       17       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,015
COMMITMENTS
   3,597    5,918    5,293  171,499  171,471  180,389  182,682    8,626    6,333

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -13,124)
  -1,027   -1,865     -133  -10,299  -10,410  -11,459  -12,408   -1,665     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.1      2.8     90.7     90.7     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        5       38       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      140,945
COMMITMENTS
   3,441    2,520    1,609  124,707  132,513  129,757  136,641   11,189    4,304

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -6,790)
     392     -410     -448   -6,175   -5,507   -6,231   -6,364     -559     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.8      1.1     88.5     94.0     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       27       25       31       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,162
COMMITMENTS
   5,305      133   11,277  200,100  213,416  216,682  224,826   14,480    6,336

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -10,391)
  -5,481      133      350   -4,363   -9,723   -9,494   -9,240     -897   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.1      4.9     86.6     92.3     93.7     97.3      6.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       35       39       37       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,910,060
COMMITMENTS
 719,145   73,577  907,725  1257717  1909294  2884587  2890596   25,473   19,464

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -62,660)
  23,904   15,536  -34,109  -55,689  -47,497  -65,894  -66,070    3,234    3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      2.5     31.2     43.2     65.6     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       22       59      104       97      170      158
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      944,490
COMMITMENTS
 113,866  207,104  170,765  655,246  562,065  939,877  939,934    4,613    4,556

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -86,703)
 -39,779   -4,373  -20,356  -22,306  -60,258  -82,441  -84,987   -4,262   -1,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     21.9     18.1     69.4     59.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       24       40       42       38       88       83
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      130,804
COMMITMENTS
     250      348    7,394  121,592  122,638  129,236  130,380    1,567      424

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,962)
    -687      -65       32   -3,419   -4,045   -4,075   -4,078      113      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.3      5.7     93.0     93.8     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        6       33       31       40       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,530
COMMITMENTS
       0      994      446   20,269   18,949   20,715   20,389      815    1,141

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,041)
       0     -142      -68     -870     -513     -938     -723     -103     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      2.1     94.1     88.0     96.2     94.7      3.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        3       21       20       24       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,103
COMMITMENTS
       0    1,420      490   28,734   28,573   29,224   30,483    1,879      620

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -536)
       0      -94        0     -369     -374     -369     -468     -167      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      1.6     92.4     91.9     94.0     98.0      6.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       21       27       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,640
COMMITMENTS
     660      108        0   10,714   11,046   11,374   11,154    1,266    1,486

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -598)
     -60       20        0      340     -504      280     -484     -878     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.9      0.0     84.8     87.4     90.0     88.2     10.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       16       19       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,823
COMMITMENTS
     618        0      709   41,290   42,370   42,618   43,079    1,205      744

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,645)
     542       -0       -3   -2,615   -1,618   -2,075   -1,621      430      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      1.6     94.2     96.7     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       21       20       22       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,920
COMMITMENTS
       0        0        0    9,916   10,478    9,916   10,478    1,004      442

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -380)
       0        0        0     -322     -288     -322     -288      -58      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.8     96.0     90.8     96.0      9.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,866
COMMITMENTS
       0        0        0   54,866   54,544   54,866   54,544        0      322

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,600)
       0        0        0   -2,600   -2,580   -2,600   -2,580        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      847,444
COMMITMENTS
       0        0        0  847,444  847,444  847,444  847,444        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -59,360)
       0        0        0  -59,360  -59,360  -59,360  -59,360        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:       20)
       0        0        0       13        9       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,369
COMMITMENTS
       0      400        0   46,844   46,869   46,844   47,269      525      100

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,225)
       0     -200        0   -3,125   -3,025   -3,125   -3,225     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     98.9     98.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17        6       17        8
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      775,528
COMMITMENTS
       0   14,080        0  775,528  761,448  775,528  775,528        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -58,208)
       0  -16,960        0  -58,208  -41,248  -58,208  -58,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0    100.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       90,693
COMMITMENTS
       0    3,945        0   90,542   86,748   90,542   90,693      151        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -5,190)
       0     -400        0   -5,341   -4,790   -5,341   -5,190      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     99.8     95.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       11       16       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,553,387
COMMITMENTS
       0   61,670        0  1553387  1491717  1553387  1553387        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -81,903)
       0   -4,240        0  -81,903  -77,663  -81,903  -81,903        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       10       16       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      171,985
COMMITMENTS
   4,855        0        0  167,130  171,520  171,985  171,520        0      465

