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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,677
COMMITMENTS
   1,799      600        0   33,808   35,057   35,607   35,657       70       20

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:         26)
       0     -310        0       61      361       61       51      -35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.7      0.0     94.8     98.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        0       37       40       38       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,205
COMMITMENTS
       0        0        0   23,104   23,080   23,104   23,080      101      125

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,998)
       0        0        0    1,998    1,998    1,998    1,998        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       33       25       33       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,004
COMMITMENTS
     368      216      114    6,593    6,624    7,075    6,954      929    1,050

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        319)
     -32        0        0      310      322      278      322       41       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.7      1.4     82.4     82.8     88.4     86.9     11.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       26       23       27       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,894
COMMITMENTS
     190      175        0    9,157    9,589    9,347    9,764    1,547    1,130

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        266)
      24       15        0      212      241      236      256       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.6      0.0     84.1     88.0     85.8     89.6     14.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        0       47       46       48       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,524
COMMITMENTS
      69       62      217    8,476    8,409    8,762    8,688      762      836

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        815)
      10        5      -10      768      788      768      783       47       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.7      2.3     89.0     88.3     92.0     91.2      8.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        4       45       53       49       58
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,550
COMMITMENTS
     680        0        0    2,983    3,861    3,663    3,861      887      689

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      172      297      172      297       78      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      0.0     65.6     84.9     80.5     84.9     19.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       23       21       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,568
COMMITMENTS
       0        0        0   12,568   12,528   12,568   12,528        0       40

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,045)
       0        0        0    1,045    1,045    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       21       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      355,917
COMMITMENTS
  49,595   21,559   62,528  199,499  244,430  311,622  328,517   44,295   27,400

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -2,931)
   7,499   -4,021   -4,753   -9,543    9,090   -6,796      316    3,865   -3,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      6.1     17.6     56.1     68.7     87.6     92.3     12.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      47       17       43       63       78      130      125
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       69,140
COMMITMENTS
   1,890    6,322   16,599   46,824   43,144   65,313   66,065    3,828    3,075

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,042)
    -209      181     -134     -713   -1,150   -1,056   -1,104       14       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      9.1     24.0     67.7     62.4     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        8       14       14       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,358
COMMITMENTS
   1,126    1,625      577   17,855   17,475   19,558   19,677      800      681

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,439)
     275    1,100       75    1,975    1,250    2,325    2,425      114       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.0      2.8     87.7     85.8     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        5        4       45       47       54       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,073
COMMITMENTS
       0    2,600      600   16,396   14,103   16,996   17,303    1,077      770

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        725)
       0      300        0      751      425      751      725      -26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.4      3.3     90.7     78.0     94.0     95.7      6.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       28       20       30       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,028
COMMITMENTS
   4,836        0      624    8,508   12,864   13,968   13,488       60      540

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      0.0      4.4     60.7     91.7     99.6     96.2      0.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       11       16       14       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,100
COMMITMENTS
     680      113      290    2,770    3,216    3,740    3,619    1,360    1,481

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        172)
      59      -32        4      268      256      331      228     -159      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      2.2      5.7     54.3     63.1     73.3     71.0     26.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        4       15       18       20       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,162
COMMITMENTS
       0        0        0    2,012    2,000    2,012    2,000      150      162

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.1     92.5     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       16       12       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      943,720
COMMITMENTS
 143,596  222,486  372,647  347,650  303,937  863,893  899,071   79,827   44,649

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,108)
     831   10,957   -4,247    3,019   -6,506     -396      204     -712   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     23.6     39.5     36.8     32.2     91.5     95.3      8.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      79       85      121       82       72      235      219
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,169
COMMITMENTS
   1,434      832    2,021   59,803   57,862   63,258   60,715    4,911    7,454

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        331)
      -8      186     -186      342       31      148       31      183      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.2      3.0     87.7     84.9     92.8     89.1      7.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       22       25       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,415
COMMITMENTS
   4,094        0    3,064   30,671   29,719   37,829   32,783    3,586    8,632

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      7.4     74.1     71.8     91.3     79.2      8.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       12       14       15       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,235
COMMITMENTS
     434        0        0   63,472   61,357   63,906   61,357    9,329   11,878

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,440)
       0        0        0    2,728    2,440    2,728    2,440     -288        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     86.7     83.8     87.3     83.8     12.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       24       24       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,740
COMMITMENTS
       0        0        0   68,282   78,118   68,282   78,118   13,458    3,622

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        734)
       0        0        0    1,036      734    1,036      734     -302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.5     95.6     83.5     95.6     16.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,564
COMMITMENTS
   8,025        0    2,597   78,032   90,953   88,654   93,550    7,910    3,014

