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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,091
COMMITMENTS
     819    2,380       64   45,005   43,469   45,888   45,913      203      178

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      3,659)
       0      200        0    3,515    3,459    3,515    3,659      144        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.2      0.1     97.6     94.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        1       43       47       45       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,723
COMMITMENTS
     200        0        0   29,434   29,523   29,634   29,523       89      200

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,099)
       0        0        0    1,087    1,099    1,087    1,099       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     99.0     99.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       28       33       29       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,433
COMMITMENTS
     170      216       31    3,679    3,941    3,880    4,188    1,553    1,245

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        -59)
       0        0        0      -75      -44      -75      -44       16      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.0      0.6     67.7     72.5     71.4     77.1     28.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       17       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,951
COMMITMENTS
     512      291      140    6,994    7,449    7,646    7,880    1,305    1,071

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        183)
      14       -2       -6      145      117      153      109       30       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.3      1.6     78.1     83.2     85.4     88.0     14.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       41       40       45       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,246
COMMITMENTS
     525      427      240    6,042    6,122    6,807    6,789      439      457

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        140)
     131        9      -50       99      168      180      127      -40       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.9      3.3     83.4     84.5     93.9     93.7      6.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        6        4       49       52       54       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,613
COMMITMENTS
     709        0        5    1,022    2,148    1,736    2,153      877      460

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          9)
       0        0        0        9      -11        9      -11        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      0.0      0.2     39.1     82.2     66.4     82.4     33.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       12       15       16       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,567
COMMITMENTS
       0       35        0    1,069      932    1,069      967      498      600

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0     68.2     59.5     68.2     61.7     31.8     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       15       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,601
COMMITMENTS
      30       40       40    1,194    1,142    1,264    1,222      337      379

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        143)
       0        0       40       91       81      131      121       12       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.5      2.5     74.6     71.3     79.0     76.3     21.0     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       18       19       19
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,608
COMMITMENTS
       0        0        0    1,600    1,601    1,600    1,601        8        7

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,510
COMMITMENTS
       0      200        0   16,300   16,300   16,300   16,500      210       10

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,213)
       0        0        0    1,183    1,213    1,183    1,213       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     98.7     98.7     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       28       18       28       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      392,693
COMMITMENTS
  62,762   29,776   71,006  207,624  262,774  341,392  363,556   51,301   29,138

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      9,163)
   1,439      246    2,465    3,955    5,516    7,858    8,227    1,304      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.6     18.1     52.9     66.9     86.9     92.6     13.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      51       27       46       72       84      150      138
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      114,534
COMMITMENTS
     142    9,088   29,062   80,335   72,231  109,539  110,381    4,995    4,153

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,934)
      37       36      616    1,176    1,429    1,830    2,081      105     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.9     25.4     70.1     63.1     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        8        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,210
COMMITMENTS
     425    1,665      525   16,145   14,955   17,095   17,145      115       65

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        876)
     -50      125      -75      969      826      844      876       32        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.7      3.1     93.8     86.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        7        5       43       46       49       56
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,118
COMMITMENTS
   2,160        0       25    4,596    6,793    6,781    6,818      337      300

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        186)
    -300        0        0      186     -114     -114     -114      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      0.0      0.4     64.6     95.4     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        1       25       23       30       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,422
COMMITMENTS
   2,463      230      752    6,165    8,420    9,380    9,402       42       20

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        -25)
    -125      150      125      -25     -300      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      2.4      8.0     65.4     89.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1        9       12       11       15
 
 
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE              Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,492
COMMITMENTS
     154        0      448    2,588    2,751    3,191    3,199      301      293

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        -70)
       2        0       -6      -64      -63      -68      -69       -2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0     12.8     74.1     78.8     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       18       18       20       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      864,235
COMMITMENTS
 172,234  339,237  256,391  348,376  225,491  777,001  821,118   87,235   43,117

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        391)
   4,912   24,456    3,423   -3,688  -28,895    4,647   -1,016   -4,256    1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     39.3     29.7     40.3     26.1     89.9     95.0     10.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      96      106      144       84       79      270      253
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,845
COMMITMENTS
      55        0      280   50,473   50,815   50,808   51,095    6,037    5,750

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        792)
     -31        0        0     -697    1,642     -728    1,642    1,520     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.5     88.8     89.4     89.4     89.9     10.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       16       19       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,608
COMMITMENTS
       0        0        0   45,972   53,104   45,972   53,104   10,636    3,504

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.2     93.8     81.2     93.8     18.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,116
COMMITMENTS
   2,332    3,559    4,679   39,030   35,628   46,041   43,866    8,075   10,250

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -672)
       0    1,192   -1,160       32      -62   -1,128      -30      456     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      6.6      8.6     72.1     65.8     85.1     81.1     14.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,346
COMMITMENTS
   2,399    1,280    3,688   45,809   51,039   51,896   56,007   11,450    7,339

