```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,395
COMMITMENTS
   1,950      810        0   35,412   36,545   37,362   37,355       33       40

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        661)
       0       75        0      746      671      746      746      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.2      0.0     94.7     97.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        0       35       36       37       38
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,653
COMMITMENTS
       0        0        0   20,616   20,518   20,616   20,518       37      135

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,604)
       0        0        0    1,604    1,604    1,604    1,604        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       29       27       29       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,697
COMMITMENTS
     505      216      114    6,218    6,383    6,837    6,713      860      984

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      887      705      887      705     -507     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.8      1.5     80.8     82.9     88.8     87.2     11.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       24       25       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,936
COMMITMENTS
     211      226        0    9,130    9,429    9,341    9,655    1,595    1,281

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        409)
       0      -10        0       14      263       14      253      395      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.1      0.0     83.5     86.2     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        0       44       46       45       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,781
COMMITMENTS
      30      231      188    7,908    7,842    8,126    8,261      655      520

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        750)
       0       10       65      642      704      707      779       43      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.6      2.1     90.1     89.3     92.5     94.1      7.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        4        4       48       56       52       62
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,854
COMMITMENTS
       0        0        0    9,849    9,789    9,849    9,789        5       65

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -243)
       0        0        0     -243     -290     -243     -290        0       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.3     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       19       19       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      363,780
COMMITMENTS
  55,230   19,549   64,966  199,929  251,492  320,125  336,008   43,655   27,772

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    -20,146)
 -11,450   -1,294    1,016   -2,896  -17,608  -13,330  -17,886   -6,816   -2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      5.4     17.9     55.0     69.1     88.0     92.4     12.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      52       19       43       75       85      151      131
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       72,091
COMMITMENTS
   2,402    5,026   19,139   45,339   44,239   66,880   68,404    5,210    3,687

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -5,378)
    -152     -772   -1,426   -3,603   -2,939   -5,181   -5,138     -197     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      7.0     26.5     62.9     61.4     92.8     94.9      7.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        8       12       12       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,294
COMMITMENTS
   1,621      450      625   15,658   17,483   17,904   18,558    1,390      736

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,790)
      50     -100      100      705    1,805      855    1,805      935      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      2.3      3.2     81.2     90.6     92.8     96.2      7.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        4        6       40       50       50       59
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,261
COMMITMENTS
     225    1,650      450   16,497   15,321   17,172   17,421    1,089      840

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,161)
       0      300      300      861      561    1,161    1,161        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      9.0      2.5     90.3     83.9     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       23       18       25       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,400
COMMITMENTS
      50      475        0    2,200    1,525    2,250    2,000      150      400

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        150)
      50       50        0      325      200      375      250     -225     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     19.8      0.0     91.7     63.5     93.8     83.3      6.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       15       13       16       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      952,550
COMMITMENTS
 151,852  241,902  351,522  370,602  318,117  873,976  911,541   78,574   41,008

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     10,284)
    -673    8,953    5,305    8,692   -1,014   13,324   13,244   -3,040   -2,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     25.4     36.9     38.9     33.4     91.8     95.7      8.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      81       91      130       85       75      253      222
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,897
COMMITMENTS
   3,055        0    1,765   53,215   55,995   58,035   57,760    7,862    8,137

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        604)
   1,196        0        4     -294      926      906      930     -302     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      2.7     80.8     85.0     88.1     87.7     11.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       22       22       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,487
COMMITMENTS
     826    2,869        0   60,220   57,426   61,046   60,295   10,441   11,192

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,097)
       0      400     -400    2,577    2,150    2,177    2,150   -1,080   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.0      0.0     84.2     80.3     85.4     84.3     14.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       25       28       26       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,500
COMMITMENTS
       0        0        0   71,050   76,660   71,050   76,660    9,450    3,840

CHANGES FROM 01/12/10 (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     88.3     95.2     88.3     95.2     11.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,494
COMMITMENTS
   4,386        0    3,000   81,256   90,547   88,642   93,547    8,852    3,947

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -74)
  -2,620        0      384    2,162     -458      -74      -74        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      3.1     83.3     92.9     90.9     96.0      9.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       24       27       27       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,239
COMMITMENTS
   1,069    3,776    4,284   84,851   78,335   90,204   86,395    6,035    9,844

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        799)
     112     -792      -81    1,196    3,724    1,227    2,851     -428   -2,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.9      4.5     88.2     81.4     93.7     89.8      6.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       15       22       18       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,300