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        920)
   1,626        0      -57     -373      425    1,196      368     -276      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      2.7     80.8     94.2     91.8     96.9      8.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       25       31       29       34
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,454
COMMITMENTS
       0   11,758    3,009   86,598   69,873   89,607   84,640    5,847   10,814

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -593)
       0     -159      260   -1,923   -2,878   -1,663   -2,777    1,070    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.3      3.2     90.7     73.2     93.9     88.7      6.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        3       15       21       18       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,005
COMMITMENTS
   6,488    1,903    4,258   64,506   75,113   75,252   81,274   12,753    6,731

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        727)
    -294        0      534      338      148      578      682      149       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      2.2      4.8     73.3     85.4     85.5     92.4     14.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       23       25       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,524,892
COMMITMENTS
  71,919   99,855  488,770  957,828  928,421  1518517  1517047    6,374    7,845

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -62,057)
   7,531   -8,798  -26,834  -44,163  -27,997  -63,466  -63,629    1,409    1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.5     32.1     62.8     60.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      40       26       54       58       60      119      119
 
 
HOUSTON SHIP CH INDEX SWAP - NEW YORK MERCANTILE EXCHANGE            Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       16,219
COMMITMENTS
     248        0        0   15,847   14,867   16,095   14,867      124    1,352

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     97.7     91.7     99.2     91.7      0.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       12       10       12
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,584
COMMITMENTS
       0      620        0   87,700   85,659   87,700   86,279    2,884    4,305

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      186      186      186      186     -186     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     96.8     94.6     96.8     95.2      3.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       19       17       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      191,715
COMMITMENTS
   5,379    4,483    6,727  169,538  173,946  181,644  185,156   10,071    6,559

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        329)
     529   -1,192      427   -1,830      498     -874     -267    1,203      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.3      3.5     88.4     90.7     94.7     96.6      5.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        5       38       37       46       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,031
COMMITMENTS
   3,441    1,187    2,313  126,545  132,282  132,299  135,782    9,732    6,249

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -204)
       0   -1,388      724     -792     -875      -68   -1,538     -136    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.8      1.6     89.1     93.1     93.1     95.6      6.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       28       25       32       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,117
COMMITMENTS
   7,545        0    9,528  198,215  215,772  215,288  225,300   15,829    5,817

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -741)
     515        0   -1,372     -570    1,166   -1,427     -206      686     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      4.1     85.8     93.4     93.2     97.5      6.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        2       38       39       40       41
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,269
COMMITMENTS
   3,750    1,503      679   52,026   55,964   56,455   58,146    6,814    5,123

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        800)
     800        0        0        0      800      800      800       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.4      1.1     82.2     88.5     89.2     91.9     10.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       12       12       16       15
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,995,819
COMMITMENTS
 738,884   86,990  935,623  1303396  1958375  2977903  2980988   17,916   14,831

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     52,424)
 -20,335   11,032   46,225   32,607   -2,175   58,497   55,082   -6,073   -2,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      2.9     31.2     43.5     65.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      43       20       59      114      101      181      162
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,052,246
COMMITMENTS
 135,753  221,662  195,868  716,784  629,663  1048405  1047193    3,841    5,053

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     52,344)
  -2,259   -9,877   17,229   38,658   44,208   53,628   51,560   -1,284      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     21.1     18.6     68.1     59.8     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      29       23       39       49       43       97       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,944
COMMITMENTS
       0      710        0    2,877    1,936    2,877    2,646       67      298

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.1      0.0     97.7     65.8     97.7     89.9      2.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       11       15       11       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      144,933
COMMITMENTS
   1,381        0    8,382  132,876  135,837  142,640  144,219    2,293      714

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      6,357)
     903     -576      535    4,803    6,322    6,241    6,281      116       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      5.8     91.7     93.7     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        0        6       33       31       40       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,461
COMMITMENTS
       0      974      456   19,978   18,842   20,434   20,272    1,027    1,189

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        -41)
       0        0        0     -207      -85     -207      -85      166       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      2.1     93.1     87.8     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        3       21       20       24       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,563
COMMITMENTS
       0    2,220      250   28,974   28,211   29,224   30,681    2,339      882

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        -96)
       0      -40        0     -102      -58     -102      -98        6        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.8     91.8     89.4     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       21       26       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,851
COMMITMENTS
     660      108        0   11,127   11,267   11,787   11,375    1,064    1,476

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:         10)
       0        0        0      416       10      416       10     -406        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.8      0.0     86.6     87.7     91.7     88.5      8.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       16       20       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,021
COMMITMENTS
     520        0    1,220   45,028   45,991   46,768   47,211    1,253      810

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,271)
     -84        0       37    3,274    3,185    3,228    3,223       43       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      2.5     93.8     95.8     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       21       20       22       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,494
COMMITMENTS
       0        0        0   10,342   10,716   10,342   10,716    1,152      778

