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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,600
COMMITMENTS
   1,107    4,428       18   38,432   35,070   39,557   39,516       43       84

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -4,134)
     -83   -2,203        0   -4,012   -1,991   -4,095   -4,194      -39       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     11.2      0.0     97.1     88.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        1       41       50       43       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,322
COMMITMENTS
     904        0        0   23,331   24,102   24,235   24,102       87      220

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,498)
     204        0        0   -2,688   -2,491   -2,484   -2,491      -14       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     95.9     99.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        0       26       31       28       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,496
COMMITMENTS
     122      216       79    3,534    4,084    3,735    4,379    1,761    1,117

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -561)
     -10        0        0     -605     -608     -615     -608       54       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.9      1.4     64.3     74.3     68.0     79.7     32.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       18       18       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,678
COMMITMENTS
     915      168      114    6,175    7,174    7,204    7,456    1,474    1,222

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,170)
    -217      -81      -57     -805     -700   -1,079     -838      -91     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      1.9      1.3     71.2     82.7     83.0     85.9     17.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        2       34       38       38       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,898
COMMITMENTS
     477      437      352    5,625    5,599    6,454    6,388      444      510

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,633)
     159      105     -269   -1,418   -1,548   -1,528   -1,712     -105       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.3      5.1     81.5     81.2     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        4        6       47       53       54       61
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,579
COMMITMENTS
       0        0        0    1,300    1,168    1,300    1,168      279      411

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -556)
     -30      -25        0     -524     -466     -554     -491       -2      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.3     74.0     82.3     74.0     17.7     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       16       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,822
COMMITMENTS
      45       35       85    1,240    1,284    1,370    1,404      452      418

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -445)
     -15       -5      -10     -278     -261     -303     -276     -142     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.9      4.7     68.1     70.5     75.2     77.1     24.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       20       22       22
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,487
COMMITMENTS
     100        0      200   12,867   13,137   13,167   13,337      320      150

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -3,028)
    -400        0      200   -3,008   -3,283   -3,208   -3,083      180       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      1.5     95.4     97.4     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       22       20       23       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      337,021
COMMITMENTS
  72,332   25,745   40,595  184,670  244,147  297,597  310,487   39,424   26,534

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      8,677)
  23,885   -4,745    9,833  -27,169    4,440    6,549    9,528    2,128     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      7.6     12.0     54.8     72.4     88.3     92.1     11.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      49       27       47       73       87      145      144
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,175
COMMITMENTS
      63      944      887   15,225   14,329   16,175   16,160        0       15

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -3,676)
    -387     -141     -363   -2,926   -3,172   -3,676   -3,676        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.8      5.5     94.1     88.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2        6        7       47       45       54       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,176
COMMITMENTS
   1,520        0       75    7,260    8,570    8,855    8,645      321      531

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,581)
     550        0     -225   -1,724   -1,236   -1,399   -1,461     -182     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      0.8     79.1     93.4     96.5     94.2      3.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        1       21       19       26       20
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,036
COMMITMENTS
     153      245      192    2,621    1,930    2,966    2,367    1,070    1,669

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -350)
     -74      117     -132     -368     -468     -574     -483      224      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.1      4.8     64.9     47.8     73.5     58.6     26.5     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       18       18       21       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      791,682
COMMITMENTS
 129,590  299,848  207,477  377,180  240,423  714,247  747,748   77,435   43,934

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     17,562)
  18,947    5,402   -2,382   -4,499   11,157   12,066   14,177    5,496    3,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     37.9     26.2     47.6     30.4     90.2     94.5      9.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      83      101      123       86       67      246      230
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,895
COMMITMENTS
       0        0        0   49,606   46,029   49,606   46,029    7,289   10,866

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -5,379)
       0        0        0   -5,768   -5,758   -5,768   -5,758      389      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.2     80.9     87.2     80.9     12.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       17       16       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,702
COMMITMENTS
       0        0        0   52,518   59,137   52,518   59,137   10,184    3,565