COMMITMENTS
   9,707    2,419    3,835   67,345   79,634   80,887   85,888   11,413    6,412

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -177)
    -770        0       31      913      862      174      893     -351   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      2.6      4.2     73.0     86.3     87.6     93.1     12.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       22       25       26       28
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,609,592
COMMITMENTS
  62,295  105,242  521,588  1020366  977,090  1604249  1603919    5,343    5,673

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    -12,425)
   5,667   -1,432   -5,473  -13,019   -5,780  -12,826  -12,684      401      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      6.5     32.4     63.4     60.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      42       30       56       56       58      121      121
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,566
COMMITMENTS
       0    1,180        0   88,862   86,531   88,862   87,711    3,704    4,855

CHANGES FROM 01/12/10 (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     96.0     93.5     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       17       16       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      200,585
COMMITMENTS
   5,402    8,160    4,325  180,353  181,069  190,080  193,554   10,505    7,031

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,354)
    -687      561      -49    1,586      782      850    1,294      504       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.1      2.2     89.9     90.3     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       39       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,975
COMMITMENTS
   3,049    2,131    2,444  129,131  137,436  134,624  142,011   12,351    4,964

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      2,018)
   1,060      250     -456    2,304    2,132    2,908    1,926     -890       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.4      1.7     87.9     93.5     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       26       25       30       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,567
COMMITMENTS
   8,759        0   11,566  204,757  220,526  225,082  232,092   14,485    7,475

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      2,691)
   3,485     -547     -755     -397    4,131    2,333    2,829      358     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      4.8     85.5     92.1     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        3       35       39       38       42
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,956,809
COMMITMENTS
 722,626   58,942  923,279  1280790  1952069  2926695  2934290   30,114   22,519

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      7,029)
  -9,669  -12,476   34,120  -16,832  -13,067    7,619    8,577     -590   -1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      2.0     31.2     43.3     66.0     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      45       20       57      108      100      173      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      966,626
COMMITMENTS
 138,603  207,944  167,838  654,885  588,791  961,326  964,573    5,300    2,053

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     29,169)
   9,680   14,151    2,540   16,977   12,526   29,197   29,217      -28      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     21.5     17.4     67.7     60.9     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       26       42       40       37       87       85
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,724
COMMITMENTS
       0      810        0    2,578    1,736    2,578    2,546      146      178

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:         83)
       0        0        0      116       78      116       78      -33        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     29.7      0.0     94.6     63.7     94.6     93.5      5.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       13       16       13       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      132,374
COMMITMENTS
     871      291    7,276  122,820  124,499  130,967  132,066    1,406      308

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,505)
     -13     -208    1,147    2,548    2,752    3,682    3,691     -177     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.2      5.5     92.8     94.1     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        7       35       34       43       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,586
COMMITMENTS
       0    1,157      506   21,162   19,464   21,668   21,127      918    1,459

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -11)
      -5       22       -3       -3      -30      -11      -11        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      2.2     93.7     86.2     95.9     93.5      4.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        3       24       20       27       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,291
COMMITMENTS
       0    1,414      480   28,779   28,709   29,259   30,603    2,032      688

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:         65)
       0      144        0       42      -79       42       65       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      1.5     92.0     91.7     93.5     97.8      6.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       20       28       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,222
COMMITMENTS
     720        0        0   10,758   11,586   11,478   11,586    1,744    1,636

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        166)
       0        0        0      166      156      166      156        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     81.4     87.6     86.8     87.6     13.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       15       18       15
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,123
COMMITMENTS
      66        0      719   43,553   43,645   44,339   44,365      784      758

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -198)
       2       -0       -4     -210     -228     -212     -232       15       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     96.5     96.7     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       21       23       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,282
COMMITMENTS
       0        0        0   10,232   10,722   10,232   10,722    1,050      560

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:         34)
       0        0        0      104       34      104       34      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.7     95.0     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       16       19       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,466
COMMITMENTS
       0        0        0   57,466   57,124   57,466   57,124        0      342

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,700)
       0        0        0    1,700    1,700    1,700    1,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14        9       14        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      906,804
COMMITMENTS
       0        0        0  906,804  906,804  906,804  906,804        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       49,944
COMMITMENTS
       0      600        0   49,319   49,244   49,319   49,844      625      100

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        200)
       0      200        0      200        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     98.7     98.6     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19        8       19       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      822,066
COMMITMENTS
