```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,055
COMMITMENTS
   1,392    4,403       83   41,482   38,227   42,957   42,713       98      342

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,091)
     285      224       65      791      502    1,141      791      -50      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     10.2      0.2     96.3     88.8     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        4        2       42       48       45       53
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,006
COMMITMENTS
     783        0        0   31,136   31,786   31,919   31,786       87      220

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,679)
       2        0        0    1,677    1,679    1,679    1,679        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     97.3     99.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        0       30       39       32       39
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,052
COMMITMENTS
     122      216       79    4,198    4,622    4,399    4,917    1,653    1,135

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         33)
       0        0        0       46       88       46       88      -13      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      3.6      1.3     69.4     76.4     72.7     81.2     27.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       19       20       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,057
COMMITMENTS
     928      215      120    6,568    7,304    7,616    7,639    1,441    1,418

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        251)
      36        0        6      290       50      332       56      -81      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      2.4      1.3     72.5     80.6     84.1     84.3     15.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        2       36       40       40       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,230
COMMITMENTS
     566      345      371    6,829    7,009    7,766    7,725      464      505

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        795)
      15      -30      128      702      706      845      804      -50       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      4.2      4.5     83.0     85.2     94.4     93.9      5.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        8       53       58       61       67
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,340
COMMITMENTS
     139        0       45    1,393    1,712    1,577    1,757      763      583

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         -2)
     -30        0        0      -35       30      -65       30       63      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      1.9     59.5     73.2     67.4     75.1     32.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       13       14       14
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,824
COMMITMENTS
       0       55        0    1,461    1,263    1,461    1,318      363      506

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        120)
       0        5        0       60      140       60      145       60      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0     80.1     69.2     80.1     72.3     19.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       17       19       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,075
COMMITMENTS
      40       35       85    1,299    1,370    1,424    1,490      651      585

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        275)
      -5        0        0      117      134      112      134      163      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.7      4.1     62.6     66.0     68.6     71.8     31.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       18       22       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,981
COMMITMENTS
       0      225      300   16,186   16,406   16,486   16,931      495       50

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,070)
       0      125        0      945    1,040      945    1,165      125      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      1.8     95.3     96.6     97.1     99.7      2.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       19       27       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      435,049
COMMITMENTS
  56,391   23,972   89,051  243,841  292,830  389,283  405,853   45,766   29,196

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -324)
    -872     -386   -1,692    2,273      685     -291   -1,394      -33    1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.5     20.5     56.0     67.3     89.5     93.3     10.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      43       27       47       78       87      144      142
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,510
COMMITMENTS
     200    1,306      800   19,510   18,389   20,510   20,495        0       15

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      2,635)
      37      312       63    2,535    2,260    2,635    2,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.4      3.9     95.1     89.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       3        8        6       45       50       51       61
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,601
COMMITMENTS
   1,820        0       75    7,385    9,091    9,280    9,166      321      435

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.0      0.8     76.9     94.7     96.7     95.5      3.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        1       23       20       28       21
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,126
COMMITMENTS
     160      247      208    2,739    1,978    3,107    2,433    1,019    1,693

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         16)
       2       13       -6       45      -16       41       -9      -25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      6.0      5.0     66.4     47.9     75.3     59.0     24.7     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       17       17       20       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      882,561
COMMITMENTS
 154,319  277,145  254,867  393,720  300,355  802,906  832,367   79,655   50,194

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -6,966)
  -1,310  -10,327      728   -3,869   -1,492   -4,451  -11,092   -2,515    4,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     31.4     28.9     44.6     34.0     91.0     94.3      9.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      85      103      124       88       79      248      238
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       48,708
COMMITMENTS
       0    2,477       88   36,282   40,526   36,370   43,091   12,338    5,617

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -582)
       0      852     -444     -329     -990     -773     -582      191        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      0.2     74.5     83.2     74.7     88.5     25.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       17       15       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,057
COMMITMENTS
       0        0        0   50,768   47,191   50,768   47,191    7,289   10,866