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,708)
       0        0        0   -1,356   -1,552   -1,356   -1,552     -352     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.8     94.3     83.8     94.3     16.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,432
COMMITMENTS
   2,593    2,471    5,175   48,806   50,283   56,574   57,929    8,858    7,503

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -7,626)
  -1,469     -172     -885   -6,571   -7,895   -8,925   -8,952    1,299    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.8      7.9     74.6     76.8     86.5     88.5     13.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       18       19       21       22
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,715
COMMITMENTS
       0    5,010    2,015   49,458   36,617   51,473   43,642    7,242   15,073

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -4,939)
    -248     -769       76   -6,595   -6,534   -6,767   -7,227    1,828    2,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      3.4     84.2     62.4     87.7     74.3     12.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       11       17       13       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,182
COMMITMENTS
   3,757        0    3,337   48,657   59,621   55,751   62,958   11,431    4,224

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -6,582)
  -1,305   -2,149   -1,242   -5,057   -4,136   -7,604   -7,527    1,022      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      5.0     72.4     88.7     83.0     93.7     17.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       19       18       22       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       47,074
COMMITMENTS
     840        0        0   45,428   45,738   46,268   45,738      806    1,336

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -8,138)
       0        0        0   -8,476   -7,948   -8,476   -7,948      338     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     96.5     97.2     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       14       12       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      126,702
COMMITMENTS
     406    8,540    3,584  116,456  109,025  120,446  121,149    6,256    5,553

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -14,611)
  -1,712    1,399   -1,370  -13,552  -15,464  -16,634  -15,435    2,023      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.7      2.8     91.9     86.0     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        4       28       30       32       34
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,383
COMMITMENTS
       0    1,858    1,106   94,530   95,142   95,636   98,106    7,747    5,277

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -7,249)
    -610     -273     -111   -6,016   -6,323   -6,737   -6,707     -512     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      1.1     91.4     92.0     92.5     94.9      7.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       21       24       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,397
COMMITMENTS
   5,383        0    6,704  140,768  152,476  152,855  159,180   12,542    6,217

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -15,906)
  -1,854     -248   -1,418  -12,859  -13,697  -16,131  -15,363      225     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      4.1     85.1     92.2     92.4     96.2      7.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       31       33       33       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,660,234
COMMITMENTS
 539,433  166,802  803,388  1291864  1671489  2634685  2641679   25,549   18,555

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -52,366)
  -3,557   30,042  -27,145  -26,326  -57,541  -57,028  -54,644    4,662    2,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      6.3     30.2     48.6     62.8     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      37       30       60      103       89      167      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      891,174
COMMITMENTS
  65,554  111,437  154,280  668,210  620,982  888,044  886,699    3,130    4,475

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     22,011)
    -226    5,694   10,058   11,195    5,282   21,027   21,034      984      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     12.5     17.3     75.0     69.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      21       28       35       43       39       85       81
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,615
COMMITMENTS
   1,005      390        0    6,490    6,910    7,495    7,300      120      315

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        215)
       0      -15        0      280      235      280      220      -65       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      5.1      0.0     85.2     90.7     98.4     95.9      1.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       16       16       17       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,901
COMMITMENTS
       0    1,244        0    4,669    3,480    4,669    4,724      232      177

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,314)
    -250     -191        0   -2,180   -2,109   -2,430   -2,300      116      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.4      0.0     95.3     71.0     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       23       26       23       29
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,659
COMMITMENTS
       0        0        0    2,619    2,650    2,619    2,650       40        9

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -980)
       0        0        0   -1,020     -956   -1,020     -956       40      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     99.7     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       17       14       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,409
COMMITMENTS
      37        0       15    1,715    1,928    1,767    1,943      642      466

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -358)
     -11        0        0     -437     -303     -448     -303       90      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.6     71.2     80.0     73.3     80.7     26.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       23       25       24       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,733
COMMITMENTS
   5,612      320    1,436   32,059   39,725   39,107   41,481    2,626      252