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        353)
       0        0        0      205       45      205       45      148      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.0     93.2     90.0     93.2     10.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,866
COMMITMENTS
       0        0        0   54,866   54,544   54,866   54,544        0      322

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      847,444
COMMITMENTS
       0        0        0  847,444  847,444  847,444  847,444        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       32,040
COMMITMENTS
       0      510        0   31,764   30,421   31,764   30,931      276    1,109

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0     99.1     94.9     99.1     96.5      0.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       50,717
COMMITMENTS
       0      400        0   50,192   50,217   50,192   50,617      525      100

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,348)
       0        0        0    3,348    3,348    3,348    3,348        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.0     99.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17        6       17        8
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      876,248
COMMITMENTS
       0   14,080        0  876,248  862,168  876,248  876,248        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    100,720)
       0        0        0  100,720  100,720  100,720  100,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0    100.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       96,523
COMMITMENTS
       0    3,945        0   96,372   92,578   96,372   96,523      151        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        131)
       0        0        0      131      131      131      131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      0.0     99.8     95.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       15       12       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,554,513
COMMITMENTS
       0   61,670        0  1554513  1492843  1554513  1554513        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -48,523)
       0        0        0  -48,523  -48,523  -48,523  -48,523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      182,435
COMMITMENTS
   4,855        0        0  177,580  181,202  182,435  181,202        0    1,233

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       20       27       22       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,968,063
COMMITMENTS
  77,269        0        0  2890794  2968063  2968063  2968063        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     10,110)
       0        0        0   10,110   10,110   10,110   10,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     97.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       20       25       23       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       65,745
COMMITMENTS
      40    2,990        0   63,040   62,627   63,080   65,617    2,665      128

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.5      0.0     95.9     95.3     95.9     99.8      4.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       21       17       22       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,067,176
COMMITMENTS
       0   74,080        0  1067176  993,096  1067176  1067176        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       18       17       19
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,144
COMMITMENTS
   4,830      495       45   53,269   57,584   58,144   58,124        0       20

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.9      0.1     91.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       22       29       24       31
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       30,964
COMMITMENTS
       0        0        0   30,849   30,858   30,849   30,858      115      106

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       13       11       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,056,064
COMMITMENTS
  98,820   30,312        0  957,244  1025752  1056064  1056064        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.9      0.0     90.6     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       22       24       24       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,492
COMMITMENTS
     382       45      155   21,707   22,190   22,244   22,390      248      102

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -289)
    -129        0        0     -201      -93     -330      -93       41     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.2      0.7     96.5     98.7     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       34       36       38       39
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,851
COMMITMENTS
     135      270       25   16,538   17,556   16,698   17,851    1,153        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,167)
       0        0        0      982    1,167      982    1,167      185        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.5      0.1     92.6     98.3     93.5    100.0      6.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       18       17       20
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,541
COMMITMENTS
       0       64      219   11,184   11,103   11,403   11,386      138      155

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:         12)
       0     -120       27       35      145       62       52      -50      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.9     96.9     96.2     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       23       19       25
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,372
COMMITMENTS
     380        0        0    8,478    9,048    8,858    9,048      514      324

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      518      523      518      523       40       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.0     90.5     96.5     94.5     96.5      5.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       28       26       29       26
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,517,994
COMMITMENTS
 257,105   96,618  796,399  1370378  1538386  2423881  2431403   94,112   86,591

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -98,432)
  10,424   -1,880  -58,191  -65,436  -43,765 -113,203 -103,836   14,770    5,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      3.8     31.6     54.4     61.1     96.3     96.6      3.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     140       91      172       89       96      315      286
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,433
COMMITMENTS
     471   34,078   19,167   63,805   30,608   83,443   83,853    2,991    2,580

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -2,071)
     -13    2,906   -2,571      342   -2,078   -2,241   -1,743      170     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     39.4     22.2     73.8     35.4     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       10       10       17       20       28       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      221,422
COMMITMENTS
  31,726   28,681    1,440  164,577  140,133  197,743  170,254   23,679   51,168

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      7,253)
   2,210    5,024     -442    7,304    4,280    9,072    8,862   -1,819   -1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     13.0      0.7     74.3     63.3     89.3     76.9     10.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        6       31       26       38       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,597
COMMITMENTS
  27,731    5,219   31,748   78,068  100,552  137,546  137,518    3,051    3,079

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -8,921)
      11     -728   -3,158   -5,680   -5,141   -8,826   -9,027      -95      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      3.7     22.6     55.5     71.5     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       12       30       27       28       65       59
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      593,472
COMMITMENTS
  34,635       25   74,870  463,696  498,954  573,202  573,848   20,271   19,624

