```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      449,980
COMMITMENTS
  72,631   24,573   90,406  244,385  305,900  407,422  420,879   42,558   29,101

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     20,954)
  24,214     -329   13,932  -19,677    7,386   18,469   20,989    2,485      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      5.5     20.1     54.3     68.0     90.5     93.5      9.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      53       24       48       75       89      148      147
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED 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:      117,488
COMMITMENTS
      88    9,770   26,305   85,753   77,066  112,146  113,142    5,341    4,346

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      7,685)
    -432      -27    2,221    5,558    4,892    7,347    7,086      337      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.3     22.4     73.0     65.6     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        7        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      868,489
COMMITMENTS
 167,667  296,291  233,505  385,541  292,074  786,712  821,870   81,776   46,619

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      1,483)
   5,324   11,415   -6,102   -3,737   -7,148   -4,515   -1,835    5,998    3,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     34.1     26.9     44.4     33.6     90.6     94.6      9.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      90      102      135       87       74      258      244
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0     83.8     94.3     83.8     94.3     16.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    1,676,395
COMMITMENTS
  71,340   99,845  551,535  1046704  1019163  1669579  1670543    6,816    5,853

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     63,603)
   7,111    1,100   30,790   25,641   32,245   63,542   64,135       62     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      6.0     32.9     62.4     60.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      49       27       59       60       60      130      125
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       32,758
COMMITMENTS
     810    8,624   14,915   16,793    9,048   32,518   32,587      241      171

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      3,287)
      -1       47    2,538      853      617    3,389    3,203     -102       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     26.3     45.5     51.3     27.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        7        9       12       11       21       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      130,280
COMMITMENTS
     406    8,540    3,584  120,033  112,603  124,024  124,727    6,256    5,553

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -14,645)
  -1,712    1,400   -1,371  -13,585  -15,498  -16,668  -15,469    2,023      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.6      2.8     92.1     86.4     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        4       28       31       32       35
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED 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:     -7,315)
    -609     -296     -112   -6,065   -6,365   -6,787   -6,773     -529     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       31)
       0        2        1       24       22       25       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED 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:      167,794
COMMITMENTS
   6,168    1,612    6,704  142,380  153,261  155,252  161,577   12,542    6,217

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -15,941)
  -1,889     -248   -1,418  -12,859  -13,732  -16,166  -15,398      225     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.0      4.0     84.9     91.3     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       31       33       33       36
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:        7,737
COMMITMENTS
   1,005      390        0    6,548    6,974    7,553    7,364      184      373

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        216)
       0      -15        0      283      233      283      218      -67       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.0      0.0     84.6     90.1     97.6     95.2      2.4      4.8

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      194,263
COMMITMENTS
   3,348    1,667   15,581  172,137  176,229  191,066  193,477    3,196      785

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -8,189)
     842      598     -944   -7,456   -7,839   -7,559   -8,186     -630       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.9      8.0     88.6     90.7     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        6       34       28       40       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       16,769
COMMITMENTS
       0      702       40   15,264   14,911   15,304   15,653    1,465    1,116

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -926)
       0       10      -60     -786     -692     -846     -742      -80     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.2     91.0     88.9     91.3     93.3      8.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       19       20       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      5.7      0.0    100.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED 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:       45,276
COMMITMENTS
      18      495      474   43,742   43,203   44,233   44,171    1,043    1,105

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -2,521)
     -32       30      -23   -3,145   -2,952   -3,200   -2,945      679      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      1.0     96.6     95.4     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       26       22       28       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       10       15       10
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       13       13       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       16       16       16       16
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       13       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       25       23       25       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     1.2      6.0      0.0     98.0     91.6     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       14       16       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,210
COMMITMENTS
     510        0        0   34,381   34,381   34,891   34,381      319      829

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:       -450)
       0        0        0     -450     -450     -450     -450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.6     97.6     99.1     97.6      0.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17       11       18       11
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      5.7      0.0    100.0     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    2,782,936
COMMITMENTS
 333,429  135,153  946,190  1410333  1612807  2689952  2694150   92,984   88,786

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    132,981)
  31,339  -11,955   67,499   32,989   70,019  131,827  125,564    1,154    7,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      4.9     34.0     50.7     58.0     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     172      116      202       97      107      370      336
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      184,490
COMMITMENTS
  75,231   20,293   42,052   66,176  119,871  183,459  182,216    1,031    2,274

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -4,163)
   4,736   -2,535   -1,437   -7,490     -165   -4,191   -4,137       29      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     11.0     22.8     35.9     65.0     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5       17       13       25       26       40       46
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:      144,883
COMMITMENTS
  18,501    4,641   40,022   83,134   96,809  141,657  141,471    3,226    3,412

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      7,888)
     231   -2,310    7,390     -122    2,548    7,499    7,629      389      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      3.2     27.6     57.4     66.8     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27        9       29       25       26       63       56
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      618,740
COMMITMENTS
  39,078    4,527  106,964  458,307  490,276  604,348  601,767   14,392   16,973

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:      1,332)
   4,389    2,550    5,658     -520     -171    9,527    8,038   -8,196   -6,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.7     17.3     74.1     79.2     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        2       11       36       37       47       48
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       26,293
COMMITMENTS
  17,394    1,820      903    5,122   23,043   23,419   25,766    2,874      527

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        490)
    -237       59       93      503      368      359      520      131      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.2      6.9      3.4     19.5     87.6     89.1     98.0     10.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      79       16        8       23       35      108       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED 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:       38,559
COMMITMENTS
  25,310    1,438      202    7,171   35,769   32,683   37,409    5,876    1,150

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        -92)
     364     -278       35     -876      315     -477       72      385     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.6      3.7      0.5     18.6     92.8     84.8     97.0     15.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      81        8        5       18       34      103       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      293,227
COMMITMENTS
  74,901   13,360   41,018  158,651  224,427  274,571  278,805   18,657   14,422

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     17,706)
  19,297   -4,286    4,987  -10,371   19,437   13,913   20,137    3,793   -2,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      4.6     14.0     54.1     76.5     93.6     95.1      6.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      49       33       42       71       85      149      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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