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,429)
     324      120      278   -1,399   -1,831     -797   -1,433     -632        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.8      3.4     76.8     95.2     93.7     99.4      6.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       29       25       33       30
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,135
COMMITMENTS
     260      126        0    6,767    7,176    7,027    7,302    1,108      833

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -229)
     -84        0        0     -124     -231     -208     -231      -21        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.5      0.0     83.2     88.2     86.4     89.8     13.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13       12       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,060
COMMITMENTS
       0      702       40   13,555   13,202   13,595   13,944    1,465    1,116

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -712)
       0       10      -60     -659     -551     -719     -601        7     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      0.3     90.0     87.7     90.3     92.6      9.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       18       20       19       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,712
COMMITMENTS
       0    2,072      200   27,228   28,132   27,428   30,404    3,284      308

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -837)
       0      -58        0     -801     -643     -801     -701      -36     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.7     88.7     91.6     89.3     99.0     10.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       23       28       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,210
COMMITMENTS
     358        0      180   10,031   10,796   10,569   10,976    1,641    1,234

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -564)
     -88        0        0     -586     -493     -674     -493      110      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.5     82.2     88.4     86.6     89.9     13.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,600
COMMITMENTS
       0    1,625        0   28,600   26,975   28,600   28,600        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,604)
       0     -525        0   -2,604   -2,079   -2,604   -2,604        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0    100.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,279
COMMITMENTS
     132        0       12   13,104   13,171   13,248   13,183    1,031    1,096

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,082)
     -40        0        0   -1,720   -1,508   -1,760   -1,508      678      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.1     91.8     92.2     92.8     92.3      7.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       25       21       26       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,411
COMMITMENTS
       0        0        0    8,409    8,611    8,409    8,611    1,002      800

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -592)
       0        0        0     -552     -550     -552     -550      -40      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.4     91.5     89.4     91.5     10.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,581
COMMITMENTS
       0        0        0   50,389   50,560   50,389   50,560      192       21

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -3,234)
       0        0        0   -3,426   -3,255   -3,426   -3,255      192       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      763,041
COMMITMENTS
       0        0        0  763,041  763,041  763,041  763,041        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -51,449)
       0        0        0  -51,449  -51,449  -51,449  -51,449        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       10       15       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,654
COMMITMENTS
       0    1,300        0   37,654   36,354   37,654   37,654        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,919)
       0     -420        0   -2,919   -2,499   -2,919   -2,919        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       10       15       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,737
COMMITMENTS
       0        0        0   33,972   34,482   33,972   34,482      765      255

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,037)
       0        0        0   -2,016   -2,037   -2,016   -2,037      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     99.3     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15        9       15        9
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      505,459
COMMITMENTS
       0        0        0  505,459  505,459  505,459  505,459        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -21,888)
       0        0        0  -21,888  -21,888  -21,888  -21,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       13       13       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       71,061
COMMITMENTS
       0        0        0   70,996   71,061   70,996   71,061       65        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -6,404)
       0        0        0   -6,383   -6,404   -6,383   -6,404      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       16       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,223,792
COMMITMENTS
       0        0        0  1223792  1223792  1223792  1223792        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -94,480)
       0        0        0  -94,480  -94,480  -94,480  -94,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       25)
       0        0        0       17       13       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      206,213
COMMITMENTS
   1,325        0       63  204,825  205,978  206,213  206,041        0      172

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -7,393)
    -395     -105       63   -7,061   -7,330   -7,393   -7,372        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.3     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       27       27       29       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,660,172
COMMITMENTS
       0    2,040        0  3660172  3658132  3660172  3660172        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -89,956)
       0        0        0  -89,956  -89,956  -89,956  -89,956        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       25       23       25       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,304
COMMITMENTS
   1,380    2,135        0   56,669   55,914   58,049   58,049      255      255