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,162)
       0        0        0    1,162    1,162    1,162    1,162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     81.3     87.4     81.3     12.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,702
COMMITMENTS
       0        0        0   52,518   59,137   52,518   59,137   10,184    3,565

CHANGES FROM 10/19/10 (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     83.8     94.3     83.8     94.3     16.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,236
COMMITMENTS
   2,831    2,281    5,171   47,844   49,795   55,846   57,247    9,390    7,989

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -220)
     684      -60     -412     -352     -216      -80     -688     -140      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.5      7.9     73.3     76.3     85.6     87.8     14.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       18       18       21       21
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,245
COMMITMENTS
       0    5,418    1,628   49,343   38,020   50,971   45,066    7,274   13,179

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        -48)
       0      915     -498      418    1,459      -80    1,876       32   -1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      2.8     84.7     65.3     87.5     77.4     12.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       12       17       14       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,299
COMMITMENTS
   4,661        0    3,736   49,163   59,761   57,560   63,497   11,739    5,802

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        409)
     304        0        5       -4       68      305       73      104      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      5.4     70.9     86.2     83.1     91.6     16.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       20       18       23       20
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,687,362
COMMITMENTS
  70,107   95,440  562,006  1047693  1024174  1679806  1681620    7,556    5,742

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -82,336)
  -8,723   -6,573  -36,686  -37,693  -38,803  -83,102  -82,062      766     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.7     33.3     62.1     60.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      48       23       57       62       62      129      123
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       31,306
COMMITMENTS
   1,612    8,811   11,989   17,309   10,291   30,910   31,090      395      215

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -4,271)
     303   -1,494   -4,121     -496    1,401   -4,313   -4,214       43      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     28.1     38.3     55.3     32.9     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        8        9       13       11       23       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      132,023
COMMITMENTS
       0   11,367    3,653  121,650  111,383  125,303  126,403    6,720    5,621

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      2,437)
    -436    2,757      542    2,325     -448    2,431    2,851        6     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      2.8     92.1     84.4     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        3       30       32       33       35
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,395
COMMITMENTS
       0    1,243    1,323   94,369   95,243   95,692   97,809    7,703    5,586

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        129)
       0     -405      221        0        0      221     -184      -92      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.3     91.3     92.1     92.5     94.6      7.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      171,565
COMMITMENTS
   4,680        0    7,376  146,300  157,677  158,356  165,053   13,209    6,512

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        384)
  -1,252        0      250      530      -26     -472      224      856      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      4.3     85.3     91.9     92.3     96.2      7.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       32       35       34       37
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,693,544
COMMITMENTS
 481,497  138,975  830,683  1362975  1704490  2675155  2674148   18,389   19,396

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     58,264)
  -5,853  -16,184   39,477   28,319   33,627   61,943   56,920   -3,679    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      5.2     30.8     50.6     63.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      35       31       61      114       96      181      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,022,315
COMMITMENTS
  90,874  136,755  198,821  730,439  683,274  1020134  1018850    2,181    3,465

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     44,760)
   3,202   14,382    9,078   32,307   22,621   44,587   46,081      173   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     13.4     19.4     71.4     66.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      20       32       38       44       42       88       88
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,648
COMMITMENTS
     915      270       15    6,465    7,063    7,395    7,348      253      300

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -575)
     -90      -45      -30     -301     -208     -421     -283     -153     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      3.5      0.2     84.5     92.4     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       16       19       18
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,880
COMMITMENTS
       0    1,244        0    7,709    6,503    7,709    7,747      171      133

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,591)
       0        0        0    1,592    1,649    1,592    1,649       -1      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.8      0.0     97.8     82.5     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        0       25       25       25       28
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,025
COMMITMENTS
       0        0        0    2,965    3,010    2,965    3,010       60       15

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         94)
       0        0        0       94       84       94       84        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     99.5     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       18       15       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,494
COMMITMENTS
      47        0       15    1,835    1,994    1,897    2,009      597      485

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         47)
       5        0        0       84       82       89       82      -42      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.6     73.6     80.0     76.1     80.6     23.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       24       25       25       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      201,243
COMMITMENTS
   3,340      662   18,839  175,901  180,878  198,080  200,379    3,164      864