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,556)
   4,488       25      196   -2,054    2,036    2,630    2,256      927    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0     12.6     78.1     84.1     96.6     96.7      3.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        1        9       36       37       45       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,192
COMMITMENTS
   1,065      995      350   63,772   63,842   65,187   65,187        5        5

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,177)
    -340      415        0    1,517      762    1,177    1,177        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.5      0.5     97.8     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        4        1       52       49       55       54
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,391
COMMITMENTS
  19,232   32,377    8,774   95,799   81,720  123,805  122,871    5,586    6,520

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -4,386)
     431    1,480   -1,048   -3,630   -5,283   -4,247   -4,851     -139      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     25.0      6.8     74.0     63.2     95.7     95.0      4.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       13       14       24       23       43       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,268
COMMITMENTS
   1,871    2,684    6,970   24,537   25,413   33,378   35,067    2,890    1,201

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        722)
     800        0     -800      728    1,731      728      931       -6     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.4     19.2     67.7     70.1     92.0     96.7      8.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        5       14       15       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,302
COMMITMENTS
     475        0    1,898   58,488   65,904   60,861   67,802   35,441   28,500

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,139)
     180        0     -105      657      192      732       87      407    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      2.0     60.7     68.4     63.2     70.4     36.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       22       20       23       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,200
COMMITMENTS
     950    1,607      150   33,100   32,310   34,200   34,067        0      133

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,470)
       0        0        0    1,470    1,470    1,470    1,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.7      0.4     96.8     94.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       27       33       30       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,459
COMMITMENTS
  16,537    3,404      411    3,078   18,330   20,026   22,145    3,433    1,314

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        646)
    -490     -549      -35      297      505     -228      -79      874      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.5     14.5      1.8     13.1     78.1     85.4     94.4     14.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      71       26        4       19       28       94       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,994
COMMITMENTS
  23,303    3,026      780    5,576   29,729   29,659   33,535    5,335    1,459

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -163)
    -578     -798        6       79      698     -493      -94      330      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6      8.6      2.2     15.9     85.0     84.8     95.8     15.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      84       17        8       20       33      110       53
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      301,144
COMMITMENTS
  80,466    6,909   49,783  149,767  230,292  280,016  286,983   21,127   14,160

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      5,335)
  14,552   -2,396   -1,437   -8,909   10,506    4,205    6,673    1,130   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      2.3     16.5     49.7     76.5     93.0     95.3      7.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      72       25       57       79       95      178      157
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,678
COMMITMENTS
   2,268        0      304   14,581   16,117   17,153   16,421    5,525    6,257

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,150)
     461        0      -12      806      512    1,255      500     -105      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      1.3     64.3     71.1     75.6     72.4     24.4     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       16       19       18       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,194
COMMITMENTS
   1,446      175      225    7,492    8,642    9,163    9,042       31      152

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        882)
       0       75        0      882      807      882      882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      1.9      2.4     81.5     94.0     99.7     98.3      0.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        3       30       32       35       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,199
COMMITMENTS
   2,465    1,055    1,680   45,429   48,247   49,574   50,982    1,625      217

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      5,495)
     250      969    1,050    4,153    3,454    5,453    5,473       42       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.1      3.3     88.7     94.2     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        1       32       33       36       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,136
COMMITMENTS
   2,200        0        0   20,840   22,586   23,040   22,586       96      550

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      0.0     90.1     97.6     99.6     97.6      0.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       14       24       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,411
COMMITMENTS
     606      400      800   14,005   14,161   15,411   15,361        0       50

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        890)
    -300        0      300      890      540      890      840        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.6      5.2     90.9     91.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       30       26       34       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,437
COMMITMENTS
       0      105       35    2,453    2,323    2,488    2,463      949      974

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:         54)
       0        5        0       40       37       40       42       14       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      1.0     71.4     67.6     72.4     71.7     27.6     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       17       16       18       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,715
COMMITMENTS
     180      150        0   13,400   13,565   13,580   13,715      135        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        570)
       0        0        0      620      620      620      620      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.1      0.0     97.7     98.9     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       17       23       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,696
COMMITMENTS
     480    2,404      531   19,488   17,754   20,499   20,689      197        7

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        273)
       0     -552     -105      593    1,000      488      343     -215      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     11.6      2.6     94.2     85.8     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        1       31       34       33       39
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,987
COMMITMENTS
     632    1,110      284   13,071   12,593   13,987   13,987        0        0

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        259)
       0     -300      150      109      427      259      277        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.9      2.0     93.5     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       26       24       29       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,158
COMMITMENTS
   3,505    2,980    1,368   40,429   42,998   45,302   47,346    2,856      812

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,289)
     -61      180       74    2,276    2,035    2,289    2,289        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.2      2.8     84.0     89.3     94.1     98.3      5.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        5       34       38       42       45
```

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Updated February 26, 2010