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,958)
       0     -105        0   -2,958   -2,853   -2,958   -2,958        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.7      0.0     97.2     95.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       24       20       26       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,077,645
COMMITMENTS
  24,624   66,240        0  1053021  1011405  1077645  1077645        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -35,886)
    -816   -1,920        0  -35,070  -33,966  -35,886  -35,886        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      6.1      0.0     97.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       26       23       28       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,072
COMMITMENTS
   1,625        0        0   57,403   59,072   59,028   59,072       44        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,913)
    -525        0        0   -2,432   -2,913   -2,957   -2,913       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     97.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       24       27       25       27
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,787
COMMITMENTS
     130      650        0   10,571    9,882   10,701   10,532       86      255

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -819)
       0       42      -42     -735     -777     -777     -777      -42      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.0      0.0     98.0     91.6     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       14       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,320
COMMITMENTS
     510        0        0   15,491   15,491   16,001   15,491      319      829

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -672)
       0        0        0     -672     -672     -672     -672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     94.9     94.9     98.0     94.9      2.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       11       15       11
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      513,294
COMMITMENTS
       0   29,225        0  513,294  484,069  513,294  513,294        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -39,168)
       0   -9,600        0  -39,168  -29,568  -39,168  -39,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0    100.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,102,858
COMMITMENTS
  29,986   24,409   10,466  1062406  1067983  1102858  1102858        0        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -50,703)
  -8,839       72   -1,224  -40,640  -49,551  -50,703  -50,703        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.2      0.9     96.3     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       24       25       27       27
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,818
COMMITMENTS
     179      470    1,129   23,494   23,918   24,802   25,517    1,016      301

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,035)
      59      195      -15   -1,247   -1,314   -1,203   -1,134      168       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.8      4.4     91.0     92.6     96.1     98.8      3.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        6       32       29       39       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,725
COMMITMENTS
     450        0        0   13,026   12,928   13,476   12,928      249      797

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,119)
     405        0        0   -1,083   -1,044     -678   -1,044     -441      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.0     94.9     94.2     98.2     94.2      1.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       14       16       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,237
COMMITMENTS
     186      105      192    8,637    8,596    9,015    8,893      222      344

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -254)
      59        0      -50     -280     -324     -271     -374       17      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.1      2.1     93.5     93.1     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       27       19       29       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,846
COMMITMENTS
       0        0        0    9,336    9,192    9,336    9,192      510      654

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        -21)
       0        0        0     -288       79     -288       79      267     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     93.4     94.8     93.4      5.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       21       19       21
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,386
COMMITMENTS
     180        0        0    4,070    4,263    4,250    4,263      136      123

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -413)
      50        0      -50     -407     -333     -407     -383       -6      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     92.8     97.2     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18       14       19       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,407,933
COMMITMENTS
 319,363  203,337  366,657  639,534  762,465  1325554  1332459   82,379   75,474

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     75,178)
  25,893  -28,637   44,573    4,489   55,064   74,955   71,000      223    4,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     14.4     26.0     45.4     54.2     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     136       99      160       89      102      312      288
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      232,530
COMMITMENTS
  27,807   13,918   14,798  156,517  150,793  199,122  179,509   33,408   53,021

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -6,300)
   1,018   -3,376     -959  -12,499   -2,946  -12,440   -7,281    6,140      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      6.0      6.4     67.3     64.8     85.6     77.2     14.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        2        5       23       23       29       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,924
COMMITMENTS
      50    5,137      958   35,891   30,756   36,899   36,851       25       73

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -12,924)
    -150   -2,350      200  -12,974  -10,774  -12,924  -12,924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     13.9      2.6     97.2     83.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        8        3       40       41       43       52
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,298
COMMITMENTS
   5,870   33,124    4,418   90,758   62,794  101,046  100,336    4,252    4,962

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,254)
       0     -838     -800     -529      274   -1,329   -1,364       75      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     31.5      4.2     86.2     59.6     96.0     95.3      4.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       12       11       26       25       38       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,107
COMMITMENTS
   2,865    2,569    5,956   28,692   29,084   37,513   37,609    2,594    2,498

