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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,220
COMMITMENTS
     634    5,343      153   45,341   40,405   46,128   45,901       92      319

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,959)
    -300    2,387       78    5,199    2,512    4,977    4,977      -18      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     11.6      0.3     98.1     87.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        1       39       47       41       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,345
COMMITMENTS
       0        0        0   24,231   24,135   24,231   24,135      114      210

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         46)
    -300        0        0      346       46       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       28       29       28       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,028
COMMITMENTS
   1,085      293      162    7,300    8,175    8,547    8,630    1,481    1,398

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,120)
     470       70       75      622    1,121    1,167    1,266      -47     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      2.9      1.6     72.8     81.5     85.2     86.1     14.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        3       36       40       40       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,680
COMMITMENTS
     367      289      348    6,511    6,436    7,226    7,073      454      607

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        399)
    -113      -91      178      287      219      352      306       47       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.8      4.5     84.8     83.8     94.1     92.1      5.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        4        5       51       53       57       61
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,685
COMMITMENTS
     504        0      120    1,219    2,278    1,843    2,398      842      287

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      0.0      4.5     45.4     84.8     68.6     89.3     31.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        2       14       17       17       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,929
COMMITMENTS
      30       15       75    1,516    1,503    1,621    1,593      308      336

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         70)
       0      -10       20       62       69       82       79      -12       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.8      3.9     78.6     77.9     84.0     82.6     16.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       22       23       23
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,387
COMMITMENTS
     200        0        0    4,148    4,387    4,348    4,387       39        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     94.6    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       13       15       14       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       18,185
COMMITMENTS
      25        0        0   17,845   18,185   17,870   18,185      315        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,446)
       0        0        0    1,446    1,446    1,446    1,446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     98.1    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       26       16       27       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,495
COMMITMENTS
  76,613   38,209   31,286  162,255  219,128  270,154  288,623   44,341   25,872

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      5,239)
   2,462    6,433     -775    3,844   -2,480    5,531    3,178     -292    2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     12.1      9.9     51.6     69.7     85.9     91.8     14.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      57       26       41       76       83      158      132
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,383
COMMITMENTS
     417      742      350   17,566   17,226   18,333   18,318       50       65

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        973)
     -25      100      -50    1,048      933      973      983        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.0      1.9     95.6     93.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        6        3       46       48       51       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,636
COMMITMENTS
   1,345        0        0    4,991    6,336    6,336    6,336      300      300

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        300)
     -50        0        0      350      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      0.0      0.0     75.2     95.5     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       19       15       22       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      836,565
COMMITMENTS
 135,290  345,813  252,132  365,949  203,986  753,371  801,931   83,194   34,634

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -15,568)
  -3,384  -14,424    9,374  -22,023   -8,956  -16,033  -14,006      465   -1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     41.3     30.1     43.7     24.4     90.1     95.9      9.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      85       97      126       78       70      250      224
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,039
COMMITMENTS
       0        0        0   44,070   44,729   44,070   44,729    5,969    5,310

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -110)
       0        0        0     -110     -110     -110     -110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.1     89.4     88.1     89.4     11.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       16       18       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,895
COMMITMENTS
       0        0        0   45,265   51,822   45,265   51,822   10,630    4,073

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,688)
       0        0        0    2,116      708    2,116      708     -428      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     81.0     92.7     81.0     92.7     19.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,850
COMMITMENTS
   2,270    2,744    3,838   36,853   34,487   42,961   41,069    6,889    8,781

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -154)
       0     -392        0     -842    1,150     -842      758      688     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      5.5      7.7     73.9     69.2     86.2     82.4     13.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,427
COMMITMENTS
      90    1,030    4,224   43,460   47,969   47,774   53,223   12,653    7,204

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.7      7.0     71.9     79.4     79.1     88.1     20.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       15       12       17       14
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       57,612
COMMITMENTS
       0        0        0   57,580   57,258   57,580   57,258       32      354

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     99.4     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       11       13       11
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,708
COMMITMENTS
       0   10,007    2,247   94,175   89,523   96,422  101,777    9,286    3,931

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        685)
       0   -1,212      715        0    2,314      715    1,817      -30   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      2.1     89.1     84.7     91.2     96.3      8.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       19       25       22       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,431
COMMITMENTS
  11,135        0    4,481  125,610  142,916  141,226  147,397   14,205    8,034

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      3,101)
     487        0     -676    3,222    3,401    3,033    2,725       68      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      2.9     80.8     91.9     90.9     94.8      9.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       25       28       29       30
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,589,511
COMMITMENTS
 536,710   87,036  803,355  1231643  1677161  2571708  2567552   17,803   21,959

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     41,944)
 -10,096  -11,958   16,540   37,808   35,550   44,252   40,132   -2,308    1,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      3.4     31.0     47.6     64.8     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      44       20       59      111       90      176      150
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,046,780
COMMITMENTS
 196,630   78,910  210,459  636,235  753,590  1043324  1042959    3,456    3,821