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        765)
    -906      -22    1,078      629     -355      800      701      -35       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.3      9.4     87.4     89.9     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        1        6       38       30       46       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,177
COMMITMENTS
     260      126        0    6,809    7,218    7,069    7,344    1,108      833

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.5      0.0     83.3     88.3     86.4     89.8     13.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13       12       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,747
COMMITMENTS
       0      774       40   15,960   15,863   16,000   16,677    1,747    1,070

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        443)
       0      -22        0      345      453      345      431       98       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.2     89.9     89.4     90.2     94.0      9.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       21       20       22       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,130
COMMITMENTS
       0    2,146      200   27,746   28,456   27,946   30,802    3,184      328

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        284)
       0       30        0      284      234      284      264        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.6     89.1     91.4     89.8     98.9     10.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       23       29       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,455
COMMITMENTS
     280       86      138   10,269   10,916   10,687   11,140    1,768    1,315

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        231)
       0       52      -32      160      106      128      126      103      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.7      1.1     82.4     87.6     85.8     89.4     14.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       19       15       21       17
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       29,014
COMMITMENTS
       0    1,625        0   29,014   27,134   29,014   28,759        0      255

CHANGES FROM 10/19/10 (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      5.6      0.0    100.0     93.5    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15        9       15       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,356
COMMITMENTS
       0      495      505   44,758   44,230   45,264   45,230    1,092    1,126

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        391)
      -4        6        8      339      356      343      371       48       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      1.1     96.6     95.4     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       26       22       28       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,483
COMMITMENTS
       0        0        0    8,481    8,641    8,481    8,641    1,002      842

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2        2        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.4     91.1     89.4     91.1     10.6      8.9

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 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,284
COMMITMENTS
       0        0        0   50,964   51,241   50,964   51,241      320       43

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        277)
       0        0        0        0      255        0      255      277       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       11       13       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      764,177
COMMITMENTS
       0        0        0  764,177  764,177  764,177  764,177        0        0

CHANGES FROM 10/19/10 (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:       23)
       0        0        0       15       10       15       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,859
COMMITMENTS
       0    1,300        0   37,859   36,559   37,859   37,859        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      205      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0    100.0     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       11       15       12
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,894
COMMITMENTS
       0        0        0   33,129   33,639   33,129   33,639      765      255

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -843)
       0        0        0     -843     -843     -843     -843        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     99.2     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15        9       15        9
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      486,188
COMMITMENTS
       0        0        0  486,188  486,188  486,188  486,188        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -19,271)
       0        0        0  -19,271  -19,271  -19,271  -19,271        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:       23)
       0        0        0       13       13       13       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       71,396
COMMITMENTS
       0        0        0   71,331   71,396   71,331   71,396       65        0

CHANGES FROM 10/19/10 (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     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       16       17       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,221,867
COMMITMENTS
       0        0        0  1221867  1221867  1221867  1221867        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -1,925)
       0        0        0   -1,925   -1,925   -1,925   -1,925        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       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      214,018
COMMITMENTS
   1,998        0      168  211,852  213,783  214,018  213,951        0       67

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      4,995)
     673        0      105    4,217    4,995    4,995    5,100        0     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.1     99.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       27       29       29       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,794,585
COMMITMENTS
       0    3,580        0  3794585  3791005  3794585  3794585        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     79,729)
       0    1,540        0   79,729   78,189   79,729   79,729        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       24       25       24       26
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,278
COMMITMENTS
   1,527    2,135        0   60,751   59,888   62,278   62,023        0      255

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -148)
     147   -2,550        0     -295    2,402     -148     -148        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.4      0.0     97.5     96.2    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       26       21       28       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,191,974
COMMITMENTS
  30,014   66,240        0  1161960  1125734  1191974  1191974        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     72,890)