       0   31,040        0  822,066  791,026  822,066  822,066        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          0)
       0   -3,520        0        0    3,520        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0    100.0     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       15        8       15       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       91,553
COMMITMENTS
       0    4,345        0   90,753   86,408   90,753   90,753      800      800

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0     99.1     94.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       13       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,541,930
COMMITMENTS
       0   65,910        0  1541930  1476020  1541930  1541930        0        0

CHANGES FROM 01/12/10 (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      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       12       16       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      175,912
COMMITMENTS
   5,575        0        0  170,337  175,307  175,912  175,307        0      605

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,276)
     200        0        0    1,076    1,276    1,276    1,276        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     96.8     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       22       26       24       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,806,312
COMMITMENTS
  98,893        0        0  2707419  2806312  2806312  2806312        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,927)
  -3,520        0        0    5,447    1,927    1,927    1,927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      0.0     96.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       21       22       24       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       61,096
COMMITMENTS
      80    3,090        0   61,016   57,750   61,096   60,840        0      256

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.1      0.0     99.9     94.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,008,456
COMMITMENTS
       0   79,915        0  1008456  928,541  1008456  1008456        0        0

CHANGES FROM 01/12/10 (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      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       14       15       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       60,710
COMMITMENTS
   5,130      515       45   55,280   60,110   60,455   60,670      255       40

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,104)
       0        0        0    3,104    3,104    3,104    3,104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.8      0.1     91.1     99.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       22       30       24       32
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,094,528
COMMITMENTS
 105,180   35,400        0  989,348  1059128  1094528  1094528        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     56,464)
       0        0        0   56,464   56,464   56,464   56,464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      3.2      0.0     90.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       23       24       25       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,555
COMMITMENTS
     389       45       90   21,660   22,259   22,139   22,394      416      161

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,020)
     -10        0      -24    1,294    1,019    1,260      995     -240       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.2      0.4     96.0     98.7     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       31       29       34       31
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,506
COMMITMENTS
       0        0        0   15,766   16,506   15,766   16,506      740        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,178)
       0        0        0      928    1,178      928    1,178      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5    100.0     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,881
COMMITMENTS
       0       12      174   12,478   12,550   12,652   12,736      229      145

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -62)
       0     -190       29      -81      149      -52      -12      -10      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      1.4     96.9     97.4     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       23       20       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,556
COMMITMENTS
     415        0        0    7,974    8,039    8,389    8,039    1,167    1,517

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,436    1,183    1,436    1,183     -161       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.0     83.4     84.1     87.8     84.1     12.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       21       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,540,116
COMMITMENTS
 295,218   88,466  800,368  1356395  1582974  2451981  2471808   88,135   68,308

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    -47,038)
  -9,053   -7,072  -36,834    3,705    8,229  -42,182  -35,677   -4,856  -11,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.5     31.5     53.4     62.3     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     148       78      167       88       98      318      276
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       78,756
COMMITMENTS
   2,409   21,416   15,209   57,180   38,235   74,798   74,859    3,959    3,897

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    -10,789)
    -584      669   -1,529   -8,415   -9,663  -10,527  -10,522     -262     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     27.2     19.3     72.6     48.5     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        9        9       15       14       24       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,833
COMMITMENTS
  34,594   25,500    2,678  153,271  138,650  190,543  166,828   30,290   54,005

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,300)
  -1,830       60      560    2,947   -1,613    1,677     -993    1,623    4,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     11.5      1.2     69.4     62.8     86.3     75.5     13.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        5       30       28       37       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,386
COMMITMENTS
  31,673    5,340   33,262   85,750  112,035  150,685  150,637    3,702    3,749

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -5,575)
   1,515     -111   -2,388   -4,339   -2,649   -5,212   -5,149     -363     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.5     21.5     55.5     72.6     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23        9       25       25       25       57       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      602,962
COMMITMENTS
  31,352      475   69,198  479,045  509,961  579,595  579,634   23,367   23,328

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    -10,909)
  -3,021      412    1,299   -9,201  -12,788  -10,922  -11,078       14      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.1     11.5     79.4     84.6     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        8       33       34       41       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,929
COMMITMENTS
     476    1,130      170   70,048   69,314   70,694   70,614      235      315

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      2,470)
     286     -175     -130    2,319    2,780    2,475    2,475       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.6      0.2     98.8     97.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        3        2       49       51       54       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      138,075
COMMITMENTS