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     60,694)
  18,272    2,050   18,982   23,733   39,902   60,987   60,934     -293     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      7.5     20.1     60.8     72.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       23       43       42       39       94       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,248
COMMITMENTS
      15      954       85   10,038    8,929   10,138    9,968      110      280

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        853)
     -10      122      -29      903      698      864      791      -11       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      9.3      0.8     98.0     87.1     98.9     97.3      1.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       26       28       28       31
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,868
COMMITMENTS
     158      315       24    2,141    1,793    2,323    2,132      545      736

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         84)
     -30        0        0       89      138       59      138       25      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     11.0      0.8     74.7     62.5     81.0     74.3     19.0     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       19       17       20       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,798
COMMITMENTS
      97        0        0    1,169    1,142    1,266    1,142      532      656

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        198)
       2        0      -19      182      124      165      105       33       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.0     65.0     63.5     70.4     63.5     29.6     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       18       19       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,725
COMMITMENTS
   7,624    1,274      788   34,701   42,797   43,113   44,859    3,612    1,866

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -358)
     228      -40     -102     -624     -144     -498     -286      140      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      2.7      1.7     74.3     91.6     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       29       29       33       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,466
COMMITMENTS
     122      672       68   13,908   13,676   14,098   14,416    1,368    1,050

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        125)
     122        0       48      105      125      275      173     -150      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.3      0.4     89.9     88.4     91.2     93.2      8.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       16       21       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,207
COMMITMENTS
     150    2,426      290   26,924   27,429   27,364   30,145    3,843    1,062

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         86)
       0      114      -60      174      378      114      432      -28     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.8      0.9     86.3     87.9     87.7     96.6     12.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       22       19       25       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,636
COMMITMENTS
     130      458       40    9,686   10,266    9,856   10,764    1,780      872

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          8)
       0        8        0        8      -48        8      -40        0       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.9      0.3     83.2     88.2     84.7     92.5     15.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       11       16       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,237
COMMITMENTS
      52      860       76   12,847   12,299   12,975   13,235    1,262    1,002

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        272)
       0        0        0      272      272      272      272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.0      0.5     90.2     86.4     91.1     93.0      8.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       24       18       25       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,376
COMMITMENTS
       0      510        0   47,866   47,676   47,866   48,186      510      190

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     98.9     98.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       11       11       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      705,598
COMMITMENTS
       0   14,640        0  705,598  690,958  705,598  705,598        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     28,680)
       0    5,280        0   28,680   23,400   28,680   28,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0    100.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       11       15       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,657
COMMITMENTS
       0        0        0   30,295   30,657   30,295   30,657      362        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,626
COMMITMENTS
       0        0        0   58,626   58,626   58,626   58,626        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      230      230      230        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:       27)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,527
COMMITMENTS
       0        0        0  1007527  1007527  1007527  1007527        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       24)
       0        0        0       15       13       15       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      202,170
COMMITMENTS
     347        0        0  201,823  202,063  202,170  202,063        0      107

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        757)
       0        0        0      757      757      757      757        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       22       25       23       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,580,466
COMMITMENTS
   4,872        0      408  3575186  3580058  3580466  3580466        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      3,520)
   4,872     -408      408   -1,760    3,520    3,520    3,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       19       27       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,060
COMMITMENTS
   5,208    1,600      132   56,720   59,818   62,060   61,550        0      510

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,400)
       0        0        0    1,400    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.6      0.2     91.4     96.4    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,163,326
COMMITMENTS
  24,125   69,060    5,280  1133921  1088986  1163326  1163326        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     25,280)
  -5,280        0    5,280   31,160   20,000   31,160   25,280   -5,880        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.9      0.5     97.5     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        1       23       25       25       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,314
COMMITMENTS
   1,020      264      255   49,932   50,752   51,207   51,271      107       43

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       20       23       22
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       17,607
COMMITMENTS
     510        0        0   16,587   17,288   17,097   17,288      510      319

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        556)
       0        0        0      556      556      556      556        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     94.2     98.2     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       14       19       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      977,757
COMMITMENTS
       0   43,405    4,000  973,757  930,352  977,757  977,757        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,804)
       0      770     -770    5,574    4,804    4,804    4,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.4     99.6     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       20       21       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      416,360
COMMITMENTS
       0    2,165   12,496  403,864  401,699  416,360  416,360        0        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      3.0     97.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13        9       14       10
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,194
COMMITMENTS
     724        0       81   26,016   26,822   26,821   26,903      373      291

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        241)
     245        0      -20       16      236      241      216        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.3     95.7     98.6     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       37       35       40       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,156
COMMITMENTS
     615       10       75   16,257   16,585   16,947   16,670      209      486

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        443)
     125       10       15      238      388      378      413       65       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.1      0.4     94.8     96.7     98.8     97.2      1.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       21       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,089
COMMITMENTS
       0        0        0    7,669    7,460    7,669    7,460      420      629