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -11,959)
    -720        0        0  -11,239  -11,819  -11,959  -11,819        0     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     97.2     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       21       26       23       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,809,554
COMMITMENTS
  77,269        0        0  2732285  2809554  2809554  2809554        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:   -143,082)
 -21,624        0        0 -121,458 -143,082 -143,082 -143,082        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     97.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       19       24       22       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,718
COMMITMENTS
      40    2,990        0   60,128   59,600   60,168   62,590    2,550      128

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        347)
     -40     -100        0      387      575      347      475        0     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.8      0.0     95.9     95.0     95.9     99.8      4.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       19       15       20       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,025,611
COMMITMENTS
       0   74,080        0  1025611  951,531  1025611  1025611        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -14,640)
       0   -2,120        0  -14,640  -12,520  -14,640  -14,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      0.0    100.0     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       16       17       17
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,655
COMMITMENTS
   4,830      495       45   52,780   57,095   57,655   57,635        0       20

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,055)
    -300      -20        0   -2,500   -3,015   -2,800   -3,035     -255      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.9      0.1     91.5     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       22       29       24       31
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       11,536
COMMITMENTS
     472        0        0    9,712   11,281   10,184   11,281    1,352      255

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.0     84.2     97.8     88.3     97.8     11.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       14       14       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,047,520
COMMITMENTS
  98,820   30,312        0  948,700  1017208  1047520  1047520        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -47,008)
  -6,360   -5,088        0  -40,648  -41,920  -47,008  -47,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.9      0.0     90.6     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       22       24       24       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,163
COMMITMENTS
     609       45      147   22,969   23,751   23,725   23,943      438      220

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        731)
     105        0       28      650      732      783      760      -52      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.2      0.6     95.1     98.3     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        3       37       34       40       37
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,975
COMMITMENTS
      45        0       25   15,330   15,950   15,400   15,975      575        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -790)
      20        0       25     -550     -815     -505     -790     -285        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.2     96.0     99.8     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       17       19       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,281
COMMITMENTS
       0      159      219   10,924   10,798   11,143   11,176      138      105

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,728)
       0       32       58   -1,745   -1,848   -1,687   -1,758      -41       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      1.9     96.8     95.7     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       22       19       23
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,437
COMMITMENTS
     380        0        0    7,514    8,203    7,894    8,203      543      234

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,362)
     -35        0        0   -1,128   -1,221   -1,163   -1,221     -199     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.0     89.1     97.2     93.6     97.2      6.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       27       22       28       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,645,582
COMMITMENTS
 253,222   92,990  867,050  1418623  1589794  2538895  2549835  106,687   95,747

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     59,861)
  -5,879    1,020   34,496   23,190      216   51,807   35,732    8,053   24,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      3.5     32.8     53.6     60.1     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     136      102      185       92      103      325      307
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,605
COMMITMENTS
     430   24,943   18,865   58,798   34,056   78,093   77,864    2,512    2,741

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        993)
  -2,145    2,341    2,390    1,561   -3,532    1,806    1,199     -813     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     30.9     23.4     72.9     42.3     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       11       12       17       18       30       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      206,542
COMMITMENTS
  29,867   24,099    1,890  150,288  132,245  182,045  158,234   24,497   48,308

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -15,147)
  -3,926   -3,003     -262  -10,876   -9,330  -15,064  -12,595      -83   -2,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     11.7      0.9     72.8     64.0     88.1     76.6     11.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       31       27       36       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      150,876
COMMITMENTS
  28,376    5,456   33,684   84,959  107,743  147,018  146,882    3,857    3,994

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        762)
      36     -694      122      347    1,175      505      604      257      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      3.6     22.3     56.3     71.4     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       11       26       29       29       63       56
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      583,859
COMMITMENTS
  29,620        0   74,644  459,552  489,642  563,816  564,286   20,043   19,573

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -16,480)
  -2,053     -496      239  -12,410  -12,754  -14,224  -13,011   -2,255   -3,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0     12.8     78.7     83.9     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        0        9       35       36       44       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,724
COMMITMENTS
   1,331    1,130       25   61,363   61,364   62,719   62,519        5      205

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -10,295)
     486        0     -120  -10,631  -10,265  -10,265  -10,385      -30       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.8      0.0     97.8     97.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        3        1       49       46       54       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,945
COMMITMENTS
  19,484   35,260    8,748  101,382   85,995  129,614  130,003    5,331    4,942