   3,465        0        0   69,425   72,890   72,890   72,890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.6      0.0     97.5     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       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 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,230
COMMITMENTS
   1,625        0        0   57,561   58,975   59,186   58,975       44      255

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -600     -855     -600     -855        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.2     99.6     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       25       28       26       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,787
COMMITMENTS
     130      650        0   10,571    9,882   10,701   10,532       86      255

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      6.0      0.0     98.0     91.6     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       14       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,643
COMMITMENTS
     510        0        0   35,814   35,814   36,324   35,814      319      829

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        142)
       0        0        0      142      142      142      142       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.7     97.7     99.1     97.7      0.9      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 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      513,294
COMMITMENTS
       0   29,225        0  513,294  484,069  513,294  513,294        0        0

CHANGES FROM 10/19/10 (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      5.7      0.0    100.0     94.3    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 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,108,258
COMMITMENTS
  29,986   24,409   10,466  1067806  1073383  1108258  1108258        0        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.2      0.9     96.3     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       25       26       28       28
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,689
COMMITMENTS
      80        0      626   25,998   26,754   26,704   27,380      985      309

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        260)
    -194        0       -5      474      241      275      236      -15       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.3     93.9     96.6     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        0        4       36       33       41       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,054
COMMITMENTS
     460        0       15   14,375   14,428   14,850   14,443      204      611

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        219)
       0        0        0      219       75      219       75        0      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.1     95.5     95.8     98.6     95.9      1.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       13       15       14       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,244
COMMITMENTS
       0        0        0    9,639    9,407    9,639    9,407      605      837

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        244)
    -126        0     -142      229      109      -39      -33      283      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.1     91.8     94.1     91.8      5.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       28       22       28       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,643
COMMITMENTS
       0        0        0   10,213    9,891   10,213    9,891      430      752

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        349)
       0        0        0      304      256      304      256       45       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.0     92.9     96.0     92.9      4.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       21       21       21
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,656
COMMITMENTS
       0        0        0    4,520    4,523    4,520    4,523      136      133

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       35       45       35        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.1     97.1     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       15       19       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,720,853
COMMITMENTS
 331,486  126,932  904,169  1391603  1606056  2627257  2637157   93,596   83,697

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -41,502)
   9,601   -3,139  -15,616  -33,301  -29,155  -39,316  -47,911   -2,185    6,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      4.7     33.2     51.1     59.0     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     168      113      199       94      106      361      332
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,857
COMMITMENTS
  72,826   12,118   33,342   54,107  111,456  160,275  156,916      582    3,941

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      3,748)
   8,312     -290   -2,460   -2,224    6,706    3,627    3,955      122     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3      7.5     20.7     33.6     69.3     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       11        9       24       25       35       40
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      248,343
COMMITMENTS
  24,808   15,720   16,378  167,358  161,727  208,544  193,825   39,799   54,518

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      6,941)
  -2,018      519      860    5,623    2,809    4,465    4,188    2,476    2,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      6.3      6.6     67.4     65.1     84.0     78.0     16.0     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        5       26       26       32       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,280
COMMITMENTS
  18,169    6,870   39,326   85,033   96,387  142,528  142,583    3,752    3,697

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -3,785)
  -3,280    1,232   -1,748      757   -3,629   -4,270   -4,146      486      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.7     26.9     58.1     65.9     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28       11       30       26       27       66       57
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      628,351
COMMITMENTS
  45,536    3,949  107,569  461,177  504,272  614,282  615,791   14,069   12,560

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      9,040)
     875      317      554    6,637    7,920    8,067    8,791      973      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.6     17.1     73.4     80.3     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        3       12       37       38       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,693
COMMITMENTS
     108    3,739      308   44,152   40,473   44,568   44,520      125      173

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        603)
      33      602   -1,000    1,470      911      503      513      100       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.4      0.7     98.8     90.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        7        4       43       43       47       53