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         39)
      84        0      -62        0        0       22      -62       17      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.0      5.8     72.3     80.6     81.9     88.4     18.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       16       14       19       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,796,677
COMMITMENTS
  94,773  129,646  621,992  1073502  1039018  1790267  1790656    6,410    6,021

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     46,348)
    -864   -2,739   27,790   20,843   22,241   47,770   47,293   -1,421     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      7.2     34.6     59.7     57.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      43       39       67       62       61      136      136
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       38,850
COMMITMENTS
   4,409   12,863   12,915   19,759   12,553   37,083   38,331    1,767      520

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,624)
     761       62     -240      976    1,855    1,497    1,677      127      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     33.1     33.2     50.9     32.3     95.5     98.7      4.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        9       11       16       17       30       32
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      112,518
COMMITMENTS
       0   12,485    1,222  100,801   93,432  102,023  107,139   10,495    5,379

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -536)
       0      177      -53     -505     -566     -558     -442       22      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      1.1     89.6     83.0     90.7     95.2      9.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        3       20       27       23       30
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,667
COMMITMENTS
       0      872    1,674   80,445   77,736   82,119   80,282   10,548   12,385

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        175)
       0      -80       80       61       61      141       61       34      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      1.8     86.8     83.9     88.6     86.6     11.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       16       17       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,789
COMMITMENTS
   6,909    1,033    6,361  125,176  137,910  138,446  145,304   15,343    8,485

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        326)
      80      843     -525      673       48      228      366       98      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.7      4.1     81.4     89.7     90.0     94.5     10.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       26       28       29       30
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,594,365
COMMITMENTS
 513,890   96,273  813,384  1245470  1666135  2572744  2575792   21,621   18,573

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -32,460)
 -11,062   -5,250  -21,481      111   -4,022  -32,432  -30,753      -28   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      3.7     31.4     48.0     64.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       26       61      108       91      173      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,024,285
COMMITMENTS
 199,977  118,460  181,569  639,218  720,695  1020764  1020724    3,521    3,561

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     34,667)
  29,981    3,044    4,179      978   27,830   35,138   35,053     -471     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     11.6     17.7     62.4     70.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      25       31       45       42       40       94       89
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,783
COMMITMENTS
      43      849       40    8,620    7,719    8,703    8,608       80      175

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,215)
      43        0       40    1,120    1,137    1,203    1,177       12       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      9.7      0.5     98.1     87.9     99.1     98.0      0.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       27       30       29       32
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,840
COMMITMENTS
     181      369       13    2,074    1,687    2,268    2,069      572      771

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        103)
      18       45        2       54       35       74       82       29       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     13.0      0.5     73.0     59.4     79.9     72.9     20.1     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       16       19       17       23
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,006
COMMITMENTS
     145       30        5    1,509    1,647    1,659    1,682      347      324

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         44)
      10        0      -15      170      104      165       89     -121      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.5      0.2     75.2     82.1     82.7     83.8     17.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       27       22       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      179,398
COMMITMENTS
   2,576      873   15,812  158,011  161,862  176,399  178,547    2,999      851

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        984)
      85     -139      524      363      263      972      648       13      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.5      8.8     88.1     90.2     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        6       37       34       46       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,098
COMMITMENTS
      92       46        0    6,624    7,053    6,716    7,099    1,382      999

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.6      0.0     81.8     87.1     82.9     87.7     17.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,787
COMMITMENTS
       0      871       50   16,653   15,951   16,703   16,872    1,084      915

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         78)
       0      -59       26       74       93      100       60      -22       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.3     93.6     89.7     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       25       22       27       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,913
COMMITMENTS
     699        0        0    8,819    9,429    9,518    9,429    1,395    1,484

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        242)
       0        0        0      240      266      240      266        2      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     80.8     86.4     87.2     86.4     12.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       15       19       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,206
COMMITMENTS
     164    2,474      350   28,238   28,204   28,752   31,028    3,454    1,178

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        276)
       0       70        0      270      -28      270       42        6      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.7      1.1     87.7     87.6     89.3     96.3     10.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       25       24       28       27
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,102
COMMITMENTS
     190      326       40   10,131   10,760   10,361   11,126    1,741      976

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         70)
       0      -26        0       78       76       78       50       -8       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.7      0.3     83.7     88.9     85.6     91.9     14.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       16       22       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,226
COMMITMENTS
       0      575        0   23,971   23,396   23,971   23,971      255      255

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.0     98.9     96.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,102
COMMITMENTS
      94      561      574   39,418   39,325   40,086   40,460    1,017      642