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      1,287)
     484      483      159      367      512    1,010    1,154      277      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     26.1      6.5     75.1     63.7     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       14       15       24       23       45       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,495
COMMITMENTS
   2,820    2,441    7,310   27,015   28,412   37,145   38,163    2,350    1,332

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      3,648)
     520        0    1,165    1,577    1,975    3,262    3,140      386      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.2     18.5     68.4     71.9     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        5       16       16       24       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,212
COMMITMENTS
     235        0    1,869   50,081   64,995   52,185   66,864   42,027   27,348

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,918)
  -1,637      -94     -319     -224   -3,966   -2,180   -4,379   -2,738     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      2.0     53.2     69.0     55.4     71.0     44.6     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       21       20       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,910
COMMITMENTS
     950    1,607      150   31,810   31,020   32,910   32,777        0      133

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,735)
     300     -193        0   -4,985   -4,475   -4,685   -4,668      -50      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.9      0.5     96.7     94.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       24       33       27       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,024
COMMITMENTS
  16,222    3,894      553    3,480   18,064   20,255   22,511    2,769      513

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -330)
     258      -34      -78     -454     -210     -274     -322      -56       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.5     16.9      2.4     15.1     78.5     88.0     97.8     12.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      88       26        8       22       30      116       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,072
COMMITMENTS
  23,309    4,286      623    6,178   28,810   30,110   33,719    4,962    1,353

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        375)
     377     -132      -24      202      282      555      126     -180      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.5     12.2      1.8     17.6     82.1     85.9     96.1     14.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      84       21        7       17       32      106       56
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      294,165
COMMITMENTS
  71,199   12,229   47,529  153,409  216,804  272,137  276,562   22,028   17,603

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,335)
  -2,427      442    2,498   -3,691   -7,438   -3,620   -4,498    2,285    3,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      4.2     16.2     52.2     73.7     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      71       25       56       79       92      176      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,254
COMMITMENTS
     391        0      712   12,791   13,757   13,894   14,469    6,360    5,785

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,370)
  -1,553        0      217   -2,957   -2,839   -4,293   -2,622      923     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      3.5     63.2     67.9     68.6     71.4     31.4     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        2       14       16       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,022
COMMITMENTS
   1,346      100      275    6,270    7,395    7,891    7,770      131      252

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,238)
    -226       14     -175     -676   -1,020   -1,077   -1,181     -161      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      1.2      3.4     78.2     92.2     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       30       30       34       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       43,580
COMMITMENTS
   1,735       86      630   39,749   42,669   42,114   43,385    1,466      195

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,852)
      25       -9       -4   -2,757   -2,839   -2,736   -2,852     -116        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.2      1.4     91.2     97.9     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        1       33       29       37       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,011
COMMITMENTS
   2,200        0        0   17,715   19,461   19,915   19,461       96      550

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,530)
    -200        0        0   -1,315   -1,380   -1,515   -1,380      -15     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      0.0      0.0     88.5     97.3     99.5     97.3      0.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       13       22       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,421
COMMITMENTS
     906      400      500   13,015   13,521   14,421   14,421        0        0

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,512)
    -828     -300      100     -784   -1,312   -1,512   -1,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.8      3.5     90.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       28       24       32       26
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,243
COMMITMENTS
       0      115       30    2,367    2,198    2,397    2,343      846      900

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -375)
    -234       40      -10      -22     -515     -266     -485     -109      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.9     73.0     67.8     73.9     72.2     26.1     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       14       16       15       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,753
COMMITMENTS
     240        0        0   12,328   12,703   12,568   12,703      185       50

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,845)
    -220        0        0   -1,485   -1,845   -1,705   -1,845     -140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     96.7     99.6     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       17       22       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,177
COMMITMENTS
     480    3,527      636   17,745   14,805   18,861   18,968      316      209

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -396)
    -228      709        0     -132   -1,080     -360     -371      -36      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     18.4      3.3     92.5     77.2     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        1       30       33       32       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,138
COMMITMENTS
   1,035      942        0   12,103   12,178   13,138   13,120        0       18

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -938)
    -403     -152        0     -535     -804     -938     -956        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      7.2      0.0     92.1     92.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        0       22       22       25       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,272
COMMITMENTS
   3,860    2,770    1,329   39,122   42,262   44,311   46,361    2,961      911

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,623)
  -3,239     -298     -155   -1,466   -4,242   -4,860   -4,695      237       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.9      2.8     82.8     89.4     93.7     98.1      6.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        3       34       39       40       46
```

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Updated February 5, 2010