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,918
COMMITMENTS
   8,486   34,038    4,355   90,452   63,687  103,293  102,080    3,625    4,838

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -1,668)
   1,000      345     -596   -1,859   -1,662   -1,455   -1,913     -213      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     31.8      4.1     84.6     59.6     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       11       14       27       26       42       42
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,888
COMMITMENTS
   2,235    2,819    3,956   27,221   26,536   33,412   33,311    2,476    2,577

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -665)
   1,000     -520     -800     -816      900     -616     -420      -49     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.9     11.0     75.8     73.9     93.1     92.8      6.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        4       15       16       20       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,703
COMMITMENTS
   5,298      750        0   13,228   17,878   18,526   18,628      177       75

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         50)
    -114        0        0      200       50       86       50      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      4.0      0.0     70.7     95.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        0       18       22       21       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,193
COMMITMENTS
  18,307    2,119    1,145    4,705   23,139   24,157   26,403    3,036      790

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        702)
     835      159      305     -277      345      863      809     -161     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      7.8      4.2     17.3     85.1     88.8     97.1     11.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      82       20        6       23       34      109       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,887
COMMITMENTS
  28,180      764      185    5,179   36,932   33,544   37,881    5,343    1,006

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -256)
     530     -960      -39   -1,158      813     -668     -186      412      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.5      2.0      0.5     13.3     95.0     86.3     97.4     13.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      91        9        3       16       35      109       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,236
COMMITMENTS
  73,447   14,461   45,337  171,635  238,576  290,420  298,374   21,817   13,862

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -7,938)
  -6,707     -996   -3,182    1,319   -3,020   -8,570   -7,198      632     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      4.6     14.5     55.0     76.4     93.0     95.6      7.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      58       28       45       81       85      167      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,711
COMMITMENTS
   2,549      711    1,627   15,551   16,905   19,727   19,243    4,984    5,468

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,930)
       8      334     -220    2,487    2,294    2,275    2,408     -345     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      2.9      6.6     62.9     68.4     79.8     77.9     20.2     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        4       17       21       22       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,772
COMMITMENTS
     250      132      322    5,999    6,218    6,571    6,672      201      100

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        186)
       0        0      -14      200      200      186      186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.9      4.8     88.6     91.8     97.0     98.5      3.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       31       31       35       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,654
COMMITMENTS
     740      860       38   54,567   55,226   55,345   56,124    1,309      530

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,511)
       0      390     -211    1,436    1,052    1,225    1,231      286      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.5      0.1     96.3     97.5     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        1       37       32       40       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,199
COMMITMENTS
     600        0        0   18,344   19,199   18,944   19,199      255        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,445)
       0        0        0    1,445    1,445    1,445    1,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     95.5    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       25       19       26       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,136
COMMITMENTS
     650      200        0    6,216    6,936    6,866    7,136      270        0

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        100)
      50      100        0       50        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.8      0.0     87.1     97.2     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        0       24       24       27       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,299
COMMITMENTS
   3,784        0        0   13,995   17,604   17,779   17,604      520      695

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        555)
     150        0        0      405      485      555      485        0       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      0.0      0.0     76.5     96.2     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       31       22       34       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,228
COMMITMENTS
   1,025      923      215   15,132   15,517   16,372   16,655      856      573

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        270)
     195       54        0       75      216      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.4      1.2     87.8     90.1     95.0     96.7      5.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        3       28       31       34       35
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,322
COMMITMENTS
       0      990      412   15,529   14,467   15,941   15,869      381      453

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:        381)
       0      387     -135      516      129      381      381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      2.5     95.1     88.6     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        5        2       28       22       30       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,833
COMMITMENTS
   3,878    1,556    1,172   24,563   28,550   29,613   31,278    2,220      555

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:         28)
     524        0     -225     -271      253       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      4.9      3.7     77.2     89.7     93.0     98.3      7.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        5       33       31       40       37
```

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Updated October 29, 2010