  18,982   35,313    9,464  104,142   88,093  132,588  132,870    5,487    5,205

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      4,805)
    -132    4,117    1,493    3,223       81    4,584    5,691      221     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     25.6      6.9     75.4     63.8     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       16       16       25       25       46       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,841
COMMITMENTS
   1,900    2,441    6,308   25,585   26,067   33,793   34,816    2,048    1,025

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -765)
   1,128   -1,485      298   -2,366    1,267     -940       80      175     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.8     17.6     71.4     72.7     94.3     97.1      5.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        5       16       16       23       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,629
COMMITMENTS
   1,840       34    2,188   49,744   68,282   53,772   70,504   44,857   28,125

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      2.2     50.4     69.2     54.5     71.5     45.5     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       18       18       20       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,245
COMMITMENTS
     650    2,130      150   37,445   35,815   38,245   38,095        0      150

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,215)
     150        0        0    1,065    1,215    1,215    1,215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.6      0.4     97.9     93.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        1       26       32       29       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,262
COMMITMENTS
  15,612    3,313      717    3,919   18,757   20,248   22,787    3,014      475

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -175)
       9      530      233     -217     -826       25      -63     -200     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1     14.2      3.1     16.8     80.6     87.0     98.0     13.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      92       20        8       20       29      117       53
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,352
COMMITMENTS
  22,844    3,416      471    5,634   29,221   28,949   33,108    5,403    1,244

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -150)
    -169      562      275     -136   -1,147      -30     -310     -120      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.5      9.9      1.4     16.4     85.1     84.3     96.4     15.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      83       16        6       17       32      105       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,153
COMMITMENTS
  88,241   15,474   40,865  154,135  235,063  283,241  291,401   21,912   13,751

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      9,995)
  -2,384       48    5,442   10,846    8,197   13,904   13,687   -3,909   -3,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      5.1     13.4     50.5     77.0     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      78       30       56       80       91      187      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,372
COMMITMENTS
   1,981    1,245      495   15,767   16,169   18,243   17,909    5,129    5,463

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        918)
     577    1,245        0      930      793    1,507    2,038     -589   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.3      2.1     67.5     69.2     78.1     76.6     21.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       16       17       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,778
COMMITMENTS
   1,606        0      566    6,414    8,003    8,586    8,569      192      209

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        969)
       0        0      150      710      710      860      860      109      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.0      6.4     73.1     91.2     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        4       25       31       31       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       44,178
COMMITMENTS
     270       95      634   40,848   43,254   41,752   43,983    2,426      195

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,064)
       0      -25       25    2,263    3,064    2,288    3,064      776        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.2      1.4     92.5     97.9     94.5     99.6      5.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       35       26       37       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,616
COMMITMENTS
   2,400        0        0   18,105   20,016   20,505   20,016      111      600

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        755)
     -25        0        0      780      755      755      755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      0.0     87.8     97.1     99.5     97.1      0.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       14       22       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,008
COMMITMENTS
   1,734      750      350   12,924   13,908   15,008   15,008        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        750)
    -750        0      300    1,200      450      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.0      2.3     86.1     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       24       24       28       26
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,542
COMMITMENTS
     239       75       25    2,325    2,559    2,589    2,659      953      883

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:         41)
       9        0       25      -10       -7       24       18       17       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.1      0.7     65.6     72.2     73.1     75.1     26.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       13       15       15       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,637
COMMITMENTS
     460        0        0   12,902   13,637   13,362   13,637      275        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        139)
       0        0        0      139      139      139      139        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.0     94.6    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       16       20       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,303
COMMITMENTS
     708    2,218      636   17,607   16,443   18,951   19,297      352        6

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      2,040)
       0    1,053        0    2,040      987    2,040    2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     11.5      3.3     91.2     85.2     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       29       33       32       37
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,545
COMMITMENTS
   1,259    1,004        0   12,286   12,541   13,545   13,545        0        0

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,448)
     183      187        0    1,265    1,261    1,448    1,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      7.4      0.0     90.7     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        0       22       24       25       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,885
COMMITMENTS
   7,270    2,931    1,484   40,518   46,631   49,272   51,046    2,613      839

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          4)
    -222       -5      111       85      -81      -26       25       30      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      5.6      2.9     78.1     89.9     95.0     98.4      5.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        6        3       32       39       39       46
```

----

Updated January 22, 2010