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,048)
  -3,270        0      200    1,063   -1,913   -2,007   -1,713      -41     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.4     14.9     71.5     72.5     93.5     93.8      6.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        4        5       15       16       22       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,460
COMMITMENTS
   5,643      725        0   12,535   17,660   18,178   18,385      282       75

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -4,325)
  -2,631      100     -100   -1,525   -4,325   -4,256   -4,325      -69        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      3.9      0.0     67.9     95.7     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        0       18       22       21       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,364
COMMITMENTS
  17,179    1,820      180    4,131   21,837   21,490   23,837    2,874      527

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        175)
    -172       59      -79      295      225       44      205      131      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5      7.5      0.7     17.0     89.6     88.2     97.8     11.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      79       16        6       21       34      106       52
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,336
COMMITMENTS
  25,087    1,438      202    7,171   35,546   32,460   37,186    5,876    1,150

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -187)
     269     -278       35     -876      220     -572      -23      385     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4      3.8      0.5     18.7     92.7     84.7     97.0     15.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      80        8        5       18       34      102       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      259,571
COMMITMENTS
  74,946   15,763   27,888  138,485  201,974  241,319  245,625   18,252   13,946

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     16,657)
  19,404   -3,438    4,047  -10,378   18,659   13,073   19,268    3,584   -2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      6.1     10.7     53.4     77.8     93.0     94.6      7.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      49       31       39       70       85      145      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,406
COMMITMENTS
   2,540      179    1,347   11,392   13,506   15,279   15,032    6,127    6,374

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,888)
      91     -873     -641   -3,481   -3,889   -4,031   -5,403    1,143    2,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.8      6.3     53.2     63.1     71.4     70.2     28.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3        9       11       13       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,024
COMMITMENTS
     200      132      436    5,287    5,456    5,923    6,024      101        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,264)
     -50     -250      150   -2,357   -2,164   -2,257   -2,264       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.2      7.2     87.8     90.6     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       29       28       33       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,309
COMMITMENTS
     640      470      599   49,979   50,913   51,218   51,982    1,091      327

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -11,833)
      70     -731     -250  -11,727  -10,502  -11,907  -11,483       74     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.9      1.1     95.5     97.3     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        2       37       33       40       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,574
COMMITMENTS
     600        0        0   15,684   16,014   16,284   16,014      290      560

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -5,638)
    -200     -290        0   -5,461   -5,298   -5,661   -5,588       23      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     94.6     96.6     98.3     96.6      1.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       14       25       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,786
COMMITMENTS
     600      150        0    5,916    6,636    6,516    6,786      270        0

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,152)
     100        0        0   -1,252   -1,152   -1,152   -1,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.2      0.0     87.2     97.8     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        0       23       21       25       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,192
COMMITMENTS
   3,729        0        0   11,990   15,467   15,719   15,467      473      725

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -5,742)
  -2,076        0      -75   -3,404   -5,497   -5,555   -5,572     -187     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.0      0.0     74.0     95.5     97.1     95.5      2.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       30       21       33       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,077
COMMITMENTS
     684      559      112   14,485   14,755   15,281   15,426      796      651

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,281)
    -272     -387       69   -1,292     -917   -1,495   -1,235      214      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.5      0.7     90.1     91.8     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        2       27       28       33       31
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,804
COMMITMENTS
     599      180      143   13,623   14,117   14,365   14,440      439      364

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -1,261)
    -423     -116        0   -1,041   -1,308   -1,464   -1,424      203      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.2      1.0     92.0     95.4     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       26       22       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,528
COMMITMENTS
   3,660    1,556    1,241   23,512   27,101   28,413   29,898    2,115      630

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -920)
   1,683      263     -570   -2,302     -940   -1,189   -1,247      269      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      5.1      4.1     77.0     88.8     93.1     97.9      6.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        5       33       32       40       38
```

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Updated October 8, 2010