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        581)
     -29       -1       57      553      525      581      581       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.4      1.4     95.9     95.7     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       29       23       31       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        8,769
COMMITMENTS
       0        0        0    7,687    7,915    7,687    7,915    1,082      854

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       28      -24       28      -24       20       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.7     90.3     87.7     90.3     12.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,582
COMMITMENTS
       0      510        0   48,072   47,942   48,072   48,452      510      130

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         66)
       0        0        0       66       22       66       22        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     99.0     98.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       13       14       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      694,695
COMMITMENTS
       0    9,360        0  694,695  685,335  694,695  694,695        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        416)
       0        0        0      416      416      416      416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       12       17       13
 
 
PJM BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A42
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,669
COMMITMENTS
       0      410        0   32,135   32,259   32,135   32,669      534        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     98.4     98.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15        4       15        5
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,882
COMMITMENTS
       0      460        0   32,882   32,422   32,882   32,882        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,260
COMMITMENTS
     230        0        0   33,265   34,260   33,495   34,260      765        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.1    100.0     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       10       16       10
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      508,467
COMMITMENTS
       0        0        0  508,467  508,467  508,467  508,467        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       14       14       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,111
COMMITMENTS
       0        0        0   63,088   63,111   63,088   63,111       23        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       18       15       18       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,077,087
COMMITMENTS
       0        0        0  1077087  1077087  1077087  1077087        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      211,722
COMMITMENTS
     853        0        0  210,869  211,592  211,722  211,592        0      130

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,962)
     -63        0        0    3,025    2,962    2,962    2,962        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       25       28       27       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,716,656
COMMITMENTS
       0    1,224        0  3716656  3715432  3716656  3716656        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     50,227)
       0    1,224        0   50,227   49,003   50,227   50,227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       24       28       24       29
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,327
COMMITMENTS
   5,458    1,715      132   58,737   62,225   64,327   64,072        0      255

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,261)
   1,900        0   -1,275      636    2,536    1,261    1,261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      2.7      0.2     91.3     96.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       25       24       30       26
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,184,755
COMMITMENTS
  29,405   70,940        0  1155350  1113815  1184755  1184755        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      3,040)
  -3,800    3,040        0    6,840      759    3,040    3,799        0     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.0      0.0     97.5     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        0       26       27       28       29
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,059
COMMITMENTS
   1,595      223      301   53,033   54,535   54,929   55,059      130        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.4      0.5     96.3     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       26       26       28
 
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,068
COMMITMENTS
      46      230        0    7,979    8,177    8,025    8,407    1,043      661

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.5      0.0     88.0     90.2     88.5     92.7     11.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       11       14       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,385
COMMITMENTS
     510        0        0   34,365   34,556   34,875   34,556      510      829

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -432)
       0        0        0     -432     -432     -432     -432        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.1     97.7     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       12       18       12
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      432,408
COMMITMENTS
       0    9,400        0  432,408  423,008  432,408  432,408        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0    100.0     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,021,408
COMMITMENTS
   9,776   41,730    1,880  1009752  977,798  1021408  1021408        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      4.1      0.2     98.9     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       24       28       27       30
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      412,232
COMMITMENTS
       0   11,605    3,760  408,472  396,867  412,232  412,232        0        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.9     99.1     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       12       15       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,175
COMMITMENTS
     482        0      541   26,792   27,353   27,815   27,894      360      281

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,063)
     342        0      166    1,068    1,010    1,576    1,176     -513     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      1.9     95.1     97.1     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        4       40       37       45       41
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,962
COMMITMENTS
     445        0       65   16,308   16,406   16,818   16,471      144      491

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        360)
      25        0       30      305      330      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.4     96.1     96.7     99.2     97.1      0.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       20       18       22       19
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,859
COMMITMENTS
     210        0       45    8,262    8,310    8,517    8,355      342      504

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -156)
     150        0       45       39      -21      234       24     -390     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.5     93.3     93.8     96.1     94.3      3.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       25       21       27       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,944
COMMITMENTS
       0        0        0   10,449   10,397   10,449   10,397      495      547

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        211)
       0        0        0      256      181      256      181      -45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5     95.0     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       22       22       22
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,113
COMMITMENTS
       0        0        0    4,054    3,962    4,054    3,962       59      151

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      135      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     96.3     98.6     96.3      1.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       12       18       12
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,401,391
COMMITMENTS
 331,214  124,045  737,033  1240139  1478857  2308386  2339934   93,005   61,457

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -78,341)
     767    1,857  -66,900   -3,041   -2,673  -69,174  -67,716   -9,167  -10,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      5.2     30.7     51.6     61.6     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     164       93      170       93      104      336      298
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,015
COMMITMENTS
  79,100    6,871   30,619   41,789  110,462  151,508  147,952    2,507    6,063