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        234)
    -180        0        0      394      234      214      234       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     92.2     94.8     92.2      5.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       20       23       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,919
COMMITMENTS
       0        0        0   10,050    9,952   10,050    9,952      869      967

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        242)
       0        0        0      112      212      112      212      130       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     91.1     92.0     91.1      8.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       16       14       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,499,599
COMMITMENTS
 305,004  161,687  362,227  732,472  919,226  1399703  1443140   99,896   56,459

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      7,603)
 -21,826    1,408    8,259   17,659   -5,090    4,092    4,577    3,511    3,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     10.8     24.2     48.8     61.3     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     131       89      151       88      102      298      279
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,384
COMMITMENTS
  37,857   16,863    8,928  143,654  148,768  190,439  174,559   43,945   59,825

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,027)
     609     -636    1,852   -6,420     -848   -3,959      368    7,986    3,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      7.2      3.8     61.3     63.5     81.3     74.5     18.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        5       24       25       30       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,201
COMMITMENTS
     445    1,756      108   37,336   35,988   37,889   37,852      312      349

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,641)
      25      760        0    1,416      681    1,441    1,441      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.6      0.3     97.7     94.2     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        2       42       35       46       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,997
COMMITMENTS
   4,451   30,436    2,239   75,553   47,470   82,243   80,145    3,754    5,852

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,401)
       0    1,403      -97   -1,384   -2,809   -1,481   -1,503       80      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     35.4      2.6     87.9     55.2     95.6     93.2      4.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       11        9       27       24       38       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,281
COMMITMENTS
   2,892        3    1,125   18,197   21,609   22,214   22,737    3,067    2,544

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.0      4.4     72.0     85.5     87.9     89.9     12.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       15       18       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,589
COMMITMENTS
   4,275    1,378        0   12,164   14,899   16,439   16,277      150      312

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,350)
    -450      640        0    1,650      560    1,200    1,200      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.3      0.0     73.3     89.8     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        0       18       21       21       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,631
COMMITMENTS
  16,202    2,315      453    2,314   18,093   18,969   20,861    2,662      770

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -966)
    -673      -67        4     -259     -857     -928     -920      -38      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     10.7      2.1     10.7     83.6     87.7     96.4     12.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      81       21        6       24       34      109       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       41,995
COMMITMENTS
  30,513    1,654      156    5,559   38,993   36,228   40,803    5,767    1,192

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        391)
    -691      267      122      764      367      195      756      196     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7      3.9      0.4     13.2     92.9     86.3     97.2     13.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      95       12        3       23       37      121       49
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,934
COMMITMENTS
  80,846   10,643   21,060  159,612  238,944  261,518  270,647   21,416   12,287

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -4,212)
  -3,241     -920   -3,948    3,405      726   -3,784   -4,142     -428      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      3.8      7.4     56.4     84.5     92.4     95.7      7.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      72       20       38       84       95      169      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,991
COMMITMENTS
   2,225    2,436    1,239   14,802   13,884   18,266   17,559    3,725    4,432

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,453)
      48      383      -21    1,091      907    1,118    1,269      335      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.1      5.6     67.3     63.1     83.1     79.8     16.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        3       13       15       19       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,239
COMMITMENTS
     450      100      150    5,539    5,889    6,139    6,139      100      100

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        295)
     -50        0     -163      508      458      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.6      2.4     88.8     94.4     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        1       21       27       25       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,741
COMMITMENTS
     575    3,254       59   51,104   49,183   51,738   52,496    1,003      245

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      2,579)
     450     -150       50    2,219    2,494    2,719    2,394     -140      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.2      0.1     96.9     93.3     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        1        2       40       35       43       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,136
COMMITMENTS
       0        0        0   18,971   19,136   18,971   19,136      165        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      404      335      404      335      -69        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       14       16       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,345
COMMITMENTS
     250    4,250      150    7,575    3,945    7,975    8,345      370        0

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        590)
       0      300        0      610      290      610      590      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     50.9      1.8     90.8     47.3     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        1       24       21       26       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,828
COMMITMENTS
   4,567        0      240   19,976   24,378   24,783   24,618       45      210

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,024)
   2,460        0        0    1,564    4,024    4,024    4,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.0      1.0     80.5     98.2     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       30       23       33       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,300
COMMITMENTS
   4,593    1,513    1,022   12,511   15,600   18,126   18,135      174      165

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,278)
     900      450        0      378      828    1,278    1,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      8.3      5.6     68.4     85.2     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        3       31       34       36       38
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,941
COMMITMENTS
     179    1,293      348   12,217   11,264   12,744   12,905      197       36

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        349)
      45     -381       45      179      685      269      349       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     10.0      2.7     94.4     87.0     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        4       26       25       33       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,202
COMMITMENTS
   9,349    1,220    2,554   21,723   30,188   33,626   33,962      576      240

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        342)
     156        0      111       63      231      330      342       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      3.6      7.5     63.5     88.3     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        2        5       28       31       40       37
```

----

Updated January 28, 2011