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        404)
    -619   -2,888    1,450     -901      703      -69     -734      473    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.4      4.5     19.9     27.1     71.7     98.4     96.1      1.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        7       14       15       22       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      241,819
COMMITMENTS
  33,187   17,064   11,688  161,336  158,494  206,211  187,246   35,608   54,573

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,125)
   2,983      -24      793     -613      415    3,163    1,184   -2,038      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      7.1      4.8     66.7     65.5     85.3     77.4     14.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        6       29       29       36       36
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,559
COMMITMENTS
  24,515    2,846   31,117   60,843   83,617  116,475  117,580    4,085    2,979

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        269)
    -769     -336       42      742      569       15      275      254       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      2.4     25.8     50.5     69.4     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20       11       23       25       23       56       47
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      601,769
COMMITMENTS
  44,715    3,007  108,233  435,654  476,777  588,602  588,017   13,167   13,752

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      3,075)
      21      403      939    2,756    1,999    3,715    3,341     -640     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.5     18.0     72.4     79.2     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10        2       12       37       38       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,837
COMMITMENTS
     478    2,166      150   41,992   40,244   42,620   42,560      217      277

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,673)
      50        0      100    2,461    2,523    2,611    2,623       62       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.1      0.4     98.0     93.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        2       44       39       49       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,287
COMMITMENTS
   4,451   30,071    1,730   77,802   49,606   83,983   81,407    3,304    5,880

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -922)
       0   -1,173     -444     -572       30   -1,016   -1,587       94      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     34.5      2.0     89.1     56.8     96.2     93.3      3.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        9        8       26       23       36       34
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,645
COMMITMENTS
   4,325      594        0   11,295   14,945   15,620   15,539       25      106

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        300)
       0      -27        0      300      300      300      273        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      3.8      0.0     72.2     95.5     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        0       19       25       21       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,757
COMMITMENTS
  16,773    1,858      708    4,479   21,636   21,960   24,202    2,797      555

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -667)
    -270     -157       66     -500     -530     -703     -620       36      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8      7.5      2.9     18.1     87.4     88.7     97.8     11.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      85       15       10       23       34      114       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,171
COMMITMENTS
  25,331    1,461      243    7,167   35,070   32,741   36,774    5,430    1,397

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        461)
     479       84     -478      497      937      499      543      -38      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4      3.8      0.6     18.8     91.9     85.8     96.3     14.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      81       10        6       15       34       97       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      312,009
COMMITMENTS
  86,134   13,159   35,656  166,274  248,686  288,065  297,502   23,944   14,507

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     15,386)
   3,943    2,425    2,345    9,249   10,812   15,537   15,582     -151     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      4.2     11.4     53.3     79.7     92.3     95.4      7.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      81       20       44       77       87      175      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,382
COMMITMENTS
   3,057    1,243    1,358   11,854   12,654   16,269   15,255    4,113    5,127

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        151)
     -45        8      132     -275     -443     -188     -303      339      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      6.1      6.7     58.2     62.1     79.8     74.8     20.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        4       16       19       23       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,582
COMMITMENTS
      86      200      150    5,259    5,169    5,495    5,519       87       63

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        426)
    -100        0      150      376      276      426      426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.6      2.7     94.2     92.6     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       27       24       30       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,117
COMMITMENTS
     230    3,122       15   54,884   52,795   55,129   55,932      988      185

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,184)
       0      625        0    2,124    1,609    2,124    2,234       60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.6      0.0     97.8     94.1     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        1       34       34       37       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,095
COMMITMENTS
     200        0        0   18,656   19,095   18,856   19,095      239        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        141)
       0        0        0       72      141       72      141       69        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     97.7    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       17       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,457
COMMITMENTS
     850    3,375        0    7,457    5,082    8,307    8,457      150        0

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        600)
     -50      600     -150      800      150      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     39.9      0.0     88.2     60.1     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        0       27       24       30       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,201
COMMITMENTS
   1,861        0      140   16,040   17,931   18,041   18,071      160      130

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,657)
      65        0        0    1,592    1,657    1,657    1,657        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      0.8     88.1     98.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       32       23       35       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,964
COMMITMENTS
     611    1,251      614   14,415   13,899   15,640   15,764      324      200

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        116)
    -403      -32      -13      520      161      104      116       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      7.8      3.8     90.3     87.1     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       35       34       42       39
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,798
COMMITMENTS
     315    2,478      189   14,204   12,005   14,708   14,672       90      126

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        768)
      15      207      108      645      453      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     16.7      1.3     96.0     81.1     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       27       24       31       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,474
COMMITMENTS
   6,489    1,242    2,836   23,646   29,110   32,971   33,188      503      286

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        856)
    -445        0      595      706      261      856      856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      3.7      8.5     70.6     87.0     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        7       35       33       43       41
```

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Updated